Abstract
Abstract In this article, the principles of robust estimation are applied to the standard basic time scale equation to obtain a new method of assigning weights to clocks. Specifically, the Student's t-distribution is introduced as a new statistical model for an ensemble of clocks that are experiencing phase jumps, frequency jumps or anomalies in their measurement links. The proposed robust time scale is designed to mitigate the effects of these anomalies without necessarily identifying them, but through applying a method of robust estimation for the parameters of a Student's t-distribution. The proposed time scale algorithm using the Student's t-distribution (ATST) is shown to achieve comparable robustness to phase jumps, frequency jumps, and anomalies in the measurements with respect to the AT1 oracle time scale. The AT1 oracle is a special realization of the AT1 time scale which corrects all anomalies by having prior knowledge of their occurrences. The similar performance of ATST and AT1 oracle suggests that the ATST algorithm is efficient for obtaining robustness with no prior knowledge or detection of the occurrences of anomalies.
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