Optimal and unbiased FIR estimates of clock state
Oscar Gerardo Ibarra-Manzano, Yuriy S. Shmaliy · International Conference on Signal Processing · 2010
This paper discusses applications of the the fast recursive p-shift finite impulse response (FIR) estimation algorithm of the clock current state employing measurement of the time interval error. The algorithm is consistent with the best linear unbiased estimator, does not depend on noise and initial conditions, has the form of the Kalman one, and becomes optimal on large averaging horizons. It can straightforwardly be applied for filtering (p = 0), prediction (p > 0), and smoothing (p < 0) of discrete time clock models in state space. An application is given for a master clock.