Abstract

In this paper, the ill-posedness of derivative interpolation is discussed, and a regularized derivative interpolation for band-limited signals is presented. The ill-posedness is analyzed by the Shannon sampling theorem. The convergence of the regularized derivative interpolation is studied by the combination of a regularized Fourier transform and the Shannon sampling theorem. The error estimation is given, and high-order derivatives are also considered. The algorithm of the regularized derivative interpolation is compared with derivative interpolation using some other algorithms.

Highlights

  • The computation of the derivative is widely applied in engineering, signal processing, and neural networks [1,2,3]

  • Example 5 In this example, we show how the square error depends on the regularization parameter α and give the optimal α

  • 6 Conclusion The interpolation formula obtained by differentiating the formula of the Shannon sampling theorem is not stable

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Summary

Introduction

The computation of the derivative is widely applied in engineering, signal processing, and neural networks [1,2,3]. We describe the problem of finding the derivative of band-limited signals by the Shannon sampling theorem [5]. In [7], Marks presented an algorithm to find the derivative of band-limited signals by the sampling theorem:. In [10], the series to approximate a band-limited function and its derivative is given, but the ill-posedness and noise are not considered. We measure the approximation error in the L∞-norm on any finite interval in R and assume additive l∞ noise. It is not necessary for the step size h of the samples to be close to 0

The concepts of Paley-Wiener spaces and ill-posedness
Derivative interpolation of higher order
Methods
Conclusion
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