该代码实现了在离散时间点采样的噪声信号的n阶导数。
计算噪声信号导数是一个非常棘手的问题。根据本文提出的算法(参考:https://doi.org/10.1016/j.chemolab.2003.08.001),可以使用基于小波的方法来抑制噪声,这是本代码的基础。对输入数据的要求如下:
(1) 时间向量是单调的;
(2) f值向量是周期性的;
在版本2中,第二个要求可以被提升——f本质上可以是非周期的。
This code achieves n-th order derivatives of a noisy signal sampled at discrete time points.
Calculating noisy signal derivatives is a highly ill problem. According to the algorithm proposed in this paper (ref: https://doi.org/10.1016/j.chemolab.2003.08.001 ), a wavelet-based method can be used to suppress the noise, which is the basis of the code. The requirement for the input data is
(1) time vector is monotonic;
(2) f value vector is periodic;
Now, in version 2, the second requirement can be lifted up — f can be non-periodic in essence.
下载地址:
https://url92.ctfile.com/f/1850492-573328256-b803d6?p=3660 (访问密码:3660)