On Mon, 9 Mar 2020 16:46:38 -0700
jimlux <jim...@earthlink.net> wrote:
> A Maximum Likelihood LMS estimator is essentially a special case of a
> Kalman filter.
A small nitpick here:
The maximum likelihood estimator and Kalman filter are only equivalent
under the assumption of white gaussian noise. If the noise is correlated
(as is the case for flicker phase, white frequency... ), the two behave
(slightly) differently. A GPSDO is kind of a corner case here. While the
LO phase noise is clearly not white anymore, the noise of the GPS PPS
(after sawtooth correction) is pretty close to being white, though not
exactly. As the GPS noise is the dominiating one, assuming white noise
is most likely to be good enough for us to do a successful design using
standard techniques (which all assume white noise).
Attila Kinali
--
In science if you know what you are doing you should not be doing it.
In engineering if you do not know what you are doing you should not be doing it.
-- Richard W. Hamming, The Art of Doing Science and Engineering
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