Kriging-Based Estimation Of Time Derivatives Via FIR Filtering
Julien Marzat, Hélène Piet-Lahanier, Eric Walter

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.