Title :
Roundoff noise in floating point state space digital filters
Author_Institution :
AMES Dept., California Univ., San Diego, La Jolla, CA, USA
Abstract :
The roundoff noise properties of floating-point state-space digital filters are examined. It is shown that the roundoff noise behavior of these filters is related to their coefficient sensitivity. Expressions for the variance of the output roundoff noise are derived when the input to the filter is a zero-mean, wide-sense stationary random process. These expressions, as expected, depend on the input signal statistics along with the filter parameters, in particular the controllability and observability grammians
Keywords :
controllability; digital filters; observability; random processes; roundoff errors; state-space methods; coefficient sensitivity; controllability; filter parameters; floating point; input signal statistics; observability grammians; roundoff noise properties; state space digital filters; wide-sense stationary random process; zero mean process; Artificial intelligence; Digital filters; Fixed-point arithmetic; Floating-point arithmetic; Observability; Random processes; Random variables; Roundoff errors; Signal processing algorithms; State-space methods;
Conference_Titel :
Circuits and Systems, 1989., IEEE International Symposium on
Conference_Location :
Portland, OR
DOI :
10.1109/ISCAS.1989.100453
