On the Interaction of Roundoff Noise and Dynamic Range in Digital Filters*

Abstract

The interaction between the roundoff-noise output from a digital filter and the associated dynamic-range limitations is investigated for the case of uncorrelated rounding errors from sample to sample and from one error source to another. The required dynamic-range constraints are derived in terms of L <inf xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">p</inf> norms of the input-signal spectrum and the transfer responses to selected nodes within the filter. The concept of “transpose configurations” is introduced and is found to be quite useful in digital-filter synthesis; for although such configurations have identical transfer functions, their roundoff-noise outputs and dynamic-range limitations can be quite different, in general. Two transpose configurations for the direct form of a digital filter are used to illustrate these results.