Numerical differentiation of noisy, nonsmooth data (Q420148)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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