On computing output-error estimates

In this note, we consider a system with rational transfer function from input to output where this transfer function has
p
parameters. It is also supposed that the input has a spectrum consisting of
p
distinct points (equivalently, we suppose that the design index =
p/2
). As proved in [2], this implies that the output-error estimator has the same efficiency as the prediction-error estimator. We present a very convenient algorithm for computing the output-error estimate of the transfer function from input to output.