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Update arxiv-2507.22176.json
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fleonid authored Jul 31, 2025
commit 047cbbcb15d08098dd3e69934fb756c9c3bed448
8 changes: 1 addition & 7 deletions arxiv-2507.22176.json
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{
"title": "Derivative Estimation from Coarse, Irregular, Noisy Samples: An MLE-Spline Approach",
"authors": ["Konstantin E. Avrachenkov", "Leonid B. Freidovich"],
"abstract": "We address numerical differentiation under coarse, non-uniform sampling and Gaussian noise.
A maximum-likelihood estimator with L2-norm constraint on a higher-order derivative is obtained,
yielding spline-based solution. We introduce a non-standard parameterization of quadratic splines
and develop recursive online algorithms. Two formulations -- quadratic and zero-order -- offer tradeoff
between smoothness and computational speed. Simulations demonstrate superior performance over
high-gain observers and super-twisting differentiators under coarse sampling and high noise,
benefiting systems where higher sampling rates are impractical.",
"abstract": "We address numerical differentiation under coarse, non-uniform sampling and Gaussian noise. A maximum-likelihood estimator with L2-norm constraint on a higher-order derivative is obtained, yielding spline-based solution. We introduce a non-standard parameterization of quadratic splines and develop recursive online algorithms. Two formulations -- quadratic and zero-order -- offer tradeoff between smoothness and computational speed. Simulations demonstrate superior performance over high-gain observers and super-twisting differentiators under coarse sampling and high noise, benefiting systems where higher sampling rates are impractical.",
"arxiv_id": "2507.22176",
"pdf_url": "https://arxiv.org/pdf/2507.22176.pdf",
"code_url": "https://github.com/fleonid/MLEdiff",
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