A SUBOPTIMAL ESTIMATOR OF THE SAMPLING JITTER VARIANCE USING THE BISPECTRUM

被引:2
|
作者
SHARFER, I [1 ]
MESSER, H [1 ]
机构
[1] UNIV MICHIGAN,ANN ARBOR,MI 48109
关键词
SAMPLING NOISE; JITTER; BISPECTRUM; HIGHER ORDER SPECTRA;
D O I
10.1016/0165-1684(94)90137-6
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
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.
引用
收藏
页码:169 / 186
页数:18
相关论文
共 50 条
  • [21] An efficient variance estimator for cross-validation under partition sampling
    Wang, Qing
    Cai, Xizhen
    STATISTICS, 2021, 55 (03) : 660 - 681
  • [22] A Bootstrap Method for a Multiple-Imputation Variance Estimator in Survey Sampling
    Yu, Lili
    Zhao, Yichuan
    STATS, 2022, 5 (04): : 1231 - 1241
  • [23] Variance estimation of a double expanded estimator for two-phase sampling
    Park, Mingue
    COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, 2023, 30 (04) : 403 - 410
  • [24] A new replicate variance estimator for unequal probability sampling without replacement
    Escobar, Emilio L.
    Berger, Yves G.
    CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2013, 41 (03): : 508 - 524
  • [25] A new criterion based on estimator variance for model sampling in precision agriculture
    Oger, B.
    Le Moguedec, G.
    Vismara, P.
    Tisseyre, B.
    COMPUTERS AND ELECTRONICS IN AGRICULTURE, 2022, 200
  • [26] Generalized ratio-product-type estimator for variance using auxiliary information in simple random sampling
    Ismail, Muhammad
    Kanwal, Nazia
    Shahbaz, Muhammad Q.
    KUWAIT JOURNAL OF SCIENCE, 2018, 45 (01) : 79 - 88
  • [27] An enhanced estimator of finite population variance using two auxiliary variables under simple random sampling
    Ahmad, Sohaib
    Adichwal, Nitesh Kumar
    Aamir, Muhammad
    Shabbir, Javid
    Alsadat, Najwan
    Elgarhy, Mohammed
    Ahmad, Hijaz
    SCIENTIFIC REPORTS, 2023, 13 (01)
  • [28] IMPROVING THE JAMES-STEIN ESTIMATOR USING THE STEIN VARIANCE ESTIMATOR
    BERRY, JC
    STATISTICS & PROBABILITY LETTERS, 1994, 20 (03) : 241 - 245
  • [29] THE BISPECTRUM OF SAMPLED-DATA .2. MONTE-CARLO SIMULATIONS OF DETECTION AND ESTIMATION OF THE SAMPLING JITTER
    SHARFER, I
    MESSER, H
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1994, 42 (10) : 2706 - 2714
  • [30] SAMPLING JITTER CORRECTION USING FACTOR GRAPHS
    Bolliger, Lukas
    Loeliger, Hans-Andrea
    19TH EUROPEAN SIGNAL PROCESSING CONFERENCE (EUSIPCO-2011), 2011, : 849 - 853