Numerical differentiation of experimental data: local versus global methods

@article{Ahnert2007NumericalDO,
  title={Numerical differentiation of experimental data: local versus global methods},
  author={Karsten Ahnert and Markus Abel},
  journal={Computer Physics Communications},
  year={2007},
  volume={177},
  pages={764-774}
}
In the context of the analysis of measured data, one is often faced with the task to differentiate data numerically. Typically, this occurs when measured data are concerned or data are evaluated numerically during the evolution of partial or ordinary differential equations. Usually, one does not take care for accuracy of the resulting estimates of derivatives because modern computers are assumed to be accurate to many digits. But measurements yield intrinsic errors, which are often much less… CONTINUE READING
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