Saturday, April 29, 2017

matlab - Causal Noise Free 1st Order Derivative in Discrete Domain


I need to have causal noise free first order derivation (Derivative). Now I am using a simple finite differences formula:


$$ \frac{ x \left( n \right) - x \left( n - 1 \right) }{ {T}_{s} } $$


The filter above, being High Pass, is super sensitive to noise. Do we have a noise free or noise reduced first order differentiation which does not need more than three point for calculation?




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