DocumentCode
387880
Title
Rounding error analysis of the triangular lattice and escalator algorithms
Author
Iiguni, Youji ; Sakai, Hideaki ; Tokumaru, Hidekatsu
Author_Institution
Kyoto University, Kyoto, Japan
Volume
11
fYear
1986
fDate
31503
Firstpage
2119
Lastpage
2122
Abstract
In this paper, first, the normalized Triangular Lattice and Escalator algorithms for recursive least squares estimation are presented. Next, roundoff errors of both algorithms in fixed point arithmetic are analyzed and compared. Expressions are derived for the biases in the estimated coefficients due to roundoff errors. By improving the method of analysis, better expressions are obtained, as compared with the previous ones.
Keywords
Algorithm design and analysis; Error analysis; Fixed-point arithmetic; Lattices; Least squares approximation; Least squares methods; Mathematics; Physics; Roundoff errors; Signal processing algorithms;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '86.
Type
conf
DOI
10.1109/ICASSP.1986.1168636
Filename
1168636
Link To Document