Control theoretic smoothing splines

Abstract

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… (More)
DOI: 10.1109/9.895563

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2 Figures and Tables

Statistics

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