A variational method for numerical differentiation
- Cite this article as:
- Knowles, I. & Wallace, R. Numer. Math. (1995) 70: 91. doi:10.1007/s002110050111
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A new method is given for effecting numerical differentiation by means of an optimization procedure. The method is shown to be effective for the differentiation of noisy functions, and stability and convergence results for a steepest descent implementation are proved.