Smooth Robust Differentiators

numerical differentiation with noise suppression

You can use this to differentiate signals/vectors that contain high frequency noise. The more points you use, the larger the noise suppression at the cost of more computation. robustDiff uses both future information and past information to estimate the derivative at the current point (non causal). robustDiffOneSide uses only past information (causal). robustDiffOneSide has a phase shift that increases with increasing number of points used, so be aware.

Installation/Setup Instructions:
Add the contents of the zip to your path. The documentation will be available through "Supplemental Software" link on the MATLAB main document page. The "Supplemental Software" link only shows up if you add the contents of the zip file to your path. If this is to complicated, just look into the "documentation" directory.

The formula's used are from work done by Pavel Holoborodko. More information on these formulas can be found here on his website: http://goo.gl/vfRWcg