Table 2 Computation time (s) of the sparse optimization methods for the design of each prediction filter

ℓ₁ criterion: ${\mathbf{p}}_0^{\left(HL\right)}$

22

0.09

27

0.09

30

0.38

60

0.81

ℓ₁ criterion: ${\mathbf{p}}_0^{\left(LH\right)}$

55

0.15

28

0.09

31

0.39

100

1.13

weighted ℓ₁ criterion: ${\mathbf{p}}_0^{\left(HH\right)}$

30

0.42

35

0.49

49

3.08

30

2.01