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A Generalised Linear and Nonlinear Spline filter

By Wenhan Zeng, Xiang Jiang and Paul J. Scott


In this paper, a generalised spline filter, that has a unified description for both the linear spline filter and the nonlinear robust spline filter, is proposed. Based on the M-estimation theory, the general spline filter model can be solved by using an Iterated Reweighted Least Squared method which is also general for both the linear and nonlinear spline filter. The algorithm has been verified to be effective, efficient and fast

Topics: TS
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