If I have a discrete real-time signal $x[n]$, with its latest value $x[i]$ and all its past values $x[i-t]$, how can I estimate the derivative at $x[i]$?
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2See e.g. finite difference coefficients: http://en.wikipedia.org/wiki/Finite_difference_coefficients#Forward_and_backward_finite_difference – gammatester Feb 24 '14 at 14:03
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Thanks, this could be the answer! But what is the $O(h²x)$ there? – JustGoscha Feb 24 '14 at 14:51
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"Derivative", in discrete time? What is it? – Did Feb 24 '14 at 15:15