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A view on filtering of continuous data signals. (English) Zbl 0783.93101
A spline approximation for continuous signals, and piecewise continuous signals, is employed. Bayesian identification is used to determine the parameters. The conditions on the smoothness of the approximation are introduced in the form of prior information about the parameters through, so called, fictitious data. The approximation permits differentiation of filtered signals.
MSC:
93E11 Filtering in stochastic control theory
62C10 Bayesian problems; characterization of Bayes procedures
94A12 Signal theory (characterization, reconstruction, filtering, etc.)
41A15 Spline approximation
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References:
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