Title :
Error analysis of linear recursions in floating point
Author :
Verriest, Erik I.
Author_Institution :
Georgia Institute of Technology, Atlanta, GA, USA
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;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '85.
DOI :
10.1109/ICASSP.1985.1168190
