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

 
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1994 (EN)
Error propagation and methods of error correction in LS FIR filtering and l-step ahead linear prediction (EN)

Vassilatos, C (EN)
Koukoutsis, E (EN)
Papaodyssesu, C (EN)

N/A (EN)

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)

journalArticle

General Methods (EN)
Error Propagation (EN)
Fir Filter (EN)
Forward linear prediction (EN)
Error Correction (EN)
Statistical methods (EN)
Linear Predictive (EN)
Ahead predictors (EN)
Signal filtering and prediction (EN)
Predictive control systems (EN)
Spectrum analysis (EN)
Signal processing (EN)
Error correction (EN)
FIR filtering (EN)

Εθνικό Μετσόβιο Πολυτεχνείο (EL)
National Technical University of Athens (EN)

IEEE Transactions on Signal Processing (EN)

1994


IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC (EN)



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