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Differentiation of a signal with bounded variances of derivatives in the presence of noise. (English. Russian original) Zbl 0793.93116
Autom. Remote Control 53, No. 3, Pt. 2, 464-467 (1992); translation from Avtom. Telemekh. 1992, No. 3, 164-167 (1992).
Summary: A procedure is proposed for parametric design of a digital differentiating filter under limited information about signal properties. The potential accuracy of differentiation of a random signal with known power moments of the spectral density is analyzed.
MSC:
93E11 Filtering in stochastic control theory
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