Nonuniform linear regression with block-wise sample-minimum preprocessing

  • Authors:
  • Dennis R. Morgan;Ilija Hadžić

  • Affiliations:
  • Bell Laboratories, Alcatel-Lucent, Murray Hill, NJ;Bell Laboratories, Alcatel-Lucent, Murray Hill, NJ

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 2010

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Abstract

We analyze the statistical properties of slope estimates obtained from linear regression with sample-minimum Erlang variates. The sample-minimum of sequential blocks has the effect of introducing nonuniform time samples. We show that this nonuniformity has negligible effect on the slope estimate variance but introduces a spurious low-frequency component in the power spectrum, which can be detrimental for low-bandwidth tracking applications. The analysis shows that this effect can be moderated by choosing a sufficiently large number of sample-minimum output samples in the linear regression. These results are useful, for example, in clock synchronization over packet networks, where the random variates model packet arrival times.