Structural stability of least squares prediction methods

نویسندگان

  • Jérôme Idier
  • Jean-François Giovannelli
چکیده

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.

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عنوان ژورنال:
  • IEEE Trans. Signal Processing

دوره 46  شماره 

صفحات  -

تاریخ انتشار 1998