• DocumentCode
    1369137
  • Title

    Modifications of the Euclidean algorithm for isolating periodicities from a sparse set of noisy measurements

  • Author

    Casey, Stephen D. ; Sadler, Brian M.

  • Author_Institution
    Dept. of Math. & Stat., American Univ., Washington, DC, USA
  • Volume
    44
  • Issue
    9
  • fYear
    1996
  • fDate
    9/1/1996 12:00:00 AM
  • Firstpage
    2260
  • Lastpage
    2272
  • Abstract
    Modifications of the Euclidean algorithm are presented for determining the period from a sparse set of noisy measurements. The elements of the set are the noisy occurrence times of a periodic event with (perhaps very many) missing measurements. This problem arises in radar pulse repetition interval (PRI) analysis, in bit synchronization in communications, and in other scenarios. The proposed algorithms are computationally straightforward and converge quickly. A robust version is developed that is stable despite the presence of arbitrary outliers. The Euclidean algorithm approach is justified by a theorem that shows that, for a set of randomly chosen positive integers, the probability that they do not all share a common prime factor approaches one quickly as the cardinality of the set increases. In the noise-free case, this implies that the algorithm produces the correct answer with only 10 data samples, independent of the percentage of missing measurements. In the case of noisy data, simulation results show, for example, good estimation of the period from 100 data samples with 50% of the measurements missing and 25% of the data samples being arbitrary outliers
  • Keywords
    convergence of numerical methods; iterative methods; noise; parameter estimation; probability; random processes; signal processing; Euclidean algorithm; bit synchronization; cardinality; communications; estimation; noisy measurements; noisy occurrence times; periodicities; prime factor; probability; radar pulse repetition interval analysis; randomly chosen positive integers; robust version; sparse set; Laboratories; Mathematics; Milling machines; Noise measurement; Powders; Probability density function; Radar; Random variables; Robustness; Statistics;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.536682
  • Filename
    536682