Recursive Smoothing Splines by Linear Control Systems

抄録

In this paper, we consider the problem of constructingsmoothing spline curves recursively each time when a new setof data is observed. The spline curves are constituted byemploying an approach based on linear control systems. Basedon the basic problem of optimal smoothing splines and anidea of recursive least squares method, a recursive designalgorithm of optimal smoothing splines is developed. Thealgorithm is extended to the case of periodic splines. Wedemonstrate the effectiveness and usefulness by numericalexamples.