Title :
The stationary phase error distribution of a digital phase-locked loop
Author :
Skiller, Glen ; Huang, Dawei
Author_Institution :
Sch. of Math., Queensland Univ. of Technol., Brisbane, Qld., Australia
fDate :
6/1/2000 12:00:00 AM
Abstract :
The stationary properties of a first-order digital phase-locked loop based on the extended Kalman filter (EKF-PLL) are investigated. A discrete Markov chain approximation of the phase error process is used to derive the asymptotic distribution of the phase error as well as the distribution of the time at which the EKF-PLL is first “out of lock”, given that it is in a steady state to begin with. These approximations are compared with large computer simulations
Keywords :
Kalman filters; Markov processes; approximation theory; digital phase locked loops; error statistics; filtering theory; nonlinear filters; approximate PDF; asymptotic distribution; computer simulations; digital phase-locked loop; discrete Markov chain approximation; extended Kalman filter; first-order DPLL; out of lock time distribution; stationary phase error distribution; stationary properties; Australia; Computer errors; Computer simulation; Feedback; Helium; Mathematics; Phase locked loops; Probability density function; Quantization; Steady-state;
Journal_Title :
Communications, IEEE Transactions on
