Numerical Differentiation of Noisy, Nonsmooth Data
Journal Article
·
· ISRN Applied Mathematics
- Theoretical Division, MS B284, Los Alamos National Laboratory, Los Alamos, NM 87545, USA
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.
- Sponsoring Organization:
- USDOE
- OSTI ID:
- 1198314
- Journal Information:
- ISRN Applied Mathematics, Journal Name: ISRN Applied Mathematics Vol. 2011; ISSN 2090-5564
- Publisher:
- Hindawi (International Scholarly Research Network)Copyright Statement
- Country of Publication:
- Country unknown/Code not available
- Language:
- English
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