# How do I estimate the derivative of the current position, when I have only values from past to present?

If I have a discrete real-time signal $x[n]$, with its latest value $x[i]$ and all its past values $x[i-t]$, how can I estimate the derivative at $x[i]$?

• One possibility might be fitting a smoothed (overdetermined) polynomial regression using several earlier points, and using the derivative of that polynomial as an estimate. – hotpaw2 Feb 24 '14 at 15:36
• What kind of a signal are you working with? A little more information might help. – Amal Mar 23 '17 at 18:16