• DocumentCode
    1425883
  • Title

    Control theoretic smoothing splines

  • Author

    Sun, Shan ; Egerstedt, Magnus B. ; Martin, Clyde F.

  • Author_Institution
    Dept. of Math. & Stat., Texas Tech. Univ., Lubbock, TX, USA
  • Volume
    45
  • Issue
    12
  • fYear
    2000
  • fDate
    12/1/2000 12:00:00 AM
  • Firstpage
    2271
  • Lastpage
    2279
  • Abstract
    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 L2-norm of the control signal, while driving the scalar output of the control system close to given, prespecified interpolation points. We then prove a convergence result for the smoothing splines, using results from the theory of numerical quadrature. Finally, we show, in simulations, that our approach works in practice as well as in theory
  • Keywords
    convergence of numerical methods; integration; interpolation; linear systems; optimal control; splines (mathematics); statistics; L2-norm; control theoretic smoothing splines; generalized smoothing splines; linear control systems; numerical quadrature; prespecified interpolation points; scalar output; Control systems; Convergence of numerical methods; Interpolation; Linear systems; Optimal control; Polynomials; Smoothing methods; Statistics; Sun; Trajectory;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.895563
  • Filename
    895563
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1425883