Displaying similar documents to “Statistical estimates for generalized splines”

Statistical Estimates for Generalized Splines

Magnus Egerstedt, Clyde Martin (2010)

ESAIM: Control, Optimisation and Calculus of Variations

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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.

A numerical procedure for filtering and efficient high-order signal differentiation

Salim Ibrir, Sette Diop (2004)

International Journal of Applied Mathematics and Computer Science

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In this paper, we propose a numerical algorithm for filtering and robust signal differentiation. The numerical procedure is based on the solution of a simplified linear optimization problem. A compromise between smoothing and fidelity with respect to the measurable data is achieved by the computation of an optimal regularization parameter that minimizes the Generalized Cross Validation criterion (GCV). Simulation results are given to highlight the effectiveness of the proposed procedure. ...