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Re: Numerical Differentiation and Integration of Array Data


From: Francesco Potortì
Subject: Re: Numerical Differentiation and Integration of Array Data
Date: Mon, 05 Dec 2011 10:36:35 +0100

>Am I to take it that with only 3 samples the accuracy of the diff function
>is already at a maximum?

There is not "a maximum".  This is numerical differentiation, and if you
are interested, you should look at one or more numerical methods books.
For example my old "numericl methods" by Fahlquist and Björck dedicates
around 30 pages to this matter.

>Does the sampling rate here have anything to do with the Nyquist frequency,
>which in this case would be 2Hz?

It has to do with how well you sampled the phisical phenomenon.
Differentiationg it cannot bring you any more information than already
is in the original data.

>Actually, I think my central difference algorithm is providing more realistic
>answers than Octave's diff function in this case:

The diff function is just a brick, which you should use to build what
you need.  Generally speaking, yes, a central difference algorithm is
more accurate than a simple difference in estimating the derivative.

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