A Generalised Linear and Nonlinear Spline filter

In this paper, a generalised spline filter, that has a unified description for both the linear spline filter and the nonlinear robust spline filter, is proposed. Based on the M-estimation theory, the general spline filter model can be solved using an iterated re-weighted least squared method which is also general for both the linear and the nonlinear spline filter. The algorithm has been verified to be effective, efficient and fast.