Numerical differentiation of noisy, nonsmooth data (Q420148): Difference between revisions
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Summary: We consider the problem of differentiating a function specified by noisy data. Regularizing the differentiation process avoids the noise amplification of finite-difference methods. We use total-variation regularization, which allows for discontinuous solutions. The resulting simple algorithm accurately differentiates noisy functions, including those which have a discontinuous derivative. | |||
Property / review text: Summary: We consider the problem of differentiating a function specified by noisy data. Regularizing the differentiation process avoids the noise amplification of finite-difference methods. We use total-variation regularization, which allows for discontinuous solutions. The resulting simple algorithm accurately differentiates noisy functions, including those which have a discontinuous derivative. / rank | |||
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Property / Mathematics Subject Classification ID: 65D25 / rank | |||
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Property / zbMATH DE Number: 6036993 / rank | |||
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total-variation | |||
Property / zbMATH Keywords: total-variation / rank | |||
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regularization | |||
Property / zbMATH Keywords: regularization / rank | |||
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noisy function | |||
Property / zbMATH Keywords: noisy function / rank | |||
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discontinuous dervative | |||
Property / zbMATH Keywords: discontinuous dervative / rank | |||
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Revision as of 21:30, 29 June 2023
scientific article
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English | Numerical differentiation of noisy, nonsmooth data |
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Numerical differentiation of noisy, nonsmooth data (English)
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21 May 2012
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Summary: We consider the problem of differentiating a function specified by noisy data. Regularizing the differentiation process avoids the noise amplification of finite-difference methods. We use total-variation regularization, which allows for discontinuous solutions. The resulting simple algorithm accurately differentiates noisy functions, including those which have a discontinuous derivative.
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total-variation
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regularization
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noisy function
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discontinuous dervative
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