Finite difference methods for the numerical differentiation of non-exact data (Q792733)
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scientific article; zbMATH DE number 3854292
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| English | Finite difference methods for the numerical differentiation of non-exact data |
scientific article; zbMATH DE number 3854292 |
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Finite difference methods for the numerical differentiation of non-exact data (English)
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1984
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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.
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finite difference methods
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regularization
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Wiener filtering
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minimum variance
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amplification factor
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non-exact data
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multi-point differentiators
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0.7982360124588013
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0.7953532338142395
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0.7940974235534668
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0.7792977690696716
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0.7755354642868042
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