Title :
On the stability of the inverse time-varying prediction error filter obtained with the RWLS algorithm
Author :
López-Valcarce, Roberto ; Dasgupta, Soura
Author_Institution :
Dept. of Electr. & Comput. Eng., Iowa Univ., Iowa City, IA, USA
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
Keywords :
asymptotic stability; circuit stability; correlation methods; error analysis; filtering theory; inverse problems; least squares approximations; prediction theory; recursive filters; time-varying filters; DPCM; RWLS algorithm; autocorrelation method; differential pulse code modulation; exponential asymptotic stability; filter stability; forward prediction error filters; input sequence; inverse forward prediction error filter; inverse time-varying prediction error filter; minimum phase property; recursive weighted least squares algorithm; speech modelling; Asymptotic stability; Autocorrelation; Computer errors; Electronic mail; Equations; Filters; Least squares methods; Predictive models; Pulse modulation; Speech coding;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1999. Proceedings., 1999 IEEE International Conference on
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5041-3
DOI :
10.1109/ICASSP.1999.756314
