Title :
Rounding error analysis of the triangular lattice and escalator algorithms
Author :
Iiguni, Youji ; Sakai, Hideaki ; Tokumaru, Hidekatsu
Author_Institution :
Kyoto University, Kyoto, Japan
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;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '86.
DOI :
10.1109/ICASSP.1986.1168636
