• DocumentCode
    3846764
  • Title

    Nonuniform Linear Regression With Block-Wise Sample-Minimum Preprocessing

  • Author

    Dennis R. Morgan;Ilija Hadzic

  • Author_Institution
    Bell Laboratories, Alcatel-Lucent, Murray Hill
  • Volume
    58
  • Issue
    8
  • fYear
    2010
  • Firstpage
    4040
  • Lastpage
    4049
  • Abstract
    We analyze the statistical properties of slope estimates obtained from linear regression with sample-minimum Erlang variates. The sample-minimum of sequential blocks has the effect of introducing nonuniform time samples. We show that this nonuniformity has negligible effect on the slope estimate variance, but introduces a spurious low-frequency component in the power spectrum, which can be detrimental for low-bandwidth tracking applications. The analysis shows that this effect can be moderated by choosing a sufficiently large number of sample-minimum output samples in the linear regression. These results are useful, for example, in clock synchronization over packet networks, where the random variates model packet arrival times.
  • Keywords
    "Linear regression","Clocks","Frequency estimation","Nonlinear filters","Protocols","Master-slave","Frequency synchronization","Life estimation","Filtering","Gaussian noise"
  • Journal_Title
    IEEE Transactions on Signal Processing
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/TSP.2010.2048319
  • Filename
    5447735