How to differentiate noisy signals

Without amplifying the noise!

Noise, noise everywhere. Image by alexey.shikov (License: CC0 1.0)

That’s the real trick — how to differentiate a noisy signal, without amplifying the noise. It comes up all the time:

  • You’re taking data from an infrared sensor or some other displacement sensor, and want to compute velocity and acceleration.
  • You’re tracking the price of your favorite stock, option, or GME short and think…