Title :
Digital differentiation of noisy data measured through a dynamic system
Author :
Carlsson, Bengt ; Sternad, Mikael ; Ahlén, Anders
Author_Institution :
Dept. of Technol., Uppsala Univ., Sweden
fDate :
1/1/1992 12:00:00 AM
Abstract :
The design of discrete time differentiating filters, in the presence of colored noise and nonneglectable transducer dynamics, is investigated. The signal and noise are described by autoregressive moving average (ARMA) models, possibly with poles on |z|=1. The mean square error (MSE) optimal filter, based on a discrete time approximation of the derivative operator, is given by a spectral factorization and a linear polynomial equation
Keywords :
differentiation; filtering and prediction theory; noise; polynomials; signal processing; statistical analysis; ARMA models; MSE optimal error; autoregressive moving average; colored noise; derivative operator; digital differentiation; discrete time approximation; discrete time differentiating filters; linear polynomial equation; mean square error; noisy data; nonneglectable transducer dynamics; signal processing; spectral factorization; Colored noise; Equations; Frequency estimation; Noise measurement; Nonlinear filters; Polynomials; Sampling methods; Stochastic resonance; Temperature sensors; Transducers;
Journal_Title :
Signal Processing, IEEE Transactions on
