Linear smoothing as an optimal control problem

Bryson, 1969, Applied Optimal Control, 158 Wahba, 1978, Improper priors, spline smoothing and the problem of guarding against model errors in regression, J. Roy. Statist., Soc. Ser. B, Vol. 40, 364 Zadeh, 1969, System Theory, 267 Weinert, 1980, A stochastic framework for recursive computation of spline functions: Part II, smoothing splines, J. Opt. Theory. Appl., Vol. 30, 255, 10.1007/BF00934498 Wecker, 1983, The signal extraction approach to non-linear regression and spline smoothing, J. Amer. Statist. Assoc., Vol. 78, 81, 10.2307/2287113