Current Derivative Estimation of Non-stationary Processes Based on Metrical Information
Demand for estimation of derivatives has arisen in a range of some applied problems. One of the possible approaches to estimating derivatives is to approximate measurement data. The problem of real-time estimation of de-rivatives is investigated. A variation method of obtaining recurrent smoothing splines is proposed for estimation of derivatives. A distinguishing feature of the described method is recurrence of spline coefficients with respect to its segments and locality about measured values inside the segment. Influence of smoothing spline parameters on efficiency of such estimations is studied. Comparative analysis of experimental results is performed.
KeywordsRecurrent algorithm Derivatives estimation Variation smoothing spline
Unable to display preview. Download preview PDF.
- 1.Golubinsky, A.N.: Approximation methods of experimental data and modeling. Herald of Voronezh Institute of MIA Russia 2, 138–143 (2007). (In Russian)Google Scholar
- 2.Zavyalov, Y.S., Kvasov, B.I., Miroshnichenko, V.L.: Methods of spline functions. Nauka, Moscow (1980). (In Russian)Google Scholar
- 3.Vershinin, V.V., Zavyalov, Y.S., Pavlov, N.N.: Extreme properties of splines and smoothing problem, p. 102 c. Science, Novosibirsk (1988). (In Russian)Google Scholar
- 4.Rozhenko, A.I.: Theory and algorithms for variation spline approximation: Dr. Sci. Diss., January 1, 2007, Novosibirsk, p. 231 (2003). (In Russian)Google Scholar
- 5.Voskoboynikov, Y.E., Kolker, A.B.: Approximation of the contour image smoothing splines. Journal Avtometriya 39(4), 3–12 (2003). (In Russian)Google Scholar
- 6.Ageev, U.M., Kochegurova, E.A.: Frequency properties of recurrent smoothing splines. Notify of High School, Instrumentmaking 3, 3–8 (1990). (In Russian)Google Scholar
- 10.Kochegurova, E.A., Shebeko, E.V.: Usage of variation smoothing spline in short-term prediction problem. Notify of the Tomsk Polytechnic University 7, 36–39 (2006). T.309, (In Russian)Google Scholar