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Title: Discrete smoothing splines and digital filtration. Theory and applications (English)
Author: Hřebíček, Jiří
Author: Šik, František
Author: Veselý, Vítězslav
Language: English
Journal: Aplikace matematiky
ISSN: 0373-6725
Volume: 35
Issue: 1
Year: 1990
Pages: 28-50
Summary lang: English
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Category: math
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Summary: Two universally applicable smoothing operations adjustable to meet the specific properties of the given smoothing problem are widely used: 1. Smoothing splines and 2. Smoothing digital convolution filters. The first operation is related to the data vector $r={(r_0,..., r_{n-1})}^T$ with respect to the operations $\Cal{A}$, $\Cal{L}$ and to the smoothing parameter $\alpha$. The resulting function is denoted by $\sigma_\alpha(t)$. The measured sample $r$ is defined on an equally spaced mesh $\Delta=\{t_i=ih\}^{n-1}_{i=0}$ $T=nh$. The smoothed data vector $y$ is then $y=\{\sigma_\alpha(t_i)\}^{n-1}_{i=0}$. The other operation gives $y\in E^n$ computed by $\bold {y=h*r}$, where $\bold *$ stands for the discrete convolution, the running weighted mean by $h$. The main aims of the present contribution: to prove the existence of close interconnection between the two smoothing approaches (Cor. 2.6 and [11]), to develop the transfer function, which characterizes the smoothing spline as a filter in terms of $\alpha$ and $\lambda_{ik}$ (the eigenvalues of the discrete analogue of $Cal {L}$) (Th. 2.5), to develop the reduction ratio between the original and the smoothed data in the same terms (Th. 3.1). (English)
Keyword: discrete smoothing spline CDS-spline
Keyword: smoothing parameter
Keyword: digital convolution filter
Keyword: transfer function
Keyword: sinusoidal wave
Keyword: saw-like waves
Keyword: rectangular pulse train
MSC: 41A15
MSC: 65D07
MSC: 65D10
MSC: 65K10
MSC: 93E11
MSC: 93E14
idZBL: Zbl 0704.65005
idMR: MR1039409
DOI: 10.21136/AM.1990.104385
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Date available: 2008-05-20T18:38:18Z
Last updated: 2020-07-28
Stable URL: http://hdl.handle.net/10338.dmlcz/104385
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