Error propagation and numerical recovery for a class of parametric DSP algorithms

Papaodysseus, C; Triantafyllou, C; Koukoutsis, E; Carayannis, G

dc.contributor.author	Papaodysseus, C	en
dc.contributor.author	Triantafyllou, C	en
dc.contributor.author	Koukoutsis, E	en
dc.contributor.author	Carayannis, G	en
dc.date.accessioned	2014-03-01T02:40:55Z
dc.date.available	2014-03-01T02:40:55Z
dc.date.issued	1990	en
dc.identifier.issn	07367791	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/30283
dc.subject	Error Propagation	en
dc.subject	Finite Impulse Response	en
dc.subject	Linear Predictive	en
dc.subject	Systematic Error	en
dc.subject.other	Computer Programming--Algorithms	en
dc.subject.other	Mathematical Techniques--Error Analysis	en
dc.subject.other	Signal Filtering and Prediction--Kalman Filtering	en
dc.subject.other	Finite Impulse Response Filters	en
dc.subject.other	Signal Processing	en
dc.title	Error propagation and numerical recovery for a class of parametric DSP algorithms	en
heal.type	conferenceItem	en
heal.identifier.primary	10.1109/ICASSP.1990.115631	en
heal.identifier.secondary	http://dx.doi.org/10.1109/ICASSP.1990.115631	en
heal.publicationDate	1990	en
heal.abstract	The error propagation in various useful order- and time-recursive DSP algorithms is studied. It is demonstrated that in all these algorithms there are two kinds of error due to finite precision: an erratic and a systematic one. Examples of both kinds of error are provided, and special emphasis is given to the study of the systematic truncation or round-off error. It is shown that in the Levinson-type and Schur-type algorithms for the solution of the FLP (forward linear prediction) and the FIR (finite impulse response) problem, there is one dominant source of systematic error, while in the l-step ahead case there are two sources of such error. Moreover, it is pointed out that in the fast Kalman algorithms there are two kinds of systematic error. Precise indicators of the exact magnitude of the finite precision error are given, and possible recovery techniques are proposed.	en
heal.publisher	Publ by IEEE, Piscataway, NJ, United States	en
heal.journalName	ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings	en
dc.identifier.doi	10.1109/ICASSP.1990.115631	en
dc.identifier.volume	3	en
dc.identifier.spage	1349	en
dc.identifier.epage	1352	en