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Performance analysis of two-level structures on finite-precision machines. (English) Zbl 0585.93001

Summary: This paper presents a method for the performance analysis of two-level prediction algorithms when implemented on finite-precision digital machines. The analytical results are compared with an actual system reponse using simulation results. It is shown that the effect of finite- precision arithmetic is to increase the expected theoretical minimum cost and to slow down the two-level algorithm.

MSC:

93A13 Hierarchical systems
93C55 Discrete-time control/observation systems
93E25 Computational methods in stochastic control (MSC2010)
62M20 Inference from stochastic processes and prediction
65G30 Interval and finite arithmetic
68U20 Simulation (MSC2010)
68U99 Computing methodologies and applications
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References:

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This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.