Accurate derivative estimation from noisy data: a state-space approach

DOI10.1080/00207728908910103MaRDI QIDQ3815228zbMATH OpenOpenAlexFDO

Authors Sandro Fioretti, Leopoldo Jetto

Publication date 1989

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728908910103

zbMATH Keywords

fixed-lag Kalman smoothernoisy signalNumerical differentiation of discrete observationsoptimal state estimation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Numerical differentiation (65D25) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14)

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Cites work

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• A regularization procedure for estimating cell kinetic parameters from flow-cytometry data
• Adaptive filtering
• Estimation of a dispersion parameter in discrete Kalman filtering
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
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• Numerical Differentiation and Regularization
• Numerical differentiation procedures for non-exact data

Cited in

(10)

• An iterative Kalman smoother/least-squares algorithm for the identification of delta-ARX models
• Optimal differentiation based on stochastic signal models
• Identification of partial differential equation models for a class of multiscale spatio-temporal dynamical systems
• Realization and performance evaluation of a class of image models for recursive restoration problems
• Low a priori statistical information model for optimal smoothing and differentiation of noisy signals
• scientific article; zbMATH DE number 1419426 (Why is no real title available?)
• Estimation of spatial derivatives and identification of continuous spatio-temporal dynamical systems
• Derivative-based SINDy (DSINDy): addressing the challenge of discovering governing equations from noisy data
• Polynomial approximation of noisy functions
• Differential phase space reconstructed for chaotic time series

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