Title
Non-Asymptotic Numerical Differentiation: A Kernel-Based Approach
Abstract
The derivative estimation problem is addressed in this paper by using Volterra integral operators which allow to obtain the estimates of the time derivatives with fast convergence rate. A deadbeat state observer is used to provide the estimates of the derivatives with a given fixed-time convergence. The estimation bias caused by modelling error is characterised herein as well as the ISS property of the estimation error with respect to the measurement perturbation. A number of numerical examples are carried out to show the effectiveness of the proposed differentiator also including comparisons with some existing methods.
Year
DOI
Venue
2018
10.1080/00207179.2018.1478130
INTERNATIONAL JOURNAL OF CONTROL
Keywords
Field
DocType
Linear integral operators, numerical differentiation, non-asymptotic identification, state estimation, Fredholm-Volterra integral equations
Kernel (linear algebra),Numerical differentiation,Applied mathematics,Mathematical optimization,Rate of convergence,Operator (computer programming),Derivative estimation,Mathematics
Journal
Volume
Issue
ISSN
91
9
0020-7179
Citations 
PageRank 
References 
0
0.34
8
Authors
4
Name
Order
Citations
PageRank
Peng Li102.03
Gilberto Pin213617.21
Giuseppe Fedele39715.53
T Parisini4935113.17