Title :
A new proof for the stability of equation-error models
Author :
Lopez-Valcarce, Roberto ; Dasgupta, Soura
Author_Institution :
Dept. of Electr. & Comput. Eng., Iowa Univ., Iowa City, IA, USA
fDate :
6/1/1999 12:00:00 AM
Abstract :
Some previous works have shown that under an autoregressive constraint on the input signal, least-squares equation-error methods provide stable models of the estimated transfer function. We present an alternative proof of this fact which allows one to increase the order of the autoregressive input by one, for both the monic and unit-norm approaches.
Keywords :
autoregressive processes; error analysis; least squares approximations; numerical stability; signal processing; autoregressive constraint; autoregressive input; equation-error models stability; estimated transfer function; input signal; least-squares equation-error methods; monic constraint; stable models; unit-norm approach; Cities and towns; Computer aided software engineering; Cost function; Equations; Modeling; Polynomials; Stability; Transfer functions;
Journal_Title :
Signal Processing Letters, IEEE
