Translations:Least-squares prediction and smoothing/9/en

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is the error energy. The filter f that minimizes the value of the error energy is the optimum filter in the least-squares sense. Setting its partial derivatives with respect to each of the filter coefficients equal to zero minimizes the error energy. The result of that minimization is the set of a system of N linear simultaneous equations known as the normal equations. In their matrix form, the normal equations are