<formula formulatype="inline"><tex Notation="TeX">${L^1}$</tex> </formula> Control Theoretic Smoothing Splines
نویسندگان
چکیده
منابع مشابه
Control theoretic smoothing splines
In this paper some of the relationships between optimal control and statistics are examined. We produce generalized, smoothing splines by solving an optimal control problem for linear control systems, minimizing the -norm of the control signal, while driving the scalar output of the control system close to given, prespecified interpolation points. We then prove a convergence result for the smoo...
متن کاملL Control Theoretic Smoothing Splines
In this paper, we propose control theoretic smoothing splines with L optimality for reducing the number of parameters that describes the fitted curve as well as removing outlier data. A control theoretic spline is a smoothing spline that is generated as an output of a given linear dynamical system. Conventional design requires exactly the same number of base functions as given data, and the res...
متن کامل${L^1}$ Control Theoretic Smoothing Splines
In this paper, we propose control theoretic smoothing splines with L optimality for reducing the number of parameters that describes the fitted curve as well as removing outlier data. A control theoretic spline is a smoothing spline that is generated as an output of a given linear dynamical system. Conventional design requires exactly the same number of base functions as given data, and the res...
متن کاملPeriodic and Recursive Control Theoretic Smoothing Splines
In this paper a recursive control theoretic smoothing spline approach is proposed for reconstructing a closed contour. Periodic splines are generated through minimizing a cost function subject to constraints imposed by a linear control system. The optimal control problem is shown to be proper and sufficient optimality conditions are derived for a special case of the problem using Hamilton-Jacob...
متن کاملControl Theoretic Smoothing Splines Are Approximate Linear Filters
The problem of constructing and approximating control theoretic smoothing splines is considered in this paper. It is shown that the optimal approximating function can be given as the solution of a forced Hamiltonian system, that can be explicitly solved using the Riccati transform, and an explicit linear filter can be constructed. We show that the bandwidth of the filter can be naturally contro...
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ژورنال
عنوان ژورنال: IEEE Signal Processing Letters
سال: 2014
ISSN: 1070-9908,1558-2361
DOI: 10.1109/lsp.2014.2337017