Questions tagged [derivative]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
9
votes
2answers
757 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&...
3
votes
2answers
5k 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 ...
4
votes
5answers
8k 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 ...
3
votes
2answers
610 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 ...
0
votes
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 ...
4
votes
2answers
4k 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
99 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 ...
4
votes
3answers
4k 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
1answer
3k 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 ...
2
votes
4answers
320 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 ...
3
votes
1answer
124 views

Laplacian of Gaussian operator

This might be a silly question. I was reading about the Laplacian of Gaussian (LoG) operator and got confused about the alternative equivelant ways we can make use of it. Let's assume we have a 2D ...
1
vote
1answer
126 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 ...
0
votes
0answers
29 views

Log derivative interpretation

In the origin paper on Synchrosqueezing Wavelet Transform, the phase transform, used to extract the instantaneous frequency of a signal $f(t)$, is defined as $$ \omega (a, b) = -j[W_\psi f(a, b)]^{-1} ...
0
votes
2answers
200 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
254 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 ...