I have estimated a step function and need to take the derivatives of this function at all points in the range. Does anyone know of any clever ways to do this?
(I have already tried to fit a polynomial through the points in order to obtain a smooth representation and then take derivatives of this. Also tried to smooth it, and used an SG differentiator. Results are rather poor so far, in the sense that you can see from the graph that the derivative function is a straight line but I am getting pretty wavy things back.)
thanks for any advice, eugene.
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