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Trajectory reconstruction is the process of inferring the path of a moving object between successive observations. In this paper, we propose a smoothing spline -- which we name the V-spline -- that incorporates position and velocity information and a penalty term that controls acceleration. We introduce a particular adaptive V-spline designed to control the impact of irregularly sampled observations and noisy velocity measurements. A cross-validation scheme for estimating the V-spline parameters is given and we detail the performance of the V-spline on four particularly challenging test datasets. Finally, an application of the V-spline to vehicle trajectory reconstruction in two dimensions is given, in which the penalty term is allowed to further depend on known operational characteristics of the vehicle.
A hybrid estimator of the log-spectral density of a stationary time series is proposed. First, a multiple taper estimate is performed, followed by kernel smoothing the log-multiple taper estimate. This procedure reduces the expected mean square error
We determine the expected error by smoothing the data locally. Then we optimize the shape of the kernel smoother to minimize the error. Because the optimal estimator depends on the unknown function, our scheme automatically adjusts to the unknown fun
We propose modeling raw functional data as a mixture of a smooth function and a highdimensional factor component. The conventional approach to retrieving the smooth function from the raw data is through various smoothing techniques. However, the smoo
In Path Integral control problems a representation of an optimally controlled dynamical system can be formally computed and serve as a guidepost to learn a parametrized policy. The Path Integral Cross-Entropy (PICE) method tries to exploit this, but
Understanding forest fire spread in any region of Canada is critical to promoting forest health, and protecting human life and infrastructure. Quantifying fire spread from noisy images, where regions of a fire are separated by change-point boundaries