Control theoretic smoothing splines

被引：56

作者：

Sun, S ^{[1
]}

Egerstedt, MB

Martin, CF

机构：

[1] Texas Tech Univ, Dept Math & Stat, Lubbock, TX 79409 USA

[2] Royal Inst Technol, SE-10044 Stockholm, Sweden

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2000年 / 45卷 / 12期

基金：

美国国家航空航天局; 美国国家科学基金会;

关键词：

interpolation; linear systems; optimal control; smoothing splines;

D O I：

10.1109/9.895563

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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 L-2-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.

引用

页码：2271 / 2279

页数：9