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Journal of Automation and Information Sciences

年間 12 号発行

ISSN 印刷: 1064-2315

ISSN オンライン: 2163-9337

SJR: 0.173 SNIP: 0.588 CiteScore™:: 2

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On a Problem of Numerical Simulating the Derivative of Discrete Time Series with Approximate Values

巻 47, 発行 12, 2015, pp. 1-17
DOI: 10.1615/JAutomatInfScien.v47.i12.10
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要約

The problem of applying the projection-iteration method based on the simple iteration method to solving the numerical differentiation problem is investigated including the problem of finding a least admissible number of discrete time series elements for obtaining the time series derivative of the first order values with a given precision. The theorem of projection-iteration method convergence is formulated, the error estimate is obtained. The program simulating the numerical differentiation problem solution is worked out, the comparative analysis of the suggested method and a computational scheme of projection type is carried out for the example of differentiation problem solution of determined class of functions.

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