MATLAB function for denoising and numerical differentiation of one-dimensional sequences of data with total-variation regularisation, including the following features:

• weighted penalty term,
• constraint on L¹-norm of derivative of selected order,
• automatic optimisation of regularisation parameter,
• estimation of higher-order derivatives.

Contents

• tvdenoise.m
• qmatrix.m
• pdmatrix.m
• tvdenoise_example.m
• gait_data.mat

File: tvdenoise.m

File: qmatrix.m

File: pdmatrix.m

File: tvdenoise_example.m

File: gait_data.mat