DocumentCode
387782
Title
Error analysis of linear recursions in floating point
Author
Verriest, Erik I.
Author_Institution
Georgia Institute of Technology, Atlanta, GA, USA
Volume
10
fYear
1985
fDate
31138
Firstpage
1711
Lastpage
1714
Abstract
A stochastic error model for floating point arithmetic is developed and used to study the effects of finite wordlength on linear recursive formulas. Optimal realizations exist, but they are highly sensitive.
Keywords
Computer errors; Error analysis; Filtering; Fixed-point arithmetic; Floating-point arithmetic; Riccati equations; Roundoff errors; State estimation; Stochastic processes; Yield estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '85.
Type
conf
DOI
10.1109/ICASSP.1985.1168190
Filename
1168190
Link To Document