Least squares splines with variable knots using a smoothing

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    Abstract

    A method for constructing a least squares spline with variable knots using a smoothing spline basis is presented. The inherent stability problems of the usual formulation of the smoothing spline are avoided by using the Kalman Filter, the Fixed-interval, discrete-time smoother and the interpolation smoother as computational tools.
    Original languageEnglish
    Pages (from-to)C1199-C1217
    Number of pages19
    JournalANZIAM Journal
    Volume42
    Issue numberE
    Publication statusPublished - 2000

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