Structural stability of least squares prediction methods
نویسندگان
چکیده
منابع مشابه
Structural stability of least squares prediction methods
A structural stability condition is sought for least squares linear prediction methods in the given data case. Save the Toeplitz case, the structure of the normal equation matrix yields no acknowledged guarantee of stability. Here, a new sufficient condition is provided, and several least squares prediction methods are shown to be structurally stable.
متن کاملTotal least squares methods
1. the use of weighted norms as a measure of the data perturbation size, capturing prior knowledge about uncertainty in the data; 2. the addition of constraints on the perturbation to preserve the structure of the data matrix, motivated by structured data matrices occurring in signal and image processing, systems and control, and computer algebra; 3. the use of regularization in the problem for...
متن کاملUniversal Linear Least - Squares Prediction
An approach to the problem of linear prediction is discussed that is based on recent developments in the universal coding and computational learning theory literature. This development provides a novel perspective on the adaptive filtering problem, and represents a significant departure from traditional adaptive filtering methodologies. In this context, we demonstrate a sequential algorithm for...
متن کاملLeast-Squares Finite Element Methods
Least-squares finite element methods are an attractive class of methods for the numerical solution of partial differential equations. They are motivated by the desire to recover, in general settings, the advantageous features of Rayleigh–Ritz methods such as the avoidance of discrete compatibility conditions and the production of symmetric and positive definite discrete systems. The methods are...
متن کاملLeast-squares Spectral Element Methods
In setting up this workshop we had to decide whether we wanted to let you become familiar with the method in a complex setting – non-linear, time-dependent calculations – or restrict ourselves to simpler problems, which allows you to get a better understanding of the method. We have chosen for the second line for several reasons: 1) The method is quite new, so it is hard to find references whic...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 1998
ISSN: 1053-587X
DOI: 10.1109/78.726826