Nonlinear least-squares spline fitting with variable knots
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Publication:2011125
Abstract: In this paper, we present a nonlinear least-squares fitting algorithm using B-splines with free knots. Since its performance strongly depends on the initial estimation of the free parameters (i.e. the knots), we also propose a fast and efficient knot-prediction algorithm that utilizes numerical properties of first-order B-splines. Using norm solutions, we also provide three different strategies for properly selecting the free knots. Our initial predictions are then iteratively refined by means of a gradient-based variable projection optimization. Our method is general in nature and can be used to estimate the optimal number of knots in cases in which no a-priori information is available. To evaluate the performance of our method, we approximated a one-dimensional discrete time series and conducted an extensive comparative study using both synthetic and real-world data. We chose the problem of electrocardiogram (ECG) signal compression as a real-world case study. Our experiments on the well-known PhysioNet MIT-BIH Arrhythmia database show that the proposed method outperforms other knot-prediction techniques in terms of accuracy while requiring much lower computational complexity.
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Cited in
(9)- Interpretation ECG signals by using wavelet analysis
- Geometrically designed variable knot splines in generalized (non-)linear models
- Knot-optimizing spline networks (KOSNETS) for nonparametric regression
- Non-linear least squares fitting of Bézier surfaces to unstructured point clouds
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