Geodesic
A Numerical Algorithm for Filtering and State Observation
International Journal of Applied Mathematics and Computer Science, Tome 9 (1999) no. 4, pp. 855-869

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This paper deals with a numerical method for data fitting and estimation of continuous higher-order derivatives of a given signal from its non-exactsampled data. The proposed algorithm is a generalization of the algorithm proposed by Reinsch (1967). This algorithm is conceived as a key element in the structure of the numerical observer discussed in our recent papers. Satisfactory results are obtained which prove the efficiency of the proposed approach.
Keywords: spline functions, numerical differentiation, observers, smooth filters
Mots-clés : krzywa składana, różniczkowanie numeryczne, obserwator 
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     author = {Ibrir, S.},
     title = {A {Numerical} {Algorithm} for {Filtering} and {State} {Observation}},
     journal = {International Journal of Applied Mathematics and Computer Science},
     pages = {855--869},
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     number = {4},
     year = {1999},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/IJAMCS_1999_9_4_a6/}
}
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Ibrir, S. A Numerical Algorithm for Filtering and State Observation. International Journal of Applied Mathematics and Computer Science, Tome 9 (1999) no. 4, pp. 855-869. http://geodesic.mathdoc.fr/item/IJAMCS_1999_9_4_a6/