Title :
Nonuniform Linear Regression With Block-Wise Sample-Minimum Preprocessing
Author :
Dennis R. Morgan;Ilija Hadzic
Author_Institution :
Bell Laboratories, Alcatel-Lucent, Murray Hill
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
DOI :
10.1109/TSP.2010.2048319