Phase locked loop with optimal state feedback controller
In a method of recovering timing information over a packet network at a local receiver, timing information is received at intervals timing from a remote source and compared with a locally generated clock signal to generate an input signal y(k) subject to noise representative of the phase difference between the source clock signal and the local receiver clock signal. The input signal is applied to a state feedback controller, preferably including a Kalman filter, to generate a control signal with reduced noise. The control signal is used to control an oscillator in a way so as to reduce the phase difference and generate a slave clock.
1. A method of recovering timing information over a packet network at a local receiver, comprising:
receiving at intervals timing information about a remote source clock signal;
generating a local clock signal with a controlled oscillator;
comparing the local timing signal with the received timing information to generate noisy input signal y(k) representative of the phase difference between the source clock signal and the local receiver clock signal;
applying said input signal y(k) to a state feedback controller to generate a control signal with reduced noise; and
controlling said controlled oscillator with said control signal to reduce said phase difference and generate a slave clock signal from said remote clock signal;
wherein an adaptive state estimator computes estimated internal states of said feedback controller, said internal states respectively representing phase and frequency offset, and wherein said control signal is derived from a combination of said computed internal states, said adaptive state estimator being a Kalman filter wherein the state space description of said Kalman filter is given by
x n =F n-1 ·x n-1 +G n ·u n +w n
and
y ( n )= H n ·x n +v n
where y(n) is the measured transit time given of timing signals through the network, F n-1 is the state transition matrix, x n is the timing recovery system state vector, H n is the measurement matrix, G n is the input matrix, u n is an input, v n represents the amount of network jitter, w n is the variance vector of the process noise.
2. A method as claimed in claim 1 . wherein said combination is a linear combination.
3. A method as claimed in claim 1 , wherein timing information is received from multiple input source clocks, and the state-space for the Kalman filter is given by:
y
n
=
[
y
1
(
n
)
…
y
N
(
n
)
]
where y 1 (n) . . . y N (n) are transit times collected from N streams,
x
n
=
[
Ω
1
(
n
)
Ω
2
(
n
)
…
Ω
N
(
n
)
α
n
]
where Ω 1 (n) . . . Ω N (n) represent the estimated phase for each stream and
α n is the frequency offset between the client local oscillator and the primary reference clock;
for multi stream timing packets, the measurement matrix and state transition matrix are respectively
H
n
=
[
1
0
…
0
Δ
T
x
1
(
n
)
0
1
0
…
Δ
T
x
2
(
n
)
…
…
…
…
…
0
0
…
1
Δ
T
xN
(
n
)
]
and
F
n
-
1
=
[
1
0
…
0
Δ
T
x
1
(
n
-
1
)
0
1
0
…
Δ
T
x
2
(
n
-
1
)
…
…
…
…
…
0
0
…
1
Δ
T
xN
(
n
-
1
)
0
0
0
…
1
]
.
4. A method as claimed in claim 1 , wherein said timing information arrives in the form of time stamped packets from the source, said local receiver generates time stamped packets based on the output of said controlled oscillator and coinciding with the arrival of time stamped packets from the source, and said time stamped packets received from the source are compared with the locally generated time stamped packets to derive said input signal.
5. A phase locked loop for recovering timing information over a packet network at a local receiver, comprising:
a controlled oscillator for generating a slave signal in response to a control signal;
a phase comparator for comparing timing information received from a remote source with the slave signal to generate a noisy input signal; and
a state feedback controller for generating a cleaned control signal from the noisy input signal;
wherein said state feedback controller includes an adaptive state estimator arranged to estimate internal states of said feedback controller, said internal states respectively representing phase and frequency offset, and a combiner for combining said computed internal states to produce said control signal; and
wherein said adaptive state estimator is a Kalman filter having a state space description given by
x n =F n-1 ·x n-1 +G n ·u n +w n
and
y ( n )= H n ·x n +v n
where y(n) is the measured transit time given of timing signals through the network, F n-1 is the state transition matrix, x n is the timing recovery system state vector, H n is the measurement matrix, G n is the input matrix, u n is an input, v n represents the amount of network jitter, w n is the variance vector of the process noise.
6. A phase locked loop as claimed in claim 5 , wherein said combiner is a linear combiner.
7. A phase locked loop as claimed in claim 5 having multiple input streams, wherein the state space description of the Kalman filter is given by
y
n
=
[
y
1
(
n
)
…
y
N
(
n
)
]
where y 1 (n) . . . y N (n) are transit times collected from N streams,
x
n
=
[
Ω
1
(
n
)
Ω
2
(
n
)
…
Ω
N
(
n
)
α
n
]
where Ω 1 (n) . . . Ω N (n) represent the estimated phase for each stream and
α n is the frequency offset between the client local oscillator and the primary reference clock;
for multi stream timing packets, the measurement matrix and state transition matrix are respectively
H
n
=
[
1
0
…
0
Δ
T
x
1
(
n
)
0
1
0
…
Δ
T
x
2
(
n
)
…
…
…
…
…
0
0
…
1
Δ
T
xN
(
n
)
]
and
F
n
-
1
=
[
1
0
…
0
Δ
T
x
1
(
n
-
1
)
0
1
0
…
Δ
T
x
2
(
n
-
1
)
…
…
…
…
…
0
0
…
1
Δ
T
xN
(
n
-
1
)
0
0
0
…
1
]
.
8. Timing recovery apparatus for recovering timing information over a packet network at a local receiver, comprising:
an input for receiving remote time stamped packets from a remote source over the packet network;
a local controlled oscillator for generating a slave clock in response to a cleaned control signal;
a generator for generating local time stamped packets based on said slave clock and coinciding with the arrival of time stamped packets from the source;
a comparator for comparing said time stamped packets received from the source with the locally generated time stamped packets to derive said input signal; and
a state feedback controller for generating said cleaned control signal from said input signal;
wherein said state feedback controller includes an adaptive state estimator arranged to estimate internal states of said feedback controller, said internal states respectively representing phase and frequency offset, and a combiner for combining said computed internal states to produce said control signal; and
wherein said adaptive state estimator is a Kalman filter having a state space description given by
x n =F n-1 ·x n-1 +G n ·u n +w n
and
y ( n )= H n ·x n +v n
where y(n) is the measured transit time given of timing signals through the network, F n-1 is the state transition matrix, x n is the timing recovery system state vector, H n is the measurement matrix, G n is the input matrix, u n is an input, v n represents the amount of network jitter, w n is the variance vector of the process noise.
9. A timing recovery apparatus as claimed in claim 8 , wherein said combiner is a linear combiner.
10. A timing recovery apparatus as claimed in claim 8 having multiple input streams, wherein the state space description of the Kalman filter is given by
y
n
=
[
y
1
(
n
)
…
y
N
(
n
)
]
where y 1 (n) . . . y N (n) are transit times collected from N streams,
x
n
=
[
Ω
1
(
n
)
Ω
2
(
n
)
…
Ω
N
(
n
)
α
n
]
where Ω 1 (n) . . . Ω N (n) represent the estimated phase for each stream and
α n is the frequency offset between the client local oscillator and the primary reference clock;
for multi stream timing packets, the measurement matrix and state transition matrix are respectively
H
n
=
[
1
0
…
0
Δ
T
x
1
(
n
)
0
1
0
…
Δ
T
x
2
(
n
)
…
…
…
…
…
0
0
…
1
Δ
T
xN
(
n
)
]
and
F
n
-
1
=
[
1
0
…
0
Δ
T
x
1
(
n
-
1
)
0
1
0
…
Δ
T
x
2
(
n
-
1
)
…
…
…
…
…
0
0
…
1
Δ
T
xN
(
n
-
1
)
0
0
0
…
1
]
.