Indexed metadata

Numerical Differentiation of Noisy, Nonsmooth Data

Rick Chartrand

Source record

Source: Crossref

Published: May 11, 2011

DOI: 10.5402/2011/164564

Open original source ↗

Source abstract

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.

Evidence graph

No public relationships recorded yet.

Integrity note: This page is a factual metadata record created by deterministic ingestion. It is not a claim that the work moves a mathematical frontier or has been independently verified.

Numerical Differentiation of Noisy, Nonsmooth Data — Mathematical Frontier Network