Relationship Between Allan Variances and Kalman Filter Parameters

Abstract

In this paper we construct a relationship between the Allan variance parameters (h2, h1, h0, h(-1) and (h-2) and a Kalman Filter model that would be used to estimate and predict clock phase, frequency and frequency drift. To start with we review the meaning of those Allan Variance parameters and how they are arrived at for a given frequency source. Although a subset of these parameters is arrived at by measuring phase as a function of time rather than as a spectral density, they all represent phase noise spectral density coefficients, though not necessarily that of a rational spectral density.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1984
Accession Number
ADA497248

Entities

People

  • A. J. Van Dierendonck
  • J. B. Mcgraw
  • R. G. Brown

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Covariance
  • Data Science
  • Filters
  • Frequency
  • Global Positioning Systems
  • Information Science
  • Kalman Filters
  • Mathematical Filters
  • Navigation
  • Oscillators
  • Random Walk
  • Standards
  • Statistical Algorithms
  • Statistics
  • Time Domain
  • White Noise

Readers

  • Plasma Physics.
  • Positioning, Navigation, and Timing (PNT) Technology.
  • Theoretical Analysis.