On numerical differentiation algorithms for nonlinear estimation

Abstract

Practical methods of differentiating a signal known only through its online samples are much needed, given the numerous areas in control theory and practice where differentiation is encountered. This communication presents theoretical as well as implementation details on several numerical differentiation algorithms which may be useful in the area of nonlinear estimation. In particular, these algorithms may be used as ingredients for alternative solutions to the long-standing problem of observer design for nonlinear systems.