Abstract:
We consider interpolation problems for smooth stationary Gaussian processes and functions from Sobolev classes. These problems are shown to be closely related. Much attention is paid to spline-based interpolation methods. In particular, we prove that splines are limiting optimal interpolations of stationary Gaussian processes with special spectral densities. Based on this analogy, we propose a simple method for controlling accuracy of spline interpolation.
Citation:
G. K. Golubev, E. A. Krymova, “On interpolation of smooth processes and functions”, Probl. Peredachi Inf., 49:2 (2013), 34–57; Problems Inform. Transmission, 49:2 (2013), 127–148