Modulo-2piphase sequence estimation (Corresp.)

The probabilistic evolution of random walk on the circle is studied, and the results are used to derive a maximum {\em a posteriori} probability (MAP) sequence estimator for phase. The sequence estimator is a Viterbi tracker for tracking phase on a finite-dimensional grid in
[-\pi,\pi)
. The algorithm is shown to provide a convenient method for obtaining fixed-lag phase estimates. Performance characteristics are presented and compared with several published nonlinear filtering algorithms.