A floating-point arithmetic error analysis of direct and indirect coefficient updating techniques for adaptive lattice filters

The ways in which finite precision arithmetic effects can deleteriously manifest themselves in both the stochastic gradient and the recursive least squares adaptive lattice filters are discussed. closed form expressions are derived for the steady-state variance of the accumulated arithmetic error in...

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Veröffentlicht in:IEEE transactions on signal processing 1993-05, Vol.41 (5), p.1809-1823
Hauptverfasser: North, R.C., Zeidler, J.R., Ku, W.H., Albert, T.R.
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container_end_page 1823
container_issue 5
container_start_page 1809
container_title IEEE transactions on signal processing
container_volume 41
creator North, R.C.
Zeidler, J.R.
Ku, W.H.
Albert, T.R.
description The ways in which finite precision arithmetic effects can deleteriously manifest themselves in both the stochastic gradient and the recursive least squares adaptive lattice filters are discussed. closed form expressions are derived for the steady-state variance of the accumulated arithmetic error in a single adaptive lattice coefficient using a floating-point stochastic arithmetic error analysis. The analytical results show that the performance of adaptive lattice filters using a direct updating computational form is less sensitive to finite precision effects than that of adaptive lattice filters using an indirect updating computational form. In addition, a method for reducing the self-generated noise is presented. Experimental results obtained on a 32-b floating-point hardware implementation of the adaptive lattice filters and with computer simulations are included to verify the analytical results describing the effects of finite precision on adaptive lattice filters.< >
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The analytical results show that the performance of adaptive lattice filters using a direct updating computational form is less sensitive to finite precision effects than that of adaptive lattice filters using an indirect updating computational form. In addition, a method for reducing the self-generated noise is presented. Experimental results obtained on a 32-b floating-point hardware implementation of the adaptive lattice filters and with computer simulations are included to verify the analytical results describing the effects of finite precision on adaptive lattice filters.&lt; &gt;</abstract><cop>New York, NY</cop><pub>IEEE</pub><doi>10.1109/78.215301</doi><tpages>15</tpages></addata></record>
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subjects Adaptive filters
Applied sciences
Detection, estimation, filtering, equalization, prediction
Error analysis
Exact sciences and technology
Floating-point arithmetic
Information, signal and communications theory
Lattices
Least squares methods
Noise reduction
Performance analysis
Signal and communications theory
Signal, noise
Steady-state
Stochastic processes
Stochastic resonance
Telecommunications and information theory
title A floating-point arithmetic error analysis of direct and indirect coefficient updating techniques for adaptive lattice filters
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