Computing derivatives of noisy signals using orthogonal functions expansions

Adi Ditkowski, Abhinav Bhandari, Brian W. Sheldon

Research output: Contribution to journalArticlepeer-review


In many applications noisy signals are measured. These signals have to be filtered and, sometimes, their derivative has to be computed. In this paper a method for filtering the signals and computing the derivatives is presented. This method is based on expansion onto transformed Legendre polynomials. Numerical examples demonstrate the efficacy of the method as well as the theoretical estimates.

Original languageEnglish
Pages (from-to)333-349
Number of pages17
JournalJournal of Scientific Computing
Issue number3
StatePublished - Sep 2008


  • Noise filtering
  • Orthogonal polynomials
  • Spectral methods


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