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[lecture NOTES]
Dong Yu and
Li Deng
Solving Nonlinear Estimation Problems Using Splines
e describe the use algorithms by finding a direct relation- with the constraint that the function is
of splines for solv- ship between the interpolated values and continuous in the first- and second-order
i n g n o n l i n e a r those at the spline knots (i.e., the given derivatives at all knots
model estimation or to be estimated input/output points)
problems, in which for an arbitrary nonlinear function. This 1 2
W y xi 5yi
nonlinear functions with unknown direct relationship can be formulated as for i 5 1, 2, c, N (2)
shapes and values are involved, by con- an inner product of location-dependent y 1 2 1 2
i 11 5y xi 11 5fi xi 11
verting the nonlinear estimation weights and the values at the knots. The 5fi 111xi 112
problems into linear ones at a higher- approach presented here may find prac- for i 5 1, 2, c, N 2 1 (3)
dimensional space. Th
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