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Derivation of a New Method for Derivative Estimation by Linear Combinations

Authors:
Simon Genser
Martin Benedikt

Keywords: derivative estimation; generalized finite difference method; sensitivity analysis; numerical derivation.

Abstract:
This paper introduces a new method to estimate derivatives of a noiseless time-domain signal, the so called Derivative Estimation by Linear Combinations method. This method can be considered as a generalization of the Finite Difference Method, for the case of backward differentiation. The advantages in computational effort and accuracy of the proposed method compared, to widely known methods of derivation approximation, are demonstrated based on an analytical reference solution. Especially the output-input sensitivity of systems can be determined more robust, with significant fields of application in control, simulation and sensitivity analysis. It is shown that the method is well-suited for real-time applications due to the low computational effort and low time-delay.

Pages: 23 to 28

Copyright: Copyright (c) IARIA, 2017

Publication date: October 8, 2017

Published in: conference

ISSN: 2308-4537

ISBN: 978-1-61208-594-4

Location: Athens, Greece

Dates: from October 8, 2017 to October 12, 2017