On Convergence of Tracking Differentiator with Multiple Stochastic Disturbances

Ze-Hao Wu, Hua-Cheng Zhou, Bao-Zhu Guo, Feiqi Deng

Published 2022-05-17Version 1

In this paper, the convergence and noise-tolerant performance of a tracking differentiator in the presence of multiple stochastic disturbances are investigated for the first time. We consider a quite general case where the input signal is corrupted by additive colored noise, and the tracking differentiator itself is disturbed by additive colored noise and white noise. It is shown that the tracking differentiator tracks the input signal and its generalized derivatives in mean square and even in almost sure sense when the stochastic noise affecting the input signal is vanishing. Some numerical simulations are performed to validate the theoretical results.