This paper presents a new method for self-tuning control of nonminimum phase discrete-time stochastic systems using approximate inverse systems obtained from the least-squares approximation. We show how unstable pole-zero cancellations can be avoided, and that this method has the advantage of being able to determine an approximate inverse system independently of the plant zeros. The proposed scheme uses only the available input and output data and the stability using approximate inverse systems is analyzed. Finally, the results of computer simulation are presented to show the effectiveness of the proposed method.

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