A New Approach for Filtering and Derivative Estimation of Noisy Signals

Filtering and estimation of derivatives in a single step from noisy signals is an important and challenging task in signal processing. The aim of this paper is to propose a new tracking differentiator based on only one parameter; this differentiator is able to synchronously filter noise and estimate the derivative of the input signal. The new tracking differentiator design is based on an inverse Taylor series approach. Both error and stability analyses of the tracking differentiator design are provided. Theoretical analysis and computer simulation results show that this tracking differentiator cannot only obtain better filtering results than previous approaches but can also estimate the derivatives with high accuracy.