The effect of various floating point formats on the absolute error bound in recursive filtering

Author

Bauer, P.H. ; Wang, Jie

Author_Institution

Dept. of Electr. Eng., Notre Dame Univ., IN, USA

Volume

4

fYear

1992

fDate

23-26 Mar 1992

Firstpage

413

Abstract

It is shown that floating point realizations of linearly stable systems can exhibit four fundamental types of free responses. The effects of various floating point arithmetic reformatting schemes on the convergence of autoregressive difference equations are addressed. Truncation and rounding quantization schemes as well as double and single length product mantissa schemes are analyzed and compared

Keywords

analogue-digital conversion; convergence of numerical methods; difference equations; digital arithmetic; digital filters; filtering and prediction theory; roundoff errors; autoregressive difference equations; convergence; double length product mantissa; error bound; floating point arithmetic; floating point formats; free responses; linearly stable systems; recursive filtering; reformatting; rounding quantization; single length product mantissa; truncation; Convergence; Difference equations; Digital arithmetic; Filtering; Floating-point arithmetic; Laboratories; Nonlinear filters; Quantization; Signal analysis; USA Councils;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1992. ICASSP-92., 1992 IEEE International Conference on

Conference_Location

San Francisco, CA

ISSN

1520-6149

Print_ISBN

0-7803-0532-9

Type

conf

DOI

10.1109/ICASSP.1992.226348

Filename

226348