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
Link To Document