A numerical procedure for filtering and efficient high-order signal differentiation

Salim Ibrir; Sette Diop

International Journal of Applied Mathematics and Computer Science (2004)

  • Volume: 14, Issue: 2, page 201-208
  • ISSN: 1641-876X

Abstract

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In this paper, we propose a numerical algorithm for filtering and robust signal differentiation. The numerical procedure is based on the solution of a simplified linear optimization problem. A compromise between smoothing and fidelity with respect to the measurable data is achieved by the computation of an optimal regularization parameter that minimizes the Generalized Cross Validation criterion (GCV). Simulation results are given to highlight the effectiveness of the proposed procedure.

How to cite

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Ibrir, Salim, and Diop, Sette. "A numerical procedure for filtering and efficient high-order signal differentiation." International Journal of Applied Mathematics and Computer Science 14.2 (2004): 201-208. <http://eudml.org/doc/207691>.

@article{Ibrir2004,
abstract = {In this paper, we propose a numerical algorithm for filtering and robust signal differentiation. The numerical procedure is based on the solution of a simplified linear optimization problem. A compromise between smoothing and fidelity with respect to the measurable data is achieved by the computation of an optimal regularization parameter that minimizes the Generalized Cross Validation criterion (GCV). Simulation results are given to highlight the effectiveness of the proposed procedure.},
author = {Ibrir, Salim, Diop, Sette},
journal = {International Journal of Applied Mathematics and Computer Science},
keywords = {optimization; smoothing; splines functions; generalized cross validation; differentiation; spline functions},
language = {eng},
number = {2},
pages = {201-208},
title = {A numerical procedure for filtering and efficient high-order signal differentiation},
url = {http://eudml.org/doc/207691},
volume = {14},
year = {2004},
}

TY - JOUR
AU - Ibrir, Salim
AU - Diop, Sette
TI - A numerical procedure for filtering and efficient high-order signal differentiation
JO - International Journal of Applied Mathematics and Computer Science
PY - 2004
VL - 14
IS - 2
SP - 201
EP - 208
AB - In this paper, we propose a numerical algorithm for filtering and robust signal differentiation. The numerical procedure is based on the solution of a simplified linear optimization problem. A compromise between smoothing and fidelity with respect to the measurable data is achieved by the computation of an optimal regularization parameter that minimizes the Generalized Cross Validation criterion (GCV). Simulation results are given to highlight the effectiveness of the proposed procedure.
LA - eng
KW - optimization; smoothing; splines functions; generalized cross validation; differentiation; spline functions
UR - http://eudml.org/doc/207691
ER -

References

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