Inequalities for the derivatives
classification
🧮 math-ph
math.CAmath.MPmath.NA
keywords
algorithmderivativefunctionapproximationboundfirstgivenpossible
read the original abstract
It is proved that one cannot approximate stably the first derivative of a smooth function given noisy values of this function and a bound on this function and its first derivative. Such an approximation is shown to be possible if an a priori bound is known for a fractional derivative of order greater than one. An algorithm is proposed for such a stable approximation and error estimates for the proposed algorithm are given. Under certain assumptions it is proved that this algorithm is best possible among all linear and nonlinear algorithms.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.