CURRENT ESTIMATION OF THE DERIVATIVE OF A NONSTATIONARY PROCESS BASED ON A RECURRENT SMOOTHING SPLINE
E. A. Kochegurova, E. S. Gorokhova
Tomsk Polytechnical University, 634050, Tomsk, prosp. Lenina, 30
Keywords: восстановление функции и её производных, рекуррентный алгоритм, вариационный сглаживающий сплайн, reconstruction of the function and its derivatives, recurrent algorithm, variational smoothing spline
Abstract
A method of real-time reconstruction of the useful signal and its lower derivatives on the basis of a recurrent smoothing spline is presented. A calculation technique for a spline with the number of measurements at each segment greater than the number of nodes is given, and the spline coefficients are found by the variational approach.
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