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...

We consider a problem of designing optimal smoothing spline curves using normalized uniform B-splines as basis functions. Assuming that the data for smoothing is obtained by sampling some curve with noises, an expression for optimal curves is derived when the number of data becomes infinity. It is then shown that, under certain condition, optimal smoothing splines converge to this curve as the ...

Penalized splines have become an increasingly popular tool for nonparametric smoothing because of their use of low-rank spline bases, which makes computations tractable while maintaining accuracy as good as smoothing splines. This article extends penalized spline methodology by both modeling the variance function nonparametrically and using a spatially adaptive smoothing parameter. This combina...