This article is cited in 2 papers

Methods of Signal Processing

On interpolation of smooth processes and functions

G. K. Golubev^ab, E. A. Krymova<sup>a

a</sup> Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences, Moscow
^b Moscow Institute of Physics and Technology (State University)

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.

UDC: 621.391.1+519.2

Received: 20.08.2012
Revised: 13.11.2012

 English version: Problems of Information Transmission, 2013, 49:2, 127–148

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