Accurate derivative estimation from noisy data: a state-space approach
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Publication:3815228
DOI10.1080/00207728908910103zbMath0663.93065MaRDI QIDQ3815228
Sandro Fioretti, Leopoldo Jetto
Publication date: 1989
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207728908910103
optimal state estimation; noisy signal; fixed-lag Kalman smoother; Numerical differentiation of discrete observations
93E11: Filtering in stochastic control theory
93E10: Estimation and detection in stochastic control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
93E14: Data smoothing in stochastic control theory
65D25: Numerical differentiation
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