Full horizon optimal FIR estimator of clock state employing measurement of time errors

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• 作者：Yuriy S. Shmaliy
• 关键词：Optimal FIR estimator ; Unbiased FIR estimator ; Clock state ; Time error
• 刊名：AEU - International Journal of Electronics and Communications
• 出版年：2011
• 出版时间：February 2011
• 年：2011
• 卷：65
• 期：2
• 页码：117-122
• 全文大小：265 K

文摘

This paper addresses a p-shift full horizon optimal finite impulse response (FIR) estimator of clock state employing all the measurement data available of the time interval error (TIE). A solution proposed is general for filtering (p=0), prediction (p>0), and smoothing (p<0) of discrete time clock models in state space. The optimal estimator self-determines the clock initial mean square state by solving the discrete algebraic Riccati equation on a measurement interval of N points. Noise is allowed to be zero-mean with arbitrary distribution and covariance functions. The unbiased FIR estimator is proposed in the batch form producing near optimal estimates when N1 or the clock initial mean square state dominates noise in the order of magnitudes. An application is given to a master clock.