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 language | English |
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Pages (from-to) | C1199-C1217 |
Number of pages | 19 |
Journal | ANZIAM Journal |
Volume | 42 |
Issue number | E |
Publication status | Published - 2000 |