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

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

zbMATH Keywords

optimal state estimation; noisy signal; fixed-lag Kalman smoother; Numerical differentiation of discrete observations

Mathematics Subject Classification ID

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

Related Items

Estimation of spatial derivatives and identification of continuous spatio-temporal dynamical systems, Differential phase space reconstructed for chaotic time series, An iterative Kalman smoother/least-squares algorithm for the identification of delta-ARX 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

Cites Work

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