Statistical Estimates for Generalized Splines
Magnus Egerstedt; Clyde Martin
ESAIM: Control, Optimisation and Calculus of Variations (2010)
- Volume: 9, page 553-562
- ISSN: 1292-8119
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topEgerstedt, Magnus, and Martin, Clyde. "Statistical Estimates for Generalized Splines." ESAIM: Control, Optimisation and Calculus of Variations 9 (2010): 553-562. <http://eudml.org/doc/90710>.
@article{Egerstedt2010,
abstract = {
In this paper it is shown that the generalized
smoothing spline
obtained by solving an optimal control problem for a linear control system converges to a deterministic curve even when the data points are perturbed by random noise. We furthermore show that such a spline acts as a filter for white noise.
Examples are constructed that
support the practical usefulness of the method as well as
gives some
hints as to the speed of convergence.
},
author = {Egerstedt, Magnus, Martin, Clyde},
journal = {ESAIM: Control, Optimisation and Calculus of Variations},
keywords = {Optimal control; smoothing splines; linear systems; interpolation.; optimal control; interpolation},
language = {eng},
month = {3},
pages = {553-562},
publisher = {EDP Sciences},
title = {Statistical Estimates for Generalized Splines},
url = {http://eudml.org/doc/90710},
volume = {9},
year = {2010},
}
TY - JOUR
AU - Egerstedt, Magnus
AU - Martin, Clyde
TI - Statistical Estimates for Generalized Splines
JO - ESAIM: Control, Optimisation and Calculus of Variations
DA - 2010/3//
PB - EDP Sciences
VL - 9
SP - 553
EP - 562
AB -
In this paper it is shown that the generalized
smoothing spline
obtained by solving an optimal control problem for a linear control system converges to a deterministic curve even when the data points are perturbed by random noise. We furthermore show that such a spline acts as a filter for white noise.
Examples are constructed that
support the practical usefulness of the method as well as
gives some
hints as to the speed of convergence.
LA - eng
KW - Optimal control; smoothing splines; linear systems; interpolation.; optimal control; interpolation
UR - http://eudml.org/doc/90710
ER -
References
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