[ntp:questions] [Thumbgps-devel] good paper on timing and delay

Brian Utterback brian.utterback at oracle.com
Wed May 23 15:53:59 UTC 2012

On 05/23/12 10:21, unruh wrote:
> On 2012-05-22, Eric S. Raymond<esr at thyrsus.com>  wrote:
>> It's possible that Kalman filtering could be useful for cleaning noise
>> from an NTP server's measurements of propagation delay.  It's a general
>> technique used for all kinds of noisy time series.
> Could be. Ntpd's handling of noise has always been primative. Mills
> would probably claim that it is thus for robustness, but I think the
> evidence is sparse. chrony uses least squares fitting to try to
> eliminate the random noise, and tends to do much better than ntpd at
> keeping the time near the true time ( about 2-3 times better in my
> tests). It does this by retaining more information about the past
> behaviour, rather than simply retaining one number or two (current time
> and rate).
> Note that reading that Wikipedia entry, the current ntpd scheme is a
> Kalman filter it would seem.
> If you are in a situation of limited memory, so that saving say the last
> 60 measurements is far too expensive, then a markovian model is good. We
> are not in that state with modern computers.

I wish I knew more about Statistics. Clearly the behavior of individual 
poll data over time tells you something about the drift rate. And 
adjusting for drift over time means that they also tell you something 
about the offset. And just as clearly for any set of poll data, the 
smaller the delay the less the maximum offset error. I wonder if this is 
a solved problem in Stats? There must be an optimum solution to making 
this calculation, one that does not blindly throw away a lot of data 
just because it isn't the best data of the set, nor ignore the fact that 
some of the data has a better error tolerance than the rest.


Always code as if the guy who ends up maintaining your code will be a
violent psychopath who knows where you live. - Martin Golding
Brian Utterback - Solaris RPE, Oracle Corporation.
Ph:603-262-3916, Em:brian.utterback at oracle.com

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