Abstract

Abstract In this paper, a new nth order digital differentiator design method in the presence of additive colored noise is proposed. The optimal differentiator is designed according to stochastic signal and noise models, to minimize the mean square estimation error with respect to the ideal nth order derivative of the signal. Algebraic methods like inner-outer factorization and orthogonal principle will be utilized. The mean square estimation error in the design of the optimal differentiator is also discussed. Simulation results are included to illustrate the performance of the proposed method.

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