Statistical process control data bounding

Given a space G, let g (x) be the closest model in G to the real function, fix). As it is shown in Appendbc 1, if /e G and the L°° error measure [Eq. (4)] is used, the real function is also the best function in G, g = f, independently of the statistics of the noise and as long as the noise is symmetrically bounded. In contrast, for the measure [Eq. (3)], the real function is not the best model in G if the noise is not zero-mean. This is a very important observation considering the fact that in many applications (e.g., process control), the data are corrupted by non-zero-mean (load) disturbances, in which cases, the error measure will fail to retrieve the real function even with infinite data. On the other hand, as it is also explained in Appendix 1, if f G (which is the most probable case), closeness of the real and best functions, fix) and g (x), respectively, is guaranteed only in the metric that is used in the definition of lig). That is, if lig) is given by Eq. (3), g ix) can be close to fix) only in the L -sense and similarly for the L definition of lig). As is clear,... 

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