International Journal of applied mathematics and computer science

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Paper details

Number 4 - December 1999
Volume 9 - 1999

A numerical algorithm for filtering and state observation

Salim Ibrir

Abstract
This paper deals with a numerical method for data fitting and estimation of continuous higher-order derivatives of a given signal from its non-exact sampled data. The proposed algorithm is a generalization of the algorithm proposed by Reinsch (1967). This algorithm is conceived as a key element in the structure of the numerical observer discussed in our recent papers. Satisfactory results are obtained which prove the efficiency of the proposed approach.

Keywords
spline functions, numerical differentiation, observers, smooth filters