Error propagation and numerical recovery for a class of parametric DSP algorithms

Author

Papaodysseus, C. ; Triantafyllou, C. ; Koukoutsis, E. ; Carayannis, G.

Author_Institution

Div. of Comput. Sci., Nat. Tech. Univ. of Athens, Greece

fYear

1990

fDate

3-6 Apr 1990

Firstpage

1349

Abstract

The error propagation in various useful order- and time-recursive DSP algorithms is studied. It is demonstrated that in all these algorithms there are two kinds of error due to finite precision: an erratic and a systematic one. Examples of both kinds of error are provided, and special emphasis is given to the study of the systematic truncation or round-off error. It is shown that in the Levinson-type and Schur-type algorithms for the solution of the FLP (forward linear prediction) and the FIR (finite impulse response) problem, there is one dominant source of systematic error, while in the l-step ahead case there are two sources of such error. Moreover, it is pointed out that in the fast Kalman algorithms there are two kinds of systematic error. Precise indicators of the exact magnitude of the finite precision error are given, and possible recovery techniques are proposed

Keywords

error analysis; signal processing; FIR; error propagation; fast Kalman algorithms; finite impulse response; finite precision errors; forward linear prediction; numerical recovery; parametric DSP algorithms; round-off error; systematic error; truncation error; Autocorrelation; Computer errors; Computer science; Digital signal processing; Filtering algorithms; Finite impulse response filter; Kalman filters; Lattices; Nonlinear filters; Roundoff errors;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1990. ICASSP-90., 1990 International Conference on

Conference_Location

Albuquerque, NM

ISSN

1520-6149

Type

conf

DOI

10.1109/ICASSP.1990.115631

Filename

115631