On the stability of the inverse time-varying prediction error filter obtained with the RWLS algorithm
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چکیده
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.
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تاریخ انتشار 1999