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Differentiation by integration using orthogonal polynomials, a survey
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    Differentiation by integration using orthogonal polynomials, a survey (English)
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    23 May 2012
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    In the first part of the survey the authors give preliminaries on orthogonal polynomials and then a general approximation theorem. They present the contributions of Ciorănescu, Haslam-Jones and Lanczos to this theorem. In the main part, they search the least-squares approximation of this theory, analyzing the discrete case, applications to filters and special case of constant weights. In the last part, they discuss the \(R_\alpha\) and minimum \(R_\infty\) formulas with derivations of the characteristic functions and some examples for filter properties in the frequency domain.
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    numerical differentiation
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    approximated higher order derivative
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    orthogonal polynomial
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    filters
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    wavelet
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    smoothing
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    least-squares approximation
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