Hi Erik,

On 2022-01-30 12:46, Erik Kaashoek wrote:
In a timestamping counter I'm trying to calculate phase and frequency using statistical techniques. The counter has two counters, one for the input events and one for an internal clock.
The capturing of these counters happens synchronized with an event.
The counter takes the timestamps at more or less regular, but not identical, intervals
An example of 20 captures is:

Events       Clock
280707207    1693452332
280708207    1693473665
280709207    1693494999
280710207    1693516332
280711207    1693537665
280712207    1693558999
280713207    1693580332
280714206    1693601644
280715207    1693622999
280716206    1693644310
280717206    1693665644
280718206    1693686977
280719206    1693708311
280720206    1693729644
280721206    1693750977
280722206    1693772311
280723206    1693793644
280724206    1693814977
280725206    1693836310
280726206    1693857644

By subtracting the counts at the first capture one gets:

Events  Clock
0       0
1000    21333
2000    42667
3000    64000
4000    85333
5000    106667
6000    128000
6999    149312
8000    170667
8999    191978
9999    213312
10999    234645
11999    255979
12999    277312
13999    298645
14999    319979
15999    341312
16999    362645
17999    383978
18999    405312

It is visible the clock count interval is not completely constant and the mathematical method used should be able to deal with these interval variations. To calculate the ratio between the frequency of the events and the frequency of the clock a linear regression is calculated where the event capture is the X and the clock capture is the Y. The slope of the linear regression is the ratio between the frequency of the events and the frequency of the clock. To calculate the phase between the clock and the events it is assumed that the regression also provides the Y intersect for X is zero as the fractional correction of the clock count at event count zero as the capture happened synchronized with the event (and NOT with the clock)
I think you got off to a great start there.

This leads me to my questions:
1: Is using linear regression as described above a good method to calculate the phase relation between events and clock? If not, what method to use?

Modern counters use linear regression. However, the usual formulas can run into numerical precission issues. An alternative approach is to do least square analysis, that gives the same benefit as linear regression, but the calculation can be made to avoid or control numerical precission issues.

To get started, classic linear regression is doing just fine.

You should be aware that the effective bandwidth you have will depend on the number of samples, so as you later perform ADEV it will be affected by the filtering of the linear regression/least square, the same filtering helping you do good measures, as it supress white noise.

It is often incorrectly claimed that linear regression will give optimum frequency estimation, this is not true.

2: For highest accuracy of the calculation output, is it best the captures are at (almost) regular intervals (as above) or is some form of dithering of the interval better? And what form of dithering is best?

That will not help you in a good way. Keep it as close to the same interval as you can, and then let the linear regression work for you. The supression slope will be the optimum 1/(N^1.5) until you hit the noise floor of other noises.

There is a systematic noise you want to fight, and the best way to fight it is with dither-signal onto the quantization, and the sample points on a large scale is not the best method. Typically a "white noise" is better. However, the other filtering method does most of this anyway so it is rarely done.

3: Assuming it is possible to have a large amount (1e+5) of captures per measurement interval, are there other or additional methods to further improve the accuracy?

Linear regression / least square at a high rate can let you decimate data for good precision and high read-out rate.

Maybe this [1] article of mine can be of inspiration.

Cheers,
Magnus

[1] https://www.academia.edu/63957662/Memory_efficient_high_speed_algorithm_for_multi_%CF%84_PDEV_analysis

_______________________________________________
time-nuts mailing list -- [email protected] -- To unsubscribe send an 
email to [email protected]
To unsubscribe, go to and follow the instructions there.

Reply via email to