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The analytic technique above relies on known values of A and B, but in a
real system the amplitudes are not known, and furthermore, will slowly
vary. A heuristic algorithm is used to track these variations. For the
purposes of amplitude tracking one can assume that
and
are uniformly distributed in
. Consequently,
is also uniform in
.
One simple heuristic for amplitude tracking is to compute the maximum
and minimum values of
over
, where
is
chosen such that
and
do not vary appreciably.
Assuming without loss of generality that
, the minimum
will be close to
and the maximum will be close to
, from which estimates of
and
can be determined.
Unfortunately, it turns out that this heuristic does not perform well in
the presence of noise.
A better performing heuristic is obtained by using the median
of
. Define
Since the expected value of
is given by
it follows that
for reasonably large
.
Conditioning on the event
, it follows that
is uniform in
Therefore,
Similarly,
Thus,
, and similarly
. If
then
and
. Using only the norms of
over a set of samples,
and
can be estimated fairly
accurately.
Next: 5 Noise
Up: An Analytic Technique to
Previous: 3 The Tracking Algorithm
Jon Hamkins
1999-10-29