FIXED AND FLOATING POINT ERROR ANALYSIS OF
QRD-RLS AND STAR-RLS ADAPTIVE FILTERS *
Kalavai J. Raghunath and Keshab K. Parhi
Department of Electrical Engineering
University of Minnesota, Minneapolis, MN-55455
ABSTRACT
The QR decomposition based recursive leastsquares
(RLS) adaptive filtering (referred to as QRD-RLS) algo-
rithm is suitoble for VLSf implementation since it has good
numerical properties and can be mapped to a systolic array.
Recently, a new fine-grain pipelinable STAR-RLS algo-
rithm was developed based on scaled tangent rotation. The
pipelined STAR-RLS algorithm, referred to as PSTAR-
RLS, is useful for high-speed applications. The stability of
QRD-RLS, STAR-RLS and PSTAR-RLS has been proved
but the performance of these algorithms in finite-precision
arithmetic has not yet been analyzed. The aim of this paper
is to determine ezpressions for the degradation in the per-
formance of these algorithms due to finite-precision. By
ezploiting the steady-state properties of these algorithms,
simple closed-form ezpressions are obtained which depend
only on known parameters. Since floating-point o r fized-
point arithmetic representations may be used in practice,
both representations are considered in this paper. The
results show that the PSTAR-RLS and STAR-RLS algo-
rithms perform better than the QRD-RLS especially in a
floating-point representation. The theoretical ezpressions
are found to be in good agreement with the simulation re-
sults.
I INTRODUCTION
Recursive least squares (RLS) based adaptive filters are
used in applications such as channel equalization, voice-
band modems, digital mobile radio, beamforming, speech
and image processing. The QRD-RLS algorithm [1],[2],[3]
is the most promising algorithm since it is known to have
very good numerical properties and can be mapped to a
systolic array. The speed (or sample rate) of the QRD-RLS
algorithm is limited by the recursive equations in its cells.
A new STAR-RLS algorithm [4] was recently developed
which can be used for high-speed applications, for exam-
ple, in communications, magnetic recording, image pro-
cessing etc. This algorithm uses scaled tangent rotations
(STAR) instead of the Givens rotations which are normally
used. These rotations are so designed that look-ahead [5]
*This research was supported by the office of Naval Research
under contract number N00014-91-J-1008.
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can be applied with little increase in hardware complexity.
A pipelined version of the algorithm has also been devel-
oped and this is referred to as the pipelined STAR-RLS
or PSTAR-RLS [6]. The PSTAR-RLS algorithm can be
pipelined to operate a t very high speed. The STAR-RLS
algorithm [4] and the pipelined STAR-RLS algorithm (or
PSTAR-RLS) [6] have lower complexity, half the inter-cell
communication and are square-root free, as compared with
the QRD-RLS algorithm.
The accumulation of quantization noise is an important
concern in the implementation of adaptive digital filters.
The cost of implementation is strongly dependent on the
number of bits used to represent the signals in the fil-
ter. Hence one would like to use fewer number of bits
for words without affecting the performance of the algo-
rithm. This motivates the finite precision error analysis
of QRD-RLS and STAR-RLS algorithms. The stability
of QRD-RLS, STAR-RLS and PSTAR-RLS was recently
proved in [7],[6]. The effect of finite-precision on recursive
least-squares (RLS) adaptive filters has been considered
before, for example in [8]. The RLS algorithms consid-
ered in these papers refer to the original algorithm which
does not use any decomposition techniques. A theoretical
finite-precision analysis of the QRD-RLS algorithm has,
however, not been done before. The only paper on this
issue, to the best of our knowledge, is [9]. Here the error
propagation of quantization noise is investigated assuming
a single error has occurred. The aim of this paper is to
make a general finite-precision analysis of the QRD-RLS,
STAR-RLS and PSTAR-RLS algorithms, while still keep
ing the final expressions simple. To do this we exploit the
steady-state properties of the algorithms, determined in
[101,[4Il [GI.
In a practical implementation either floating-point or
fixed-point arithmetic may be used. The errors resulting
from these representations have different statistics. K e e p
ing these things in view, we have carried out the analy-
sis separately for the fixed-point and floating-point arith-
metic.
We need to define a figure of merit for finite precision im-
plementation, which can be used to decide the wordlength
and also to compare the three algorithms. The estimation
error can be directly obtained as the final output from the
systolic array for the QRD-RLS, STAR-RLS and PSTAR-
$3.00 0 1994 I E E
0-7803-1775-0/94
RLS algorithms. Hence, we use the deviation in the esti- due to finite-precision quantization, and find the average
mation error due to finite-precision as the figure of merit. value of the same. The errors are propagated down the
Thus, we find expressions for the squared average devia- systolic array for all three algorithms and the deviation in
tion in the estimation error for the three algorithms for the estimation error is found. The intermediate results are
fixed-point and floating-point arithmetic. not shown here. The expected values of the square of the
deviation in the estimation error for STAR-RLS, PSTAR-
RLS and QRD-RLS are shown in that order in Table B
I1 BACKGROUND below.
TABLE B
The QRD-RLS, STAR-RLS and PSTAR-RLS algo-
rithms are described in [3],[4],[6]. To obtain simplify
the finite-precision performance expressions we exploit the
steady-state properties of the algorithms. We find expres-
sions for the steady-state properties and these are shown
in Table A.
TABLE A

Algorithm Rotation Parameter r', h2

IV FLOATING-POINT
STAR t', = - &A)
aa 1
M1?(1--x) RESULTS
In the last section the deviation due to finite-precision
with fixed-point was analyzed. In this section the analysis
is repeated for a floating-point representation. A floating-
QRD :c =A;& = 1- A A-
I-x x&-j +
point representation consists of a k 1 bit mantissa and a
k, bit exponent. For the mantissa 1 bit is used as sign bit.
Rounding is used on the mantissa to quantize it down to
+
k 1 bits. Thus the number representation here requires
k, + k + 1 bits. If "#" represents a division, multiplication,
addition or subtraction operation, then quantizing the re-
sult to a floating-point format would involve an error t,
i.e.,
+
f l o a t ( ~ # b )= a#b(l c) (4.1)
where c is assumed to be a zero-mean noise process with
a variance of uc2 which is equal to .182-2k. We carry
out the same analysis as in the case of fixed-point. The
expected squares of the deviation in the estimation error
for STAR-RLS, PSTAR-RLS and QRD-RLS, in that order,
I11 FIXED-POINT RESULTS are shown in Table C.
TABLE C
In this section we analyze the performance of the three
algorithms when fixed-point arithmetic is used. All quan-
tities in the algorithm are represented with k, bits for the
integer part and k bits for the fractional part Thus, the
fixed-point representation would require k, k 1 bits, + +
with one bit being used for sign. We also assume that
rounding is used in the operations. If "*" represents a
multiply or divide operation, then
fiz(a * b) = a * b + 6 (3.1)
where t is a zero mean white noise process with variance V COMPARISON
of uc2 = 2-2k/12 181. Additions and subtractions do not
introduce any error (assuming there is no overflow). The To compare the performance of the different algorithms
approach used here is to follow the arithmetic operations in we can use the expression for the deviation in the estima-
the different cells and keep track of the errors which arise tion error. Note that the expressions are similar in form

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and this greatly simplifies the comparisons. First we com-
pare the floating-point and fixed-point implementations for
the same algorithm. It should be kept in mind that the
variance U,’ is different for the two implementations. For
STAR-RLS and QRD-RLS, we find that the fixed-point
implementation is always better than floating point. The
same is true for PSTAR-RLS if
With p = 5 and A = .98, this condition is equivalent to
M 2 4.
Next, we compare the different algorithms with the same
arithmetic being used. In the case of fixed-point arithmetic
it can be shown that PSTAR-RLS always performs better
than STAR-RLS. The same would be true for floating-
point implementation if
The above would be satisfied if p is not too small (p > 3).
Thus, in general PSTAR-RLS has better numerical prop-
erties than the STAR-RLS algorithms. This would not be
expected since more computations are involved in PSTAR-
RLS. But it should be noted that the computation of tan-
gent in PSTAR-RLS is simpler, and the effect of forgetting
factor is to multiply the delayed version of cell content by
Xp instead of A. This factor controls the finite-precision
- NJ: Prentice Hall, 1986.
deviation and thus helps PSTAR-RLS. Thus, the extra ad-
dition operations needed in PSTAR-RLS get compensated
due to these reasons.
Next, we compare STAR-RLS and QRD-RLS. In the
case of fixed-point it can be shown that STAR-RLS per-
forms better than QRD-RLS if
X ( l - 1.5XZM-’)
M > - (5.3)
2.5(1 -X)(2XzM-’ - 1 ) ’
The right-hand-side (RHS) is positive only when .5 <
xZM-1
- < .67. The condition (5.3) will hence be satis-
fied for most of time except when X2M-’ is close to and
greater than .5. In the case of floating-point arithmetic,
STAR-RLS has a better performance than QRD-RLS if
.25 < Since is close to 1, this condition would
be satisfied for most applications.
VI SIMULATION RESULTS
Next, we show results of the simulations conducted to
verify the theoretical expressions developed in this paper.
We use the 11 tap equalizer example of [3], which hass also
been used in [4] and [6].
To simulate the finite-precision behavior of the algo-
rithms we carry out the computations as would be done
in an actual circuit. We have developed subroutines in C
language to mimic the operations of finite-precision arith-
metic. For every operation of add, multiply, etc., the
III-83
inputs are quantized to the given format (fixed-point or
floating-point) and the wordlength. The actual operation
is carried out and the result is then quantized. In the case
of floating-point, each number is represented as a vector of
length 2, one for the exponent and the other for mantissa.
The handling of the mantissa and exponent is done aa in
hardware. The rounding scheme used is the round-to-the-
nearest scheme.
The simulations are run on a 5000 long data stream and
the average results are computed by averaging over the last
1250 samples. This ensures that the results are calculated
after steady-state has been reached. The infinite precision
results are also calculated alongside, and the deviation is
determined. The plots show the deviation in estimation
error as a function of the number of bits for the fractional
part k. The theoretical expressions are plotted with dashed
line while the simulation results are shown by ”+”. Fig.1
shows the results for the fixed-point case while Fig.2 shows
the results for the floating-point case.
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 (4 STAR-RLS
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Fig. 1 Fixed-point results (- - - theoretical, + simulated)

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Fig. 2 Floating-point results (- - - theoretical, + simulated)

111-84