Finite difference methods for the numerical differentiation of non-exact data (Q792733)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite difference methods for the numerical differentiation of non-exact data |
scientific article |
Statements
Finite difference methods for the numerical differentiation of non-exact data (English)
0 references
1984
0 references
We derive results about the numerical performance of multi-point (moving average) finite difference formulas for the differentiation of non-exact data. In particular, we show that multi-point differentiators can be constructed which are asymptotically unbiased and have a bounded amplification factor as the steplength decreases and the number of points increases.
0 references
finite difference methods
0 references
regularization
0 references
Wiener filtering
0 references
minimum variance
0 references
amplification factor
0 references
non-exact data
0 references
multi-point differentiators
0 references
0 references
0 references
