Assume we have a time domain signal:
To apply a derivative filter to it, i.e.
* denotes the convolution, we can simply use the finite difference to approximate it as:
w(i) = ( s(i+1)-s(i) ) / dt;
w is the signal after time derivative. My question is how to go back to
s, i.e. apply an integral filter to
I*w? Can I do it like this?
s(1)=0; for i=2:N s(i) = s(i-1) + w(i)*dt; end