Asymptotic responses of floating point realizations of linear discrete systems

P.H. Bauer, J. Wang · 2003

The asymptotic behavior of nth-order difference equations implemented in floating-point format is analyzed. Sufficient conditions for two response types are derived and compared with the second-order case. Tight bounds on the asymptotic response are also presented. All conditions derived are simple functions of difference equation coefficients, the margin of stability of the linear system, and the chosen floating-point format.>

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