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Stable numerical differentiation : when is it possible?
RAMM, ALEXANDER G.,SMIRNOVA, ALEXANDRA 한국산업정보응용수학회 2003 한국산업정보응용수학회 Vol.7 No.1
Two principally different statements of the problem of stable numerical differentiation are considered. It is analyzed when it is possible in principle to get a stable approximation to the derivative f' given noisy data f_(δ). Computational aspects of the problem are discussed and illustrated by examples. These examples show the practical value of the new understanding of the problem of stable differentiation.