A comparison of roundoff noise in floating point and fixed point digital filter realizations

A statistical model for roundoff noise in floating point digital filters, proposed by Kaneko and Liu, is tested experimentally for first- and second-order digital filters. Good agreement between theory and experiment is obtained. The model is used to specify a comparison between floating point and fixed point digital filter realizations on the basis of their output noise-to-signal ratio, and curves representing this comparison are presented. One can find values of the filter parameters at which the fixed and the floating point curves will cross, for equal total register lengths.