A least mean squares CUBIC algorithm for on-line differential of sampled analog signals

A digital computer algorithm is developed for on-line time differentiation of sampled analog voltage signals. The derivative is obtained by employing a least mean squares technique. The recursive algorithm results in a considerable reduction in computer time compared to a complete new solution of the normal equations each time a new data point is accepted. Implementation of the algorithm on a digital computer is discussed. Examples are simulated on a DEC PDP-8 computer.