A sequential method for spline approximation with variable knots

In this paper we describe a method for approximating a waveform by a spline. The method is quite efficient, as the data are processed sequentially. The basis of the approach is to view the approximation problem as a question of estimation of a polynomial in noise, with the possibility of abrupt changes in the highest derivative. This allows us to bring several powerful statistical signal processing tools into play. We also present some initial results on the application of our technique to the processing of electrocardiograms, where the knot locations themselves may be some of the most important pieces of diagnostic information.