International Journal of Control, Vol.91, No.9, 2090-2099, 2018
Non-asymptotic numerical differentiation: a kernel-based approach
The derivative estimation problem is addressed in this paper by using Volterra integral operators which allow to obtain the estimates of the time derivatives with fast convergence rate. A deadbeat state observer is used to provide the estimates of the derivatives with a given fixed-time convergence. The estimation bias caused by modelling error is characterised herein as well as the ISS property of the estimation error with respect to the measurement perturbation. A number of numerical examples are carried out to show the effectiveness of the proposed differentiator also including comparisons with some existing methods.
Keywords:Linear integral operators;numerical differentiation;non-asymptotic identification;state estimation;Fredholm-Volterra integral equations