Smoothing and Interpolating Noisy GPS Data with Smoothing Splines

A comprehensive methodology is provided for smoothing noisy, irregularly sampled data with non-Gaussian noise using smoothing splines. We demonstrate how the spline order and tension parameter can be chosen a priori from physical reasoning. We also show how to allow for non-Gaussian noise and outliers which are typical in GPS signals. We demonstrate the effectiveness of our methods on GPS trajectory data obtained from oceanographic floating instruments known as drifters.

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