A uniform white-noise model for fixed-point roundoff errors in digital systems

Vladimirov, I. G. and Diamond, P. (2002) A uniform white-noise model for fixed-point roundoff errors in digital systems. Automation And Remote Control, 63 5: 753-765. doi:10.1023/A:1015493820232

Author Vladimirov, I. G.
Diamond, P.
Title A uniform white-noise model for fixed-point roundoff errors in digital systems
Journal name Automation And Remote Control   Check publisher's open access policy
ISSN 0005-1179
Publication date 2002-05
Sub-type Article (original research)
DOI 10.1023/A:1015493820232
Volume 63
Issue 5
Start page 753
End page 765
Total pages 13
Editor S. O. Kuznetsov
Place of publication Russia
Publisher MAIK Nauka - Interperiodica, Mezhdunarodnyi Otdel
Collection year 2002
Language eng
Subject C1
230202 Stochastic Analysis and Modelling
780101 Mathematical sciences
Abstract Fixed-point roundoff noise in digital implementation of linear systems arises due to overflow, quantization of coefficients and input signals, and arithmetical errors. In uniform white-noise models, the last two types of roundoff errors are regarded as uniformly distributed independent random vectors on cubes of suitable size. For input signal quantization errors, the heuristic model is justified by a quantization theorem, which cannot be directly applied to arithmetical errors due to the complicated input-dependence of errors. The complete uniform white-noise model is shown to be valid in the sense of weak convergence of probabilistic measures as the lattice step tends to zero if the matrices of realization of the system in the state space satisfy certain nonresonance conditions and the finite-dimensional distributions of the input signal are absolutely continuous.
Keyword Automation & Control Systems
Instruments & Instrumentation
Quantization Errors
Q-Index Code C1

Document type: Journal Article
Sub-type: Article (original research)
Collection: School of Mechanical & Mining Engineering Publications
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