filters - Compute the time derivative of a noisy digital signal?

The issue is that my signal is very noisy. I need extract its time derivative as accurate as possible. P.S. I do not have any prior knowledge on the signal (black box).

On forums some suggested Savitzky-Golay filter.

Any idea please? If so, is there any c++ library for the purpose?

In fact, for my application I need to compute optical-flow like information for control purpose. I compute an estimate using image information. Then I need to compute the time derivative of this estimate.

4th order Savitzky Golay filter introduces delay, yet I need the output in real-time (real time control). For info:

• The signal is regularly sampled;


• The noise is not defined but bounded;


• The output needs to be real-time: delay-minimal;


• The signal is black box: I only get a measure each iteration.