Stability of linear predictors and numerical range of a linear operator (Corresp.)
P. Delsarte, Yves V. Genin, Yves Kamp · IEEE Transactions on Information Theory · 1987
The zeros of a predictor polynomial are shown to belong to the numerical range of a linear operator associated with the particular prediction problem considered. Application of this result to the autocorrelation and postwindowed cases shows that the predictor polynomials enjoy a well-defined stability margin which depends in particular on the length of the data sequence. The generalization of these results to the multichannel case is also discussed.