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Title: Numerical Differentiation of Noisy, Nonsmooth Data

We consider the problem of differentiating a function specified by noisy data. Regularizing the differentiation process avoids the noise amplification of finite-difference methods. We use total-variation regularization, which allows for discontinuous solutions. The resulting simple algorithm accurately differentiates noisy functions, including those which have a discontinuous derivative.
Authors:
 [1]
  1. Theoretical Division, MS B284, Los Alamos National Laboratory, Los Alamos, NM 87545, USA
Publication Date:
OSTI Identifier:
1198314
Type:
Published Article
Journal Name:
ISRN Applied Mathematics
Additional Journal Information:
Journal Volume: 2011; Related Information: CHORUS Timestamp: 2016-08-04 08:31:18; Journal ID: ISSN 2090-5564
Publisher:
Hindawi (International Scholarly Research Network)
Sponsoring Org:
USDOE
Country of Publication:
Country unknown/Code not available
Language:
English