ltpda: m-toolbox/html_help/help/ug/sigproc

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Update ltpda_uo.update

author	Daniele Nicolodi <nicolodi@science.unitn.it>
date	Mon, 05 Dec 2011 16:20:06 +0100
parents	f0afece42f48
children

rev	line source
0 f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	1 <!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"
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f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	3
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	4 <html lang="en">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	5 <head>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	6 <meta name="generator" content=
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	7 "HTML Tidy for Mac OS X (vers 1st December 2004), see www.w3.org">
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f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	10
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	11 <title>Discrete Derivative (LTPDA Toolbox)</title>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	12 <link rel="stylesheet" href="docstyle.css" type="text/css">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	13 <meta name="generator" content="DocBook XSL Stylesheets V1.52.2">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	14 <meta name="description" content=
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	15 "Presents an overview of the features, system requirements, and starting the toolbox.">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	16 </head>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	17
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	18 <body>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	19 <a name="top_of_page" id="top_of_page"></a>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	20
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	21 <p style="font-size:1px;"> </p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	22
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	23 <table class="nav" summary="Navigation aid" border="0" width=
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	24 "100%" cellpadding="0" cellspacing="0">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	25 <tr>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	26 <td valign="baseline"><b>LTPDA Toolbox</b></td><td><a href="../helptoc.html">contents</a></td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	27
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	28 <td valign="baseline" align="right"><a href=
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	29 "sigproc_applyfilt.html"><img src="b_prev.gif" border="0" align=
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	30 "bottom" alt="Applying digital filters to data"></a>   <a href=
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	31 "sigproc_spec.html"><img src="b_next.gif" border="0" align=
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	32 "bottom" alt="Spectral Estimation"></a></td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	33 </tr>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	34 </table>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	35
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	36 <h1 class="title"><a name="f3-12899" id="f3-12899"></a>Discrete Derivative</h1>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	37 <hr>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	38
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	39 <p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	40
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	41 <!-- ================================================== -->
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	42 <!-- BEGIN CONTENT FILE -->
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	43 <!-- ================================================== -->
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	44 <!-- ===== link box: Begin ===== -->
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	45 <p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	46 <table border="1" width="80%">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	47 <tr>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	48 <td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	49 <table border="0" cellpadding="5" class="categorylist" width="100%">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	50 <colgroup>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	51 <col width="37%"/>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	52 <col width="63%"/>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	53 </colgroup>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	54 <tbody>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	55 <tr valign="top">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	56 <td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	57 <a href="#description">Description</a>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	58 </td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	59 <td>Discrete derivative estimation in LTPDA.</td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	60 </tr>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	61 <tr valign="top">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	62 <td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	63 <a href="#algorithm">Algorithm</a>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	64 </td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	65 <td>Derivatives Algorithms.</td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	66 </tr>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	67 <tr valign="top">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	68 <td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	69 <a href="#examples">Examples</a>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	70 </td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	71 <td>Usage examples of discrete derivative estimation tools.</td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	72 </tr>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	73 <tr valign="top">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	74 <td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	75 <a href="#references">References</a>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	76 </td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	77 <td>Bibliographic references.</td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	78 </tr>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	79 </tbody>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	80 </table>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	81 </td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	82 </tr>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	83 </table>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	84 </p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	85 <!-- ===== link box: End ====== -->
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	86
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	87
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	88
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	89 <p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	90
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	91 </p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	92
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	93
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	94 <h2><a name="description">Derivative calculation for dicrete data series</a></h2>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	95
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	96 <p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	97 Derivative estimation on discrete data series is implemented by the function
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	98 <a href="matlab:doc('ao/diff')">ao/diff</a>.
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	99 This function embeds several algorithms for the calculation
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	100 of zero, first and second order derivative. Where with zero order derivative we intend
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	101 a particular category of data smoothers [1].
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	102 </p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	103
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	104
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	105
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	106 <h2><a name="algorithm">Algorithm</a></h2>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	107
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	108 <p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	109 <table cellspacing="0" class="body" cellpadding="2" border="0" width="80%">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	110 <colgroup>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	111 <col width="15%"/>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	112 <col width="85%"/>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	113 </colgroup>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	114 <thead>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	115 <tr valign="top">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	116 <th class="categorylist">Method</th>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	117 <th class="categorylist">Description</th>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	118 </tr>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	119 </thead>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	120 <tbody>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	121 <tr valign="top">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	122 <td bgcolor="#f3f4f5">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	123 <p><span class="string">'2POINT'</span></p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	124 </td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	125 <td bgcolor="#f3f4f5">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	126 <p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	127 Compute first derivative with two point equation according to:
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	128 <div align="center">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	129 <IMG src="images/sigproc_diff_algo01.gif" align="center" border="0">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	130 </div>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	131 </p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	132 </td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	133 </tr>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	134 <tr valign="top">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	135 <td bgcolor="#f3f4f5">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	136 <p><span class="string">'3POINT'</span></p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	137 </td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	138 <td bgcolor="#f3f4f5">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	139 <p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	140 Compute first derivative with three point equation according to:
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	141 <div align="center">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	142 <IMG src="images/sigproc_diff_algo02.gif" align="center" border="0">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	143 </div>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	144 </p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	145 </td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	146 </tr>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	147 <tr valign="top">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	148 <td bgcolor="#f3f4f5">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	149 <p><span class="string">'5POINT'</span></p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	150 </td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	151 <td bgcolor="#f3f4f5">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	152 <p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	153 Compute first derivative with five point equation according to:
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	154 <div align="center">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	155 <IMG src="images/sigproc_diff_algo03.gif" align="center" border="0">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	156 </div>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	157 </p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	158 </td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	159 </tr>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	160 <tr valign="top">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	161 <td bgcolor="#f3f4f5">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	162 <p><span class="string">'FPS'</span></p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	163 </td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	164 <td bgcolor="#f3f4f5">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	165 <p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	166 Five Point Stencil is a generalized method to calculate zero, first and second
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	167 order discrete derivative of a given time series. Derivative approximation,
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	168 at a given time <i>t = kT</i> (<i>k</i> being an integer and <i>T</i>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	169 being the sampling time), is calculated by means of finite differences
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	170 between the element at <i>t</i> with its four neighbors:
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	171 <div align="center">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	172 <IMG src="images/sigproc_diff_algo04.gif" align="center" border="0">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	173 </div>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	174 </p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	175 <p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	176 It can be demonstrated that the coefficients of the expansion can be
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	177 expressed as a function of one of them [1]. This allows the construction
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	178 of a family of discrete derivative estimators characterized by a
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	179 good low frequency accuracy and a smoothing behavior at high frequencies
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	180 (near the nyquist frequency). <br/>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	181 Non-trivial values for the <span class="string">'COEFF'</span> parameter are:
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	182 <ul>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	183 <li> Parabolic fit approximation <br/>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	184 These coefficients can be obtained by a parabolic fit procedure on
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	185 a generic set of data [1].
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	186 <ul>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	187 <li> Zeroth order -3/35
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	188 <li> First order -1/5
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	189 <li> Second order 2/7
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	190 </ul>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	191 <li> Taylor series expansion <br/>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	192 These coefficients can be obtained by a series expansion of a generic set of data [1 - 3].
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	193 <ul>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	194 <li> First order 1/12
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	195 <li> Second order -1/12
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	196 </ul>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	197 <li> PI <br/>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	198 This coefficient allows to define a second derivative estimator with
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	199 a notch feature at the nyquist frequency [1].
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	200 <ul>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	201 <li> Second order 1/4
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	202 </ul>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	203 </ul>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	204 </p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	205 </td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	206 </tr>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	207 </tbody>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	208 </table>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	209 </p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	210
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	211 <h2><a name="examples"></a>Examples</h2>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	212
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	213 Consider <tt>a</tt> as a time series analysis object. First and second
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	214 derivative of <tt>a</tt> can be easily obtained with a call to
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	215 <a href="matlab:doc('ao/diff')">diff</a>. Please refer to
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	216 <a href="matlab:doc('ao/diff')">ao/diff</a> documantation page for the
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	217 meaning of any parameter.
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	218 <p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	219 Frequency response of first and second order estimators is reported in
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	220 figures 1 and 2 respectively.
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	221 </p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	222
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	223 <h3>First derivative</h3>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	224
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	225 <div class="fragment"><pre>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	226
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	227 pl = plist(...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	228 <span class="string">'method'</span>, <span class="string">'2POINT'</span>);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	229 b = diff(a, pl);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	230
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	231 pl = plist(...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	232 <span class="string">'method'</span>, <span class="string">'ORDER2SMOOTH'</span>);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	233 c = diff(a, pl);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	234
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	235 pl = plist(...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	236 <span class="string">'method'</span>, <span class="string">'3POINT'</span>);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	237 d = diff(a, pl);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	238
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	239 pl = plist(...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	240 <span class="string">'method'</span>, <span class="string">'5POINT'</span>);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	241 e = diff(a, pl);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	242
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	243 pl = plist(...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	244 <span class="string">'method'</span>, <span class="string">'FPS'</span>, ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	245 <span class="string">'ORDER'</span>, <span class="string">'FIRST'</span>, ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	246 <span class="string">'COEFF'</span>, -1/5);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	247 f = diff(a, pl);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	248
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	249 </pre></div>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	250
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	251 <h3>Second derivative</h3>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	252
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	253 <div class="fragment"><pre>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	254
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	255 pl = plist(...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	256 <span class="string">'method'</span>, <span class="string">'FPS'</span>, ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	257 <span class="string">'ORDER'</span>, <span class="string">'SECOND'</span>, ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	258 <span class="string">'COEFF'</span>, 2/7);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	259 b = diff(a, pl);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	260
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	261 pl = plist(...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	262 <span class="string">'method'</span>, <span class="string">'FPS'</span>, ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	263 <span class="string">'ORDER'</span>, <span class="string">'SECOND'</span>, ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	264 <span class="string">'COEFF'</span>, -1/12);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	265 c = diff(a, pl);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	266
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	267 pl = plist(...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	268 <span class="string">'method'</span>, <span class="string">'FPS'</span>, ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	269 <span class="string">'ORDER'</span>, <span class="string">'SECOND'</span>, ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	270 <span class="string">'COEFF'</span>, 1/4);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	271 d = diff(a, pl);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	272
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	273 </pre></div>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	274
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	275
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	276 <div align="center">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	277 <p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	278 <IMG src="images/sigproc_diff_algo05.png" align="center" border="0">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	279 </p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	280 <p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	281 <b> Figure 1:</b> Frequency response of first derivative estimators.
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	282 </p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	283
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	284 </div>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	285 <div align="center">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	286 <p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	287 </p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	288 <IMG src="images/sigproc_diff_algo06.png" align="center" border="0">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	289 <p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	290 <b> Figure 2:</b> Frequency response of second derivative estimators.
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	291 </p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	292 </div>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	293
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	294
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	295 <h2><a name="references">References</a></h2>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	296
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	297 <ol>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	298 <li> L. Ferraioli, M. Hueller and S. Vitale, Discrete derivative
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	299 estimation in LISA Pathfinder data reduction,
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	300 <a href="matlab:web('http://www.iop.org/EJ/abstract/0264-9381/26/9/094013/','-browser')">Class. Quantum Grav. 26 (2009) 094013.</a>. <br/>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	301 L. Ferraioli, M. Hueller and S. Vitale, Discrete derivative
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	302 estimation in LISA Pathfinder data reduction
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	303 <a href="matlab:web('http://arxiv.org/abs/0903.0324v1','-browser')">arXiv:0903.0324v1</a>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	304 <li> Steven E. Koonin and Dawn C. Meredith, Computational Physics, Westview Press (1990).
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	305 <li> John H. Mathews, Computer derivations of numerical differentiation formulae,
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	306 <i>Int. J. Math. Educ. Sci. Technol.<i>, 34:2, 280 - 287.
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	307 </ol>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	308
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	309
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	310
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	311
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	312
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	313
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	314
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	315
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	316
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	317 </p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	318
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	319 <br>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	320 <br>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	321 <table class="nav" summary="Navigation aid" border="0" width=
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	322 "100%" cellpadding="0" cellspacing="0">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	323 <tr valign="top">
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	324 <td align="left" width="20"><a href="sigproc_applyfilt.html"><img src=
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	325 "b_prev.gif" border="0" align="bottom" alt=
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	326 "Applying digital filters to data"></a> </td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	327
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	328 <td align="left">Applying digital filters to data</td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	329
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	330 <td> </td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	331
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	332 <td align="right">Spectral Estimation</td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	333
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	334 <td align="right" width="20"><a href=
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	335 "sigproc_spec.html"><img src="b_next.gif" border="0" align=
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	336 "bottom" alt="Spectral Estimation"></a></td>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	337 </tr>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	338 </table><br>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	339
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	340 <p class="copy">©LTP Team</p>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	341 </body>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	342 </html>

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