A comparison of methods for higher-order numerical differentiation

This article compares three different methods for the online computation of higher-order derivatives from a measurement signal. In general such measurements are noise corrupted and the application of finite difference schemes is inappropriate. Thus, all methods are compared w.r.t. their noise suppression capabilities for different noise types and levels, their computational complexity to compute a derivative and their tuning effort for proper commissioning. Finally, a recommendation is provided which of the differentiators is best used when.

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