Realization of a recursive digital filter based on penalized splines

Abstract

In this paper the possibility of development of the recursive digital filter using a P-spline is considered. The frequency and time response of the spline filter for real-time data are analytically obtained and investigated. The influence of the P-spline parameters on effectiveness of interpretation is explored with input metrical data. The patterns obtained during spline filter frequency analysis are confirmed by an example of Doppler function restoration.

Keywords

• penalized spline
• smoothing spline
• digital filter
• impulse infinite response (IIR filter)
• instrumental function
• amplitude and phase-frequency response