תקציר
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.
| שפה מקורית | אנגלית |
|---|---|
| עמודים (מ-עד) | 169-186 |
| מספר עמודים | 18 |
| כתב עת | Signal Processing |
| כרך | 38 |
| מספר גיליון | 2 |
| מזהי עצם דיגיטלי (DOIs) | |
| סטטוס פרסום | פורסם - יולי 1994 |
| פורסם באופן חיצוני | כן |
טביעת אצבע
להלן מוצגים תחומי המחקר של הפרסום 'A suboptimal estimator of the sampling jitter variance using the bispectrum'. יחד הם יוצרים טביעת אצבע ייחודית.פורמט ציטוט ביבליוגרפי
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