Spline approximation using Kalman filter state estimation

DOI10.1109/82.580860zbMATH Open0881.93079OpenAlexW2105005188MaRDI QIDQ4355491FDOQ4355491

Authors: Masaharu Harashima, Leonard Anthony Ferrari, P. V. Sankar 

Publication date: 21 September 1997

Published in: IEEE Transactions on Circuits and Systems II: Analog and Digital Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/82.580860

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zbMATH Keywords

B-spline interpolationKalman filter algorithms

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cited In (1)

• Formulation and solution strategies for nonparametric nonlinear stochastic programmes with an application in finance

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