1 December 1991 Finite-precision error analysis of a QR-decomposition-based lattice predictor
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Abstract
In this paper we analyze the finite precision properties of the QRD-based adaptive lattice filter used as a linear one-step predictor implemented using fixed-point arithmetic. We present equations for the steady-state mean-squared values of the accumulated numerical errors in the computations of the algorithm. We also present experimental verification of these equations. The predicted and experimental results show close agreement when the weighting factor is low and a moderately large number of bits is used for the fractional part; however, the analysis breaks down as the weighting factor approaches unity and as the number of bits for the fractional part is reduced.
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Mushtaq A. Syed, V. John Mathews, "Finite-precision error analysis of a QR-decomposition-based lattice predictor", Proc. SPIE 1565, Adaptive Signal Processing, (1 December 1991); doi: 10.1117/12.49761; https://doi.org/10.1117/12.49761
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