Questions tagged [derivative]

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8
votes
2answers
623 views

Bounds of the derivative of a bounded band-limited function

Let $f(t)$ be a function with properties: $$\begin{array}{ll} t\in\mathbf{R}&t\text{ is in reals}\\ f(t)\in\mathbf{R}\text{ for all } t&f(t)\text{ is in reals}\\ |f(t)|<A\text{ for all }t&...
5
votes
6answers
1k views

What is the first derivative of Dirac delta function?

Could you please help me in a simple way, what is the first derivative of a Dirac delta function? I found this answer: The informal answer is a positive Delta function immediately followed by a ...
5
votes
2answers
980 views

Ways to compute the n-the derivative of a discrete signal

This is a pretty general question about how to compute derivatives of a digital signal $x[n]$. I would like to know what are the different approaches (from naive to complex) and how are they compared ...
5
votes
1answer
149 views

Bounds of the difference of a bounded band-limited function

For a continuous signal (function), we have Bernstein inequality : $$ |{df(t)}/dt| \le 2AB\pi $$ where $A=\sup|f(t)|$ and $B$ is the bandwidth of $f(t)$. The question is: is there a relationship ...
4
votes
3answers
3k views

Derivative with respect to complex conjugate

I have a real function $C$ of a complex vector $x$. While taking the gradient of the function $C$ for minimising the same, why do we take the derivatives with respect to the complex conjugate of $x$, ...
4
votes
5answers
7k views

Derivative of noisy signal

My input signal is phase vector. I want to differentiate it to get frequency vector. My input signal is somewhat noisy. Here is the input signal. This is the derivative of the input signal as ...
4
votes
1answer
150 views

Intuition behind image derivative using Fourier Transform for edges detection

This equation can be shown mathematically: $\frac{\partial f}{\partial x}=\frac{2\pi i}{N} \mathcal F^{-1}\left(u\cdot \mathcal F(f(x,y)\right)$ I am struggling to understand the intuition behind it ...
4
votes
1answer
2k views

What exactly is Savitzky-Golay differentiation filter?

I could understand Savitzky-Golay filter as being smoothing filter, but then there also seems to be Savitzky-Golay differentiation filter, though for some reason, details do not seem to be clear. So ...
4
votes
2answers
3k views

derivative filter transfer function

In many of the papers it is said that the derivative filter transfer function is given by: $$H(z) = \dfrac{1}{8T}\left(-z^{-2} - 2z^{-1} + 2z + z^{2}\right)$$ But no one gave the detailed information ...
3
votes
2answers
556 views

Differentiation of sine in Fourier domain

The derivative of $\sin(\omega_o t)$ is $\cos(\omega_o t)$. The Fourier transform of $\sin(\omega_o t)$ is $\frac{\pi}{j}[\delta(\omega-\omega_o) - \delta(\omega+\omega_o)]$. Differentiation in the ...
3
votes
2answers
2k views

Is there a difference between filtering a signal before or after differentiating it?

I have a time series and I want to apply: a differentiation a Butterworth filter Does the order theoretically (mathematically) make any difference? Does it make any difference in real life when I ...
3
votes
2answers
91 views

Estimating a Signal Given a Noisy Measurement of the Signal and Its Derivative (Denoising)

I have a signal and its derivative simultaneously measured, both including additive noise. The measurement is completed before the analysis, so it can be looked ahead. Now I want to reconstruct a less ...
3
votes
1answer
55 views

How to differentiate the product signal $f(t)\theta(t)$, where $\theta(t)$ is Heaviside's unit step function?

What is the derivative (in the engineer's sense) of the causal function $f(t)\theta(t)$, where $\theta$ is the Heaviside unit step function? I've seen the formula $f'(t)\theta(t)+f(0)\delta(t)$, ...
3
votes
1answer
968 views

Wrong estimation of derivatives with an extended Kalman filter

I am trying to implement an extended Kalman filter (EKF) in MATLAB for the estimation of joint trajectories (angular position, angular velocity and angular acceleration) from noisy motion capture ...
2
votes
4answers
241 views

Causal Noise Free 1st Order Derivative in Discrete Domain

I need to have causal noise free first order derivation (Derivative). Now I am using a simple finite differences formula: $$ \frac{ x \left( n \right) - x \left( n - 1 \right) }{ {T}_{s} } $$ The ...
2
votes
1answer
29 views

Understanding the resulting image matrix when differentiating image

Let $A$ be a image matrix and let $P(i,j)$ be the gray level of pixel $i,j$. Let $0$ be black and $255$ be white Assume I want to differentiate this image with respect to the columns $(x)$ as in I ...
2
votes
1answer
324 views

Why is a first/second derivative useful in spectroscopy?

I'm currently working on Raman spectroscopy and while reading some literature I came across the first and second derivative of a spectrum. It's not clear to me why they are useful to look at since ...
2
votes
0answers
94 views

Correct way of derivating in frequency domain with FFT

I believe I am very close to the answer and only need a small nudge to get to the answer. What I want: I want to take a signal, use FFT to transform it to the frequency domain (FD), multiply it by $...
2
votes
0answers
112 views

Helmholtz decomposition implementation

I need to perform the Helmholtz decomposition of a 2D flow. An old and obvious problem is the numerical differentiation (largely amplifying the noise). I do understand the procedure I am just ...
1
vote
2answers
732 views

Why taking derivative amplifies noise

In image processing we may use derivatives to help us detect the edges. While at mean time, this operation would also make the data noisier. But why do we have this effect? My intuition is that if we ...
1
vote
1answer
761 views

Bilinear Transform (Tustin's Method) applied to the Derivative

I hope that I have not misunderstood something terribly wrong, but the continuous derivative $D=d/dt$ can be considered a transfer function in Laplace space $D(s) = s$, right? So when I try to ...
1
vote
2answers
510 views

should I apply low-pass filter when calculating central derivative?

Let us say that we have a discrete signal $I_n$, $n=0, 1, 2, ...$. According to Nyquist theorem the maximum frequency for such discretization is $f_{max} = 0.5$. Now imagine that I want to calculate ...
1
vote
1answer
88 views

Why level of noise can be magnified twice through each numerical differentiation?

I was reading a paper and saw this is mentioned there, but I cannot figure out how this can analytically be proven?
1
vote
1answer
52 views

Relation between original points and 1st/2nd derivative points

I have points $\{p_0, p_1, ... p_n\}$, I create a discrete derivative consisting of $\{d_0, d_1, ..., d_{n-1}\}$ like this: $d_k=p_{k+1}-p_k$. I'd like to choose a point in the original signal by ...
1
vote
1answer
72 views

Frequency response of FM modulation/demodulation chain with phase derivative demodulation

Frequency modulating a carrier by white noise and then demodulating the complex signal using discrete derivative of phase it appears that the discriminator is acting as a low-pass filter. How do I ...
1
vote
1answer
328 views

Different approaches for partial image derivation

I know there are different ways for partial derivation of an image, among others: Sobel kernel, LoG, Prewitt and so on. But the simplest one is the central difference: $$ \frac{d}{dx} f(x) \approx ...
1
vote
1answer
27 views

Validity of differentiation property of Fourier transform

we know the differentiation property of Fourier transform says that, if $$x(t)\longleftrightarrow X(j\omega)$$ then $$\dfrac{d}{dt}x(t)\longleftrightarrow j\omega X(j\omega)$$ We know that we can use ...
1
vote
1answer
638 views

How do derivative masks work for finding edges in image?

As I know, masks like follow are derivative mask, but I don't get it why they can detect edges and which one of them can find vertical edges and which one can find harizontal edges?
1
vote
1answer
94 views

Derivative of signal with missing samples

I have software that tracks an object moving (in the x-dimension only) across a video shot from a stationary camera. I need to find the velocity and acceleration of the object as functions of time. ...
0
votes
3answers
176 views

Frequency response of numerical derivative

Analytical derivative of a function is equivalent to convolution of that function with $s$ in Laplace domain. Numerical derivatives are limited in bandwidth due to finite sampling rate, so they are ...
0
votes
2answers
166 views

MLE parameter estimation — confusion regarding some terms in the pdf of complex normal r.v (Part 2)

This question is based on the application of the pdf which was an earlier question of mine asked here Confusion regarding pdf of circularly symmetric complex gaussian rv If $v \sim CN(0,2\sigma^2_v)$ ...
0
votes
2answers
3k views

Derivative filter in Python

In Alaa Kharbouch, Ali Shoeb, John Guttag, Sydney S. Cash, An algorithm for seizure onset detection using intracranial EEG, Epilepsy & Behavior, Volume 22, Supplement 1, 2011 (section 2.1, 3rd ...
0
votes
1answer
32 views

Implementing a finite impulse respone (FIR) filter for computing the derivative of a discrete signal

I am trying to reimplement an algorithm on my own. In the description of the implementation, it's written that they compute the derivate of a series of value using a [-1/2, +1/2] finite impulse ...
0
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1answer
1k views

First derivative analog filter

I'm reading about fault detection via signal processing in time domain. One possibility is to check that first derivative of the signal is in some predefined bounds. The text says that to obtain the ...
0
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2answers
3k views

Compute the time derivative of a noisy digital signal?

The issue is that my signal is very noisy. I need extract its time derivative as accurate as possible. P.S. I do not have any prior knowledge on the signal (black box). On forums some suggested ...
0
votes
1answer
23 views

Derivative of equation containing Gaussian filtered image

Let $w$ be our image. For example, consider the following with the vectorized $w$: $$ E(w) = \frac 12 \|Aw+b\|_2^2 $$ I know the optimal condition of the above equation: $$ \nabla_wE = A^TA\hat w + b =...
0
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1answer
41 views

Why we need Laplacian for edge detection?

I am studying some trivial computer vision processing techniques and I came across edge detection algorithms. IMO sharp changes in the gradient are enough indications to detect the edges in an image ...
0
votes
1answer
43 views

Numerical higher order derivatives and time axis

I have a rather elementary question. Suppose we wish to study even-derivatives of an instrumental signal say second fourth and sixth derivatives and plot it as a function of time. With each successive ...
0
votes
1answer
43 views

Image Geometry Terms

I getting confused over some basics of image geometry terms due to different definitions, implementations and different outputs in the internet, here is an example. The terms are: Image derivative ...
0
votes
1answer
129 views

Contour sharpening: Optimal direction for derivation

Talking about sharpening a contour in an image. What's the optimal direction for derivation? What's the maximum value of derivative? I think that the optimal direction for derivation is the direction ...
0
votes
1answer
1k views

discrete-time (slew) rate limiting algorithm

Consider uniformly-spaced samples of smooth, bandlimited signal observed in noise and subject to some artifacts (small jumps). Physical restrictions impose a constraint on the maximum magnitude of ...
0
votes
2answers
224 views

What are the implications of resampling the derivative of a signal with a higher frequency than the original signal?

Suppose I have a digital signal measured with sampling time, $T_s=1$ sec. If I take it's derivative, it will, naturally have $T_s=1$ sec. But what are the implications if I re-sample this derivative ...
0
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2answers
2k views

Digital signal derivative

I'm new to signal processing and I need your help: I have an array of 128 elements (call it Window) filled with 128 samples taken from a sensor. I was wondering how ...
0
votes
1answer
74 views

Derivative Notation as a factor

In the figure below, from the book "Principles of Linear Systems and Signals - Lathi", the author uses the notation D to replace the Leibniz's notation $d/dt$, and after that he rewrites the equation, ...
0
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2answers
79 views

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 $x[i]$?
0
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0answers
27 views

2nd derivative using gaussian filter (gnu scientific library) - offset?

I am working on an application where I use gaussian filtering (convolution) to smooth a signal and at the same time get the 1st and 2nd derivative in real time. The signal is an equidistant sampling ...
0
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0answers
46 views

Second (numerical) derivative as estimation of oscillation

I have a discrete signal (vector of numbers) coming from a measurement. This signal has been filtered so that the noise has been removed. Now I am looking for an analytical representation of the ...
0
votes
0answers
20 views

Which frequency bins give the best interpolation for the derivative of a function?

A function $u:[0,2\pi]\to\mathbb R$ sampled over $N$ equidistant points $\theta_j=(2\pi/N)j,\, j = 0, \dots, N-1,$ can be interpolated by a set of functions $\{u_{k_0}\}$ enumerated by integers $k_0\...
0
votes
1answer
42 views

What is the form of the spectral derivative in the all-positive-frequency notation in DFT?

The Discrete Fourier Transform (DFT) of a function $u:[0,2\pi] \to \mathbb R$ sampled over $N$ equidistant points $\theta_j = 2\pi j/N,\, j = 0, \dots, N-1,$ is defined by $$ \tilde U_k = \frac1N \...
0
votes
1answer
51 views

Time derivative of signal - effect on noise distribution

I have an angular velocity measurement that has a certain amount of ripple that yields an histogram shaped like a gaussian curve. I quantify that ripple using a standard deviation. I am interested in ...