Differentiation by integration using orthogonal polynomials, a survey (Q420766)
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English | 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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