Digital Differentiation of Noisy Data Measured Through a
IEEE Transactions on Signal Processing,
vol 40, pp 218-221, January 1992. © 1992 IEEE.
Also: Internal Report UPTEC 90087R, Dept. of Technology,
Paper In Pdf (with figures) 324K.
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Design of discrete time differentiating filters, in presence of coloured
noise and non-negligible transducer dynamics
The signal and noise are described by ARMA-models,
possibly with poles on the unit circle.
The mean square error-optimal filter, based on a discrete time
approximation of the derivative operator,
is given by a spectral factorization and a linear
- Related publications:
in IEEE Trans. SP 1991, on closely related algorithms.
in IEEE Trans. ASSP 1989, on the design of deconvolution estimators
(Academic Press 1994) on the polynomial approach to Wiener filter design.
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