An estimation algorithm of a second-order phase-locked loop system

The stochastic Phase Locked Loop (PLL) system is an appealing and non-trivial case in stochastic system theory. The equation describing the stochastic PLL system is a second-order non-linear fluctuation equation. In this paper, the stochastic version of the Phase Locked Loop system, which accounts t...

Full description

Saved in:
Bibliographic Details
Published in2012 International Conference on Computer Communication and Informatics pp. 1 - 4
Main Authors Gawalwad, B. G., Patil, N. S., Sharma, S. N.
Format Conference Proceeding
LanguageEnglish
Published IEEE 01.01.2012
Subjects
Approximation methods
Brownian motion
Equations
Estimation
Itô differential rule
Mathematical model
Phase locked loops
second-order PLL systems
Stochastic processes
the Fokker-Planck equation
Trajectory
Online AccessGet full text

Cover

More Information
Summary:The stochastic Phase Locked Loop (PLL) system is an appealing and non-trivial case in stochastic system theory. The equation describing the stochastic PLL system is a second-order non-linear fluctuation equation. In this paper, the stochastic version of the Phase Locked Loop system, which accounts the noise contribution at the output of the multiplier, is analysed from estimation-theoretic viewpoint. The estimation theory of the second-order PLL system is accomplished using the Kolmogorov forward and backward equations. As a result of this, a set of two estimation evolution equations for the stochastic problem of concern here is obtained. Approximate evolution equations that can be regarded as a convenient structure from the numerical simulation view point are derived as well.
ISBN:9781457715808
1457715805
DOI:10.1109/ICCCI.2012.6158891