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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.