Error analysis of Jacobi derivative estimators for noisy signals

DOI10.1007/s11075-011-9447-8zbMath1227.65026arXiv1103.0652OpenAlexW1980361562MaRDI QIDQ639349

Wilfrid Perruquetti, Olivier Gibaru, Da-Yan Liu

Publication date: 20 September 2011

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.0652

zbMATH Keywords

numerical experimentsnumerical differentiationstochastic processstochastic integralJacobi polynomialnoisy signaldifferentiation by integrationJacobi derivative estimatorLanczos generalized derivative

Mathematics Subject Classification ID

Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.) (42C10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical differentiation (65D25)

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