Title :
New forms of least squares lattice algorithms and a comparison of their round-off error characteristics
Author_Institution :
Bundeswehr University Munich, Neubiberg, W. Germany
Abstract :
Two versions of the most recently introduced "pure order recursive" LS lattice algorithm are discussed in this paper. An analysis of the round-off error characteristics of the new order recursive lattice method is performed and a comparison is made with the numerical characteristics of the mixed time and order recursive conventional LS lattice algorithm in the pre-windowed case. Theoretical results are verified by fixed-point computer simulation for several types of input data.
Keywords :
Algorithm design and analysis; Arithmetic; Computer simulation; Covariance matrix; Equations; Lattices; Least squares methods; Performance analysis; Reflection; Roundoff errors;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '86.
DOI :
10.1109/ICASSP.1986.1169005