A Reappraisal of Frequency Domain Techniques for Assessing Frequency Stability Measurements
Abstract
In contrast to common practise in many other physical sciences, the statistical analysis of PTTI data is often based directly on time domain techniques rather than on frequency domain (spectral analysis) techniques. The predominant analysis technique in the PTTI community, namely, the two-sample (or Allan) variance, is often used to indirectly infer frequency domain properties under the assumption of a power-law spectrum. Here we argue that direct use and estimation of the spectrum of PTTI data have a number of potential advantages. First, spectral estimators are typically scaled independent chi-square random variables with a known number of degrees of freedom. These properties allow easy computation of the variance of estimators of various quantities that are direct functions of the spectrum. Second, the effect of detrending data can be quantified more easily in the frequency domain than in the time domain. Third, the variance of estimators of the two-sample variance can be expressed in terms of readily estimated spectral density functions. This allows one to generate confidence intervals for the two-sample variance without explicitly assuming a statistical model. Fourth, there exist tractable statistical techniques for estimating the spectrum from data sampled on an unequally spaced grid or from data corrupted by a small proportion of additive outliers. The two-sample variance cannot be readily generalized to these situations.
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1987
- Accession Number
- ADA500554
Entities
People
- Donald B. Percival
Organizations
- University of Washington