Sign data derivative recovery (Q1954411)

Summary: Given only the signs of signal plus noise added repetitively or sign data, signal amplitudes can be recovered with minimal variance. However, discrete derivatives of the signal are recovered from sign data with a variance which approaches infinity with decreasing step size and increasing order. For industries such as the seismic industry, which exploits amplitude recovery from sign data, these results place constraints on processing, which includes differentiation of the data. While methods for smoothing noisy data for finite difference calculations are known, sign data requires noisy data. In this paper, we derive the expectation values of continuous and discrete sign data derivatives and we explicitly characterize the variance of discrete sign data derivatives.