Volume 9, March 2003
|Page(s)||553 - 562|
|Published online||15 September 2003|
Statistical Estimates for Generalized Splines
School of Electrical and Computer Engineering, Georgia Institute of Technology, Atlanta, GA 30332, USA; firstname.lastname@example.org.
2 Department of Mathematics and Statistics, Texas Tech University, Lubbock, TX 79409, USA; email@example.com.
Revised: 27 November 2002
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.
Mathematics Subject Classification: 93-xx
Key words: Optimal control / smoothing splines / linear systems / interpolation.
© EDP Sciences, SMAI, 2003
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.