STRUCTURAL STABILITY OF LEAST-SQUARES PREDICTION METHODS

Authors
IDIER J GIOVANNELLI JF
Citation
J. Idier et Jf. Giovannelli, STRUCTURAL STABILITY OF LEAST-SQUARES PREDICTION METHODS, IEEE transactions on signal processing, 46(11), 1998, pp. 3109-3111
Citations number
10
Categorie Soggetti
Engineering, Eletrical & Electronic
Journal title
IEEE transactions on signal processing → ACNP
ISSN journal
1053587X
Volume
46
Issue
11
Year of publication
1998
Pages
3109 - 3111
Database
ISI
SICI code
1053-587X(1998)46:11<3109:SSOLPM>2.0.ZU;2-N
Abstract
A structural stability condition is sought for least squares linear pr ediction methods in the given data case. Save the Toeplitz case, the s tructure of the normal equation matrix yields no acknowledged guarante e of stability. Here, a new sufficient condition is provided, and seve ral least squares prediction methods are shown to be structurally stab le.