Error analysis of digital filters using HOL theorem proving

When a digital filter is realized with floating-point or fixed-point arithmetics, errors and constraints due to finite word length are unavoidable. In this paper, we show how these errors can be mechanically analysed using the HOL theorem prover. We first model the ideal real filter specification and the corresponding floating-point and fixedpoint implementations as predicates in higher-order logic. We use valuation functions to find the real values of the floating-point and fixed-point filter outputs and define the error as the difference between these values and the corresponding output of the ideal real specification. Fundamental analysis lemmas have been established to derive expressions for the accumulation of roundoff error in parametric Lth-order digital filters, for each of the three canonical forms of realization: direct, parallel, and cascade. The HOL formalization and proofs are found to be in a good agreement with existing theoretical paper-and-pencil counterparts.