On the stability of the inverse time-varying prediction error filter obtained with the RWLS algorithm

Roberto Lopez-Valcarce; Soura Dasgupta

doi:10.1109/ICASSP.1999.756314

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Conference proceeding

On the stability of the inverse time-varying prediction error filter obtained with the RWLS algorithm

Roberto Lopez-Valcarce and Soura Dasgupta

1999 IEEE International Conference on Acoustics, Speech, and Signal Processing. Proceedings. ICASSP99 (Cat. No.99CH36258), Vol.3, pp.1673-1676 vol.3

1999

DOI: 10.1109/ICASSP.1999.756314

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Abstract

This work provides conditions on the input sequence that ensure the exponential asymptotic stability of the inverse of the forward prediction error filter obtained by means of the recursive weighted least squares algorithm. Note that this filter is in general time-varying. Thus this result is a natural extension to the well-known minimum phase property of forward prediction error filters obtained by the autocorrelation method.

Asymptotic stability

Autocorrelation

Computer errors

Electronic mail

Equations

Filters

Least squares methods

Predictive models

Pulse modulation

Speech coding

Details

Title: Subtitle: On the stability of the inverse time-varying prediction error filter obtained with the RWLS algorithm
Creators: Roberto Lopez-Valcarce - Dept. of Electr. & Comput. Eng., Iowa Univ., Iowa City, IA, USA
Soura Dasgupta - University of Iowa
Resource Type: Conference proceeding
Publication Details: 1999 IEEE International Conference on Acoustics, Speech, and Signal Processing. Proceedings. ICASSP99 (Cat. No.99CH36258), Vol.3, pp.1673-1676 vol.3
DOI: 10.1109/ICASSP.1999.756314
ISSN: 1520-6149
eISSN: 2379-190X
Publisher: IEEE
Language: English
Date published: 1999
Academic Unit: Electrical and Computer Engineering
Record Identifier: 9984197427802771

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