Stochastic Models and Statistical Analysis for Clock Noise

Abstract

This report describes work on stochastic models that form the basis for the statistical analysis of clock noise. A popular simple model for clock noise is a pure power law (PPL) process. A method for efficiently computing the autocovariance sequence (ACVS) for discrete parameter stationary PPL processes is developed. The method is extended to handle the ACYS for the stationary process obtained when a nonstationary PPL process is differenced to achieve stationarity.

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Document Details

Document Type
Technical Report
Publication Date
Sep 14, 2004
Accession Number
ADA427776

Entities

People

  • Donald B. Percival

Organizations

  • University of Washington

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Analysis Of Variance
  • Clocks
  • Computing-Related Activities
  • Corporations
  • Data Science
  • Department Of Defense
  • Global Positioning Systems
  • Information Science
  • Jet Propulsion
  • Maximum Likelihood Estimation
  • Physics Laboratories
  • Power Spectra
  • Sequences
  • Stationary
  • Stationary Processes
  • Statistical Analysis
  • Time Intervals

Readers

  • Approximation Theory.
  • Image Processing and Computer Vision.
  • Mathematical Modeling and Probability Theory.