Deterministically Optimal Robust Exact Differentiators of Arbitrary Order

RESUMO

Estimation of the derivatives of a function with bounded high-order derivative in the presence of bounded measurement noise is considered, in a deterministic setting. Theoretical fundamental limitations of causal differentiators in terms of the lowest achievable worst-case differentiation error and desired properties such as exactness---the zero-error estimation of derivatives in the absence of noise---and robustness---the small sensitivity of the estimate under small perturbations---are established for the first time for arbitrary differentiation order. Differentiators that achieve these theoretically lowest bounds on their differentiation error are formally defined, fully characterized, and their properties are studied. In particular, deterministically optimal differentiators---those featuring optimal differentiation error bounds among the class of exact differentiators---are shown to exist by means of a novel construction exhibiting, in addition to exactness from the beginning, a very strong form of robustness.