An adaptive derivative estimator for fault-detection Using a dynamic system with a suboptimal parameter

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This paper deals with an approximation of a first derivative of a signal using a dynamic system of the first order. After formulating the problem, a proposition and a theorem are proven for a possible approximation structure, which consists of a dynamic system. In particular, a proposition based on a Lyapunov approach is proven to show the convergence of the approximation. The proven theorem is a constructive one and shows directly the suboptimality condition in the presence of noise. Based on these two results, an adaptive algorithm is conceived to calculate the derivative of a signal with convergence in infinite time. Results are compared with an approximation of the derivative using an adaptive Kalman filter (KF).

Original languageEnglish
Article number101
JournalAlgorithms
Volume12
Issue number5
Number of pages17
DOIs
Publication statusPublished - 10.05.2019

    Research areas

  • Derivative approximation, Estimator, Least squares method, Lyapunov approach
  • Engineering

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