vix.ing · top · new · best · stats · spec

What is a Relevant Signal-to-Noise Ratio for Numerical Differentiation?

2025/01/24 by Shashank Verma, Verma, Shashank, Mohammad Almuhaihi +3
Decision Sciences · Engineering · #FOS: Electrical engineering #Probabilistic and Robust Engineering Design #Structural Health Monitoring Techniques #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · pdf · doi:10.48550/arxiv.2501.14906

openalex publication_date 2025/01/24 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In applications that involve sensor data, a useful measure of signal-to-noise ratio (SNR) is the ratio of the root-mean-squared (RMS) signal to the RMS sensor noise. The present paper shows that, for numerical differentiation, the traditional SNR is ineffective. In particular, it is shown that, for a harmonic signal with harmonic sensor noise, a natural and relevant SNR is given by the ratio of the RMS of the derivative of the signal to the RMS of the derivative of the sensor noise. For a harmonic signal with white sensor noise, an effective SNR is derived. Implications of these observations for signal processing are discussed.

Related