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

Volume

40

Issue

1

fYear

1992

fDate

1/1/1992 12:00:00 AM

Firstpage

218

Lastpage

221

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;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.157197

Filename

157197