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2 International Journal of Applied Mathematics and Computer Science

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

Ibrir S., Diop S.

International Journal of Applied Mathematics and Computer Science

2004

Vol. 14, no 2

201-208

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.

A Numerical Algorithm for Filtering and State Observation

Ibrir S.

International Journal of Applied Mathematics and Computer Science

1999

Vol. 9, no 4

855-869

This paper deals with a numerical method for data fitting and estimation of continuous higher-order derivatives of a given signal from its non-exactsampled data. The proposed algorithm is a generalization of the algorithm proposed by Reinsch (1967). This algorithm is conceived as a key element in the structure of the numerical observer discussed in our recent papers. Satisfactory results are obtained which prove the efficiency of the proposed approach.