1978
DOI: 10.1109/tac.1978.1101800
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Spectral estimation of continuous-time processes: Performance comparison between periodic and Poisson sampling schemes

Abstract: instabilities especially in the residual modes where there is little or no stability margin. In a very simple and mathematically well-known example of a flexible system, we have illustrated the residual mode instability caused by spillover (Section V).Observation spillover can be virtually eliminated with a phase-locked loop prefilter (Section IV) and the closed-loop system poles then become the controlled poles, the estimator poles, and the residual poles (Section III) and no instabilities can occur. Allowanc… Show more

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Cited by 21 publications
(7 citation statements)
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“…It puts additional constraints on ψ that are not required in the standard spectral estimation of discrete-parameter processes. In fact, we have the following lemma due to Masry [9]. LEMMA 3.1 Let the covariance function R x (t) of the process X be such that…”
Section: Periodic Samplingmentioning
confidence: 99%
“…It puts additional constraints on ψ that are not required in the standard spectral estimation of discrete-parameter processes. In fact, we have the following lemma due to Masry [9]. LEMMA 3.1 Let the covariance function R x (t) of the process X be such that…”
Section: Periodic Samplingmentioning
confidence: 99%
“…In point of fact, in a series of LDA sampling instants the number of sampling instants per distinct time interval is Poisson distributed while the sampling intervals resemble realizations of an exponential white noise process. The propagation equation for the so-called Poisson sampling process is [4] for an exponential white noise process with mean , known as the sampling-interval process; , and are assumed to be mutually independent.…”
Section: Modeling Measurementsmentioning
confidence: 99%
“…A systematic numerical comparison is not available in the literature. A simulated example given by Masry [24] was meant only to highlight the problem of aliasing and to demonstrate how it can be overcome with irregular sampling. Studies by Roughan [18] in the special case of active measurements for network performance produced mixed results, which led the author to conclude that, while spectral estimators based on Poisson sampling have less efficiency (i.e., high variance), such techniques could be used to detect periodicities in the system, and to determine which rate of regular sampling would be inadequate.…”
Section: Introductionmentioning
confidence: 99%