• 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