Roundoff noise in estimation of the signal random parameter
Pero J. Radonja · 2005
General matrix relations for computing the roundoff noise in nonrecursive and recursive estimators, implementid with fixed point and floating point arithmetic, are derived. The derived relations are verified by the statistical simulation procedure. A good agreement between the theory and experiment is obtained. The new method for determining the relative variance of the equivalent source of roudoff noise based on the mean square value of mantissas, in floating point case, is proposed. The cited example shows that frequently it is not correct to neglect the round-off noise end gives a justification of the whole analysis.