Институт вычислительной математики
и математической геофизики

The International Conference on Computational Mathematics


Approximation of functions and quadrature formulas

Recurrent and forecasting spline-filters of 1-st and 2-nd orders

Shumilov B.M., Karlova I.V.

Tomsk state university of architecture and building (Tomsk)

Brief bases of the theory of spline-schemes, exact on polynomials are given. Recurrent schemes of construction of polynomial splines are considered. In conditions equally spaced measurements and gaussian models of an error are offered recurrent schemes, in a limit conterminous to the decision to a least square filtration.

For a case with enough smooth functions are studied schemes with an advancing (forecasting of value of a spline for a step forward).

In all considered cases are proved asymptotical stability and convergence of the constructed computing algorithms, estimations of a dispersion of deviations are received.

Results of numerical experiments are submitted.

Note. Abstracts are published in author's edition

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