Abstract
We consider the problem of estimating parameters of an irregular sampling process defined as a uniform sampling process in which the deviations from the nominal sampling times constitute a random IID process (jitter). Emphasis is placed on estimating the variance of the jitter, based on observation of samples taken from a continuous band-limited third-order stationary process. We derive an estimation procedure which uses the bispectrum estimates of a process with a priori known bispectrum. Derivation of the generalized likelihood ratio in the bispectral domain, leads to a statistic with which a bispectrum-based maximum likelihood estimation can be done. We propose a suboptimal estimator, and show that it is asymptotically unbiased and consistent. The dependence of the estimator's performance on the data length and the skewness is studied for a specific example. The estimator's variance is compared to the bispectrum-based Cramer-Rao bound (BCRB), and is shown to approach it for sufficiently large data length or skewness. Computer simulations verify the effectiveness of the proposed estimation method for small jitter.
| Original language | English |
|---|---|
| Pages (from-to) | 169-186 |
| Number of pages | 18 |
| Journal | Signal Processing |
| Volume | 38 |
| Issue number | 2 |
| DOIs | |
| State | Published - Jul 1994 |
| Externally published | Yes |
Keywords
- Bispectrum
- Higher order spectra
- Jitter
- Sampling noise