Computing Derivatives of Noisy Signals Using Orthogonal Functions Expansions
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In many applications noisy signals are measured. These signals have to be filtered and, sometimes, their derivative has to be computed.
In this paper a method for filtering the signals and computing the derivatives is presented. This method is based on expansion onto transformed Legendre polynomials.
Numerical examples demonstrate the efficacy of the method as well as the theoretical estimates.
KeywordsNoise filtering Spectral methods Orthogonal polynomials
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