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    ARTICLE

    A GL(n,R) Differential Algebraic Equation Method for Numerical Differentiation of Noisy Signal

    Chein-Shan Liu1, Satya N. Atluri2

    CMES-Computer Modeling in Engineering & Sciences, Vol.92, No.2, pp. 213-239, 2013, DOI:10.3970/cmes.2013.092.213

    Abstract We show that the problem "real-time numerical differentiation" of a given noisy signal in time, by supplementing a compensated controller in the second-order robust exact differentiator, the tracking differentiator or the continuous hybrid differentiator, can be viewed as a set of differential algebraic equations (DAEs) to enhance a precise tracking of the given noisy signal. Thus, we are able to solve the highly ill-posed problem of numerical differentiation of noisy signal by using the Lie-group differential algebraic differentiators (LGDADs) based on the Lie-group GL(n,R), whose accuracy and tracking performance are better than before. The "index-two" differentiators (ITDs), which do not… More >

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