Maximum likelihood estimators of clock offset and skew under exponential delays

  • Authors:
  • Jun Li;Daniel R. Jeske

  • Affiliations:
  • Department of Statistics, University of California, Riverside, CA 92521, U.S.A.;Department of Statistics, University of California, Riverside, CA 92521, U.S.A.

  • Venue:
  • Applied Stochastic Models in Business and Industry - Special issue on the 6th International Symposium on Business and Industrial Statistics (ISBIS-6)
  • Year:
  • 2009

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Abstract

Accurate clock synchronization is essential for many data network applications. Various algorithms for synchronizing clocks rely on estimators of the offset and skew parameters that describe the relation between times measured by two different clocks. Maximum likelihood estimation (MLE) of these parameters has previously been considered under the assumption of exponentially distributed network delays with known means. We derive the MLEs under the more common case of exponentially distributed network delays with unknown means and compare their mean-squared error properties to a recently proposed alternative estimator. We investigate the robustness of the derived MLE to the assumption of non-exponential network delays, and demonstrate the effectiveness of a bootstrap bias-correction technique. Copyright © 2009 John Wiley & Sons, Ltd.