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A nonlinear differentiator being fit for rapid convergence is presented, which is based on singular perturbation technique. The differentiator design can not only sufficiently reduce the chattering phenomenon of derivative estimation by…

Systems and Control · Computer Science 2015-05-07 Xinhua Wang , Bijan Shirinzadeh

In this paper, a continuous finite-time-convergent differentiator is presented based on a strong Lyapunov function. The continuous differentiator can reduce chattering phenomenon sufficiently than normal sliding mode differentiator, and the…

Systems and Control · Computer Science 2013-06-21 Xinhua Wang , Hai Lin

This paper presents a time discretization of the robust exact filtering differentiator, a sliding mode differentiator coupled to filter, which provides a suitable approximation to the derivatives of some noisy signals. This proposal takes…

Systems and Control · Electrical Eng. & Systems 2020-08-25 J. E. Carvajal-Rubio , J. D. Sánchez-Torres , M. Defoort , A. G. Loukianov , M. Djemai

This paper proposes a differentiator for sampled signals with bounded noise and bounded second derivative. It is based on a linear program derived from the available sample information and requires no further tuning beyond the noise and…

Optimization and Control · Mathematics 2021-06-11 Hernan Haimovich , Richard Seeber , Rodrigo Aldana-López , David Gómez-Gutiérrez

We present a collection of different types of observation systems that work as differentiators. These observer-based differentiators can produce estimates for derivatives of a given signal, even though the given signal is prone to noise.

Systems and Control · Electrical Eng. & Systems 2025-10-24 Van Huynh , Hieu Trinh , Riley Bain

Differentiation is an important task in control, observation and fault detection. Levant's differentiator is unique, since it is able to estimate exactly and robustly the derivatives of a signal with a bounded high-order derivative.…

Optimization and Control · Mathematics 2020-11-05 Jaime A. Moreno

The signal differentiation problem involves the development of algorithms that allow to recover a signal's derivatives from noisy measurements. This paper develops a first-order differentiator with the following combination of properties:…

Systems and Control · Electrical Eng. & Systems 2025-04-01 Rodrigo Aldana-Lopez , Richard Seeber , Hernan Haimovich , David Gomez-Gutierrez

This paper presents a high-order differentiator for delayed measurement signal. The proposed differentiator not only can correct the delay in signal, but aslo can estimate the undelayed derivatives. The differentiator consists of two-step…

Systems and Control · Computer Science 2011-03-08 Xinhua Wang , Hai Lin

Recently, a first-order differentiator based on time-varying gains was introduced in the literature, in its non recursive form, for a class of differentiable signals $y(t)$, satisfying $|\ddot{y}(t)|\leq L(t-t_0)$, for a known function…

Optimization and Control · Mathematics 2021-04-07 Aldana-López R. , Gómez-Gutiérrez D. , Trujillo M. A. , Navarro-Gutiérrez M. , Ruiz-León J. , Becerra H. M

In this brief paper, we present a simple approach to estimate the variance of measurement noise with time-varying 1-D signals. The proposed approach exploits the relationship between the noise variance and the variance of the prediction…

Signal Processing · Electrical Eng. & Systems 2021-04-09 Qin Li , Junchan Zhao

In this paper, a continuous hybrid differentiator is presented based on a strong Lyapunov function. The differentiator design can not only reduce sufficiently chattering phenomenon of derivative estimation by introducing a perturbation…

Systems and Control · Computer Science 2011-09-27 Xinhua Wang , Hai Lin

This article deals with stabilizing discrete-time switched linear systems. Our contributions are threefold: Firstly, given a family of linear systems possibly containing unstable dynamics, we propose a large class of switching signals that…

Systems and Control · Computer Science 2014-05-09 Atreyee Kundu , Debasish Chatterjee

The problem of differentiating a function with bounded second derivative in the presence of bounded measurement noise is considered in both continuous-time and sampled-data settings. Fundamental performance limitations of causal…

Systems and Control · Electrical Eng. & Systems 2023-03-28 Richard Seeber , Hernan Haimovich

A novel strategy aimed at cooperatively differentiating a signal among multiple interacting agents is introduced, where none of the agents needs to know which agent is the leader, i.e. the one producing the signal to be differentiated.…

Systems and Control · Electrical Eng. & Systems 2025-02-14 Rodrigo Aldana-Lopez , David Gomez-Gutierrez , Elio Usai , Hernan Haimovich

The super-twisting differentiator, also known as the first-order robust exact differentiator, is a well known sliding mode differentiator. In the absence of measurement noise, it achieves exact reconstruction of the time derivative of a…

Systems and Control · Electrical Eng. & Systems 2023-03-28 Richard Seeber

Distributed statistical inference has recently attracted enormous attention. Many existing work focuses on the averaging estimator. We propose a one-step approach to enhance a simple-averaging based distributed estimator. We derive the…

Methodology · Statistics 2015-11-11 Cheng Huang , Xiaoming Huo

This paper deals with the problem of asymptotically optimal detection of changes in regime-switching stochastic models. We need to divide the whole obtained sample of data into several sub-samples with observations belonging to different…

Statistics Theory · Mathematics 2013-01-25 Boris Brodsky , Boris Darkhovsky

We propose a simple and general variant of the standard reparameterized gradient estimator for the variational evidence lower bound. Specifically, we remove a part of the total derivative with respect to the variational parameters that…

Machine Learning · Statistics 2017-05-30 Geoffrey Roeder , Yuhuai Wu , David Duvenaud

Variance estimation is important for statistical inference. It becomes non-trivial when observations are masked by serial dependence structures and time-varying mean structures. Existing methods either ignore or sub-optimally handle these…

Methodology · Statistics 2022-01-03 Kin Wai Chan

The problem of exactly differentiating a signal with bounded second derivative is considered. A class of differentiators is proposed, which converge to the derivative of such a signal within a fixed, i.e., a finite and uniformly bounded…

Systems and Control · Electrical Eng. & Systems 2021-09-10 Richard Seeber , Hernan Haimovich , Martin Horn , Leonid Fridman , Hernán De Battista
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