A Large Deviations Analysis of Range Tracking Loops.pdfVIP

A Large Deviations Analysis of Range Tracking Lo ops Amir Demb o Department of Mathematics and Department of Statistics Stanford University Stanford CA USA Ofer Zeitouni y Department of Electrical Engineering Technion Haifa Israel Novemb er Abstract Large deviations theory is applied to the analysis of a discrete time range tracking lo op It is shown that the resulting asymptotics dier from those of the continuous time diusion limit Intro duction and main results In the design of tracking lo ops in the presence of noise two p erformance measures are of outmost imp ortance the steady state error accuracy of the lo op and the time till lo ck is lost stability of the lo op While the analysis of the lo op accuracy may usually b e p erformed by considering a linearized version of the lo op it is well known that this is not a go o d approach for studying stability At least when the tracking lo op may b e mo deled as a Markov pro cess analytic solutions for the latter question exist Those solutions are hardly ever explicitly computable Since often one is interested in systems where some natural parameter is small for example the Noise to Signal Partially supp orted by grants NIH RHG NSF DMS and by a USISRAEL BSF grant y Partially supp orted by a USISRAEL BSF grant ratio or the bandwidth an asymptotic study of the stability question which hop efully yields explicit expressions is of interest In recent years large deviations metho ds have b een applied extensively to the latter problem Beginning with the pioneeri