Kriging-based estimation of time derivatives via FIR filtering

Abstract : Time derivatives of a noisy signal are estimated using a Kriging-based filter. Under the assumption of regularly spaced samples, the resulting differentiator turns out to be a finite impulse response filter (FIR) with constant coefficients. The method is employed to estimate the acceleration of a maneuvering target in the context of missile guidance and the results are compared with those obtained with conventional Kalman filtering.
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Julien Marzat, Hélène Piet-Lahanier, Eric Walter. Kriging-based estimation of time derivatives via FIR filtering. IEEE International Workshop on Machine Learning for Signal Processing (MLSP), Sep 2013, Southampton, United Kingdom. ⟨10.1109/mlsp.2013.6661940 ⟩. ⟨hal-00877181⟩

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