Control theoretic smoothing splines

Researchers: Magnus Egerstedt and Clyde F. Martin (Texas Tech University).

Sponsors: The Swedish Foundation for Strategic Researches (SSF), NSF, and NASA.

When planning trajectories for linear control systems, a demand that arises naturally in, for instance, air traffic control, noise contaminated data interpolation, and planning for switched control systems, is that the curve interpolate through given points or intervals at given times. We address this problem by showing how linear optimal control techniques, together with mathematical programming, can be used to solve the problem in a numerically feasible way. We thus provide a theoretical framework for producing a rich set of curves called generalized smoothing splines.


Research 1999/2000
Financial economics
Last update: February 21, 2001 by Anders Forsgren, anders.forsgren@math.kth.se.