文章基本信息

标题：A numerical procedure for filtering and efficient high-order signal differentiation
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作者：Salim Ibrir ; Sette Diop
期刊名称：International Journal of Applied Mathematics and Computer Science
电子版ISSN：2083-8492
出版年度：2004
卷号：14
期号：2
出版社：De Gruyter Open
摘要：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
关键词：generalized cross validation; smoothing; differentiation; splines functions; optimization