Optimal Sample Time Selections for Interpolation and Smoothing
| Authors: | Delmotte Florent, Georgia Institute of Technology, United States
Egerstedt Magnus, Georgia Institute of Technology, United States
Martin Clyde, Texas Tech University, United States |
|---|
| Topic: | 2.4 Optimal Control |
|---|
| Session: | Optimal Control Applications |
|---|
| Keywords: | Interpolation, Smoothing, Optimal Control, Gradient Descent, Splines |
|---|
Abstract
A solution is presented to the problem of selecting sample points in an optimal fashion. These points are used for interpolation and smoothing procedures, and, in particular, we derive necessaryoptimality conditions for the sample points. An example is presented concerning generalized smoothing splines that illustrate the generality as well as the numerical feasibility of the proposed approach.
