Discrete p-Lag FIR Smoothing of Polynomial State-Space Models With Applications to Clock Errors
نویسندگان
چکیده
Abstract: A smoothing finite impulse response (FIR) filter is addressed for discrete time-invariant state-space polynomial models commonly used to represent signals over finite data. A general gain is derived for the relevant p-lag unbiased smoothing FIR filter. Applications are given for the time interval errors of a local crystal clock and the United States Naval Observatory Master Clock. An excellent performance of the best linear unbiased fit is demonstrated along with its ability to extrapolate linearly the future clock behaviors, as required by the IEEE Standards, that can be used for holdover in digital communications networks.
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