Implicit and explicit discrete-time realizations of the robust exact filtering differentiator

Abstract

This paper presents explicit and implicit discrete-time realizations for the robust exact filtering differentiator, aiming to facilitate an adequate posterior implementation structure in digital devices. This paper firstly presents an analysis of an explicit discrete-time realization of the filtering differentiator based on linear systems’ exact discretization with a zero-order holder. For this case, however, high-order terms in the filter dynamics may cause instability of the estimation error for signals with unbounded derivatives. Hence, two other new discrete-time realizations of the filtering differentiator are derived by removing some high-order terms in the filter dynamics. The first one is an explicit discrete-time realization, while the second one is implicit. After a finite time, both preserve the accuracy of the continuous-time robust exact filtering differentiator in the presence of measurement noise. For each proposed discrete-time scheme, a stability analysis based on homogeneity is provided. Finally, the simulation results include comparisons between the proposed implicit and explicit discrete-time realizations with other existing schemes. These numerical studies highlight that the implicit scheme supersedes the explicit one, consistent with the implicit and explicit realizations of other continuous-time algorithms.