Bj. Thijsse et al., A PRACTICAL ALGORITHM FOR LEAST-SQUARES SPLINE APPROXIMATION OF DATA CONTAINING NOISE, Computers in physics, 12(4), 1998, pp. 393-399
A simple yet robust algorithm is presented to approximate data contain
ing noise by smooth spline functions. The method is easy to implement
and fast. Experience has shown that in the great majority of cases no
user decisions are required to obtain adequate approximants, which is
a useful property for routine processing of experimental data. The sta
tistical basis of the algorithm is a generalized version of the Durbin
-Watson statistic, which performs well even in the presence of correla
ted noise. Examples are given to illustrate the power of the algorithm
. (C) 1998 American Institute of Physics.