A novel general methodology for studying and remedying finite precision error with application in Kalman filtering (Q1402983)
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scientific article; zbMATH DE number 1972559
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| English | A novel general methodology for studying and remedying finite precision error with application in Kalman filtering |
scientific article; zbMATH DE number 1972559 |
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A novel general methodology for studying and remedying finite precision error with application in Kalman filtering (English)
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31 August 2003
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The authors introduce a general approach to the study of the generation, propagation and accumulation of the finite precision error in any algorithm. This approach allows for complete knowledge of the exact number of erroneous digits with which all quantities of the algorithm are computed. Thus the user has a complete overview of the algorithm's reliability at all steps of its execution. The method has been applied and tested on Kalman-type algorithms.
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quantization error
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finite precision error
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RLS algorithms
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Kalman type algorithms instability
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Kalman type algorithms stabilization
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filtering
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algorithm reliability
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0.7797141671180725
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0.7734778523445129
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0.734989583492279
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