最优滤波中使用浮点运算的增益校正

E. Verriest
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引用次数: 1

摘要

讨论了有限字长对最小二乘滤波器浮点实现的影响。给出了最优的可预计算增益,并给出了一个计算上更吸引人的近似。
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Gain correction in optimal filtering using floating point arithmetic
The effects of the finite word length in a floating point implementation of the least squares filter is discussed. Optimal precomputable gains are given, and a computationally more attractive approximation is given.
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