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Maximum likelihood estimators of clock offset and skew under exponential delays

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  • Jun Li
  • Daniel R. Jeske

Abstract

Accurate clock synchronization is essential for many data network applications. Various algorithms for synchronizing clocks rely on estimators of the offset and skew parameters that describe the relation between times measured by two different clocks. Maximum likelihood estimation (MLE) of these parameters has previously been considered under the assumption of exponentially distributed network delays with known means. We derive the MLEs under the more common case of exponentially distributed network delays with unknown means and compare their mean‐squared error properties to a recently proposed alternative estimator. We investigate the robustness of the derived MLE to the assumption of non‐exponential network delays, and demonstrate the effectiveness of a bootstrap bias‐correction technique. Copyright © 2009 John Wiley & Sons, Ltd.

Suggested Citation

  • Jun Li & Daniel R. Jeske, 2009. "Maximum likelihood estimators of clock offset and skew under exponential delays," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(4), pages 445-459, July.
  • Handle: RePEc:wly:apsmbi:v:25:y:2009:i:4:p:445-459
    DOI: 10.1002/asmb.777
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    Cited by:

    1. Azzalini, Adelchi, 2022. "An overview on the progeny of the skew-normal family— A personal perspective," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    2. Aichhorn, Andreas & Etzlinger, Bernhard & Unterweger, Andreas & Mayrhofer, René & Springer, Andreas, 2018. "Design, implementation, and evaluation of secure communication for line current differential protection systems over packet switched networks," International Journal of Critical Infrastructure Protection, Elsevier, vol. 23(C), pages 68-78.
    3. Christian E. Galarza & Larissa A. Matos & Victor H. Lachos, 2022. "An EM algorithm for estimating the parameters of the multivariate skew-normal distribution with censored responses," METRON, Springer;Sapienza Università di Roma, vol. 80(2), pages 231-253, August.
    4. Cheng, Qixiu & Lin, Yuqian & Zhou, Xuesong (Simon) & Liu, Zhiyuan, 2024. "Analytical formulation for explaining the variations in traffic states: A fundamental diagram modeling perspective with stochastic parameters," European Journal of Operational Research, Elsevier, vol. 312(1), pages 182-197.

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