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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

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

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

There is a growing interest in differentiation algorithms that converge in fixed time with a predefined Upper Bound on the Settling Time (UBST). However, existing differentiation algorithms are limited to signals having an $n$-th order…

Optimization and Control · Mathematics 2023-04-05 David Gómez-Gutiérrez , Rodrigo Aldana-López , Richard Seeber , Marco Tulio Angulo , Leonid Fridman

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

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

A novel switching differentiator that has considerably simple form is proposed. Under the assumption that time-derivatives of the signal are norm-bounded, it is shown that estimation errors are convergent to the zeros asymptotically. The…

Systems and Control · Computer Science 2018-05-01 Jang-Hyun Park

Modern data science applications demand solving large-scale optimization problems. The prevalent approaches are first-order methods, valued for their scalability. These methods are implemented to tackle highly irregular problems where…

Optimization and Control · Mathematics 2024-12-03 Lexiao Lai

We consider the problem of discrete-time signal denoising, focusing on a specific family of non-linear convolution-type estimators. Each such estimator is associated with a time-invariant filter which is obtained adaptively, by solving a…

Statistics Theory · Mathematics 2018-06-13 Dmitrii Ostrovskii , Zaid Harchaoui

This paper considers the implicit Euler discretization of Levant's arbitrary order robust exact differentiator in presence of sampled measurements. Existing implicit discretizations of that differentiator are shown to exhibit either…

Numerical Analysis · Mathematics 2024-08-02 Richard Seeber

We investigate the increasing stability of the inverse Schr\"{o}dinger potential problem with integer power type nonlinearities at a large wavenumber. By considering the first order linearized system with respect to the unknown potential…

Analysis of PDEs · Mathematics 2024-10-07 Sen Zou , Shuai Lu , Boxi Xu

We introduce in this paper an optimal first-order method that allows an easy and cheap evaluation of the local Lipschitz constant of the objective's gradient. This constant must ideally be chosen at every iteration as small as possible,…

Optimization and Control · Mathematics 2012-07-18 Michel Baes , Michael Buergisser

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

To improve the robustness of deep classifiers against adversarial perturbations, many approaches have been proposed, such as designing new architectures with better robustness properties (e.g., Lipschitz-capped networks), or modifying the…

Machine Learning · Computer Science 2025-03-27 Mahyar Fazlyab , Taha Entesari , Aniket Roy , Rama Chellappa

This work is concerned with robust filtering of nonlinear sampled-data systems with and without exact discrete-time models. A linear matrix inequality (LMI) based approach is proposed for the design of robust $H_{\infty}$ observers for a…

Systems and Control · Computer Science 2018-12-27 Masoud Abbaszadeh , Horacio J. Marquez

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

This paper deals with the design of discrete-time algorithms for the robust filtering differentiator. Two discrete-time realizations of the filtering differentiator are introduced. The first one, which is based on an exact discretization of…

Systems and Control · Electrical Eng. & Systems 2019-11-22 J. E. Carvajal-Rubio , J. D. Sánchez-Torres , M. Defoort , A. G. Loukianov

We consider the problem of minimizing a differentiable function with locally Lipschitz continuous gradient on a stratified set and present a first-order algorithm designed to find a stationary point of that problem. Our assumptions on the…

Optimization and Control · Mathematics 2023-03-29 Guillaume Olikier , Kyle A. Gallivan , P. -A. Absil

In the paper, we consider the line spectral estimation problem in an unlimited sensing framework (USF), where a modulo analog-to-digital converter (ADC) is employed to fold the input signal back into a bounded interval before quantization.…

Signal Processing · Electrical Eng. & Systems 2024-08-14 Hongwei Wang , Jun Fang , Hongbin Li , Geert Leus

In this paper, a high-order nonlinear continuous integral-derivative observer is presented based on finite-time stability and singular perturbation technique. The proposed integral-derivative observer can not only obtain the multiple…

Systems and Control · Computer Science 2015-05-15 Xinhua Wang , Bijan Shirinzadeh
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