Digital Signal Processing Reference
In-Depth Information
where I (θ) is the Fisher information matrix. After some mathematical manipulations,
the joint clock offset and skew estimator can be expressed as [19]
N
N
N
N
∑∑ ∑
[]
2
Dxi
D
Dxi
[]
i
i
i
ˆ
ˆ
(BP)
θ
θ
1
o
i
=
1
i
=
1
i
=
1
i
=
1
=
,
(13. 22)
2
N
N
N
(BP)
s
∑∑
N
N
∑∑∑
NDxi
[]
D
x []
ND
2
D
i
i
i
i
i
=
1
i
=
1
i
=
1
i
=
1
i
=
1

(A) - T 1,1
(A) . The Cramer-Rao lower bound (CRB) can be obtained by invert-
ing the Fisher information matrix I (θ). From (13.21), the Fisher information matrix is
given by
where Di T 1, i
N
N
D
i
1
2
I ()
θ
=
i
=
1
.
σ
N
N
∑∑
D
D
2
i
i

i
=
1
i
=
1
Then, inverting I (θ) yields
N
N
2
D
D
i
i
σ
2
I
1
i 1
=
()
θ
=
i
=
1
.
(13. 23)
2
N
N
N
∑∑
DN
ND
2
D
i
i
i
i
=
1
i
=
1
i
=
1
Hence, from (13.23), the CRBs for the relative clock offset and skew become
N
σ
2
D
2
i
( ˆ
var
θ
(BP)
)
(13. 24)
i
=
1
o
2
N
N
∑∑

2
ND
D
i
i
i
=
1
i
=
1
and
σ
2
N
( ˆ
(BP)
var
θ
)
.
(13. 25)
s
2
N
N
∑∑

ND
2
D
i
i
i
=
1
i
=
1
 
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