Differentiation

Frequency response of numerical derivative

Frequency response of numerical derivative
  1. What is the derivative of frequency?
  2. Why does differentiation increase noise?
  3. What is the application of numerical differentiation?

What is the derivative of frequency?

The derivative of a sine wave of frequency f is a phase-shifted sine wave, or cosine wave, of the same frequency and with an amplitude that is proportional to f, as can be demonstrated in Wolfram Alpha.

Why does differentiation increase noise?

Another reason is that by differentiating, you remove the low-frequency components, so your eyes see mostly the high-frequency components giving you the impression of having more noise.

What is the application of numerical differentiation?

Differentiation is one of the most important concepts in calculus, which has been used almost everywhere in many fields of mathematics and applied mathematics. It is natural that numerical differentiation should be an important technique for the engineers.

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