Adam Zuchowski, Bogdan Grzywacz
The Method of Creating of Procedures for Numerical Differentiation of Signals
The proposed method of creating of batch procedures for determining of signal derivatives bases on idea of so-called „ averaged differentiation”. It is shown, that application of moments of weight function allows to design the correction procedures , which can be used for recovery of instantaneous values of derivatives on the base of „averaged” on certain time interval derivatives of noisy signal x(t). The problem of accuracy of proposed correction procedures, also in case of presence of disturbances influencing the processed signal x(t), is deeply discussed. The obtained formulae can be used for optimisation of procedures ( minimisation of resultant influences caused by choice of width of interval of averaging and existence of disturbances). The optimisation of process of calculation of derivatives has been done for weight function in form of Nuttal’s window. Furthermore, the possibility of radical simplification of proposed numeric procedures has been examined .