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

Volume

3

fYear

1999

fDate

15-19 Mar 1999

Firstpage

1673

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;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1999. Proceedings., 1999 IEEE International Conference on

Conference_Location

Phoenix, AZ

ISSN

1520-6149

Print_ISBN

0-7803-5041-3

Type

conf

DOI

10.1109/ICASSP.1999.756314

Filename

756314