Error propagation and methods of error correction in LS FIR filtering and l-step ahead linear prediction

Papaodyssesu, C; Koukoutsis, E; Vassilatos, C

dc.contributor.author	Papaodyssesu, C	en
dc.contributor.author	Koukoutsis, E	en
dc.contributor.author	Vassilatos, C	en
dc.date.accessioned	2014-03-01T01:09:52Z
dc.date.available	2014-03-01T01:09:52Z
dc.date.issued	1994	en
dc.identifier.issn	1053-587X	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/11223
dc.subject	Error Correction	en
dc.subject	Error Propagation	en
dc.subject	Fir Filter	en
dc.subject	General Methods	en
dc.subject	Linear Predictive	en
dc.subject.classification	Engineering, Electrical & Electronic	en
dc.subject.other	Error correction	en
dc.subject.other	Predictive control systems	en
dc.subject.other	Signal processing	en
dc.subject.other	Spectrum analysis	en
dc.subject.other	Statistical methods	en
dc.subject.other	Ahead predictors	en
dc.subject.other	FIR filtering	en
dc.subject.other	Forward linear prediction	en
dc.subject.other	Signal filtering and prediction	en
dc.title	Error propagation and methods of error correction in LS FIR filtering and l-step ahead linear prediction	en
heal.type	journalArticle	en
heal.identifier.primary	10.1109/78.295208	en
heal.identifier.secondary	http://dx.doi.org/10.1109/78.295208	en
heal.language	English	en
heal.publicationDate	1994	en
heal.abstract	In this paper, a general method is presented, which leads to the exact prediction and tracing of the finite precision error generated in the solution of the l-step ahead linear prediction and the optimal FIR filtering problems. It is shown that two sources of numerical error exist in the algorithms used for the solution of these problems. The first source lies in the formulas used for the forward linear prediction, while the second source is intimately connected with the formulae used specifically for the solution of the l-step ahead and LS FIR problems. The propagation of this numerical error is determined precisely, and it is shown that there exist specific intermediate quantities, calculated in the evolution of the algorithms, which are indicators of the exact magnitude of the overall finite precision error. Clearly, the way for the error correction is open and, in fact, in this paper, some methods are presented for improving the numerical accuracy of the solution of these problems.	en
heal.publisher	IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC	en
heal.journalName	IEEE Transactions on Signal Processing	en
dc.identifier.doi	10.1109/78.295208	en
dc.identifier.isi	ISI:A1994NP52300010	en
dc.identifier.volume	42	en
dc.identifier.issue	5	en
dc.identifier.spage	1097	en
dc.identifier.epage	1108	en