An application of the finite element method for solving the system of partial differential equations
D. Radunović (1979)
Matematički Vesnik
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D. Radunović (1979)
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David Culpin (1986)
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R.H.J. Gmelig Meyling (1987)
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S. Mitrović, R. Bojanić (1992)
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R. Smarzewski, A. Bujalska-Horbowicz (1984)
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Jochen W. Schmidt, Isa Scholz (1990)
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Magnus Egerstedt, Clyde Martin (2003)
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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.
P.M. Prenter (1971/72)
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H.P. Dikshit, P. Powar (1982)
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TH.R. LUCAS (1970)
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