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

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scientific article; zbMATH DE number 6037622
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    Differentiation by integration using orthogonal polynomials, a survey
    scientific article; zbMATH DE number 6037622

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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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