Variances Based on Data with Dead Time Between the Measurements

Abstract

The accepted definition of frequency stability in the time domain is the two-sample variance (or Allan variance). It is based on the measurement of average frequencies over adjacent time intervals, with no "dead time" between the intervals. The primary advantages of the Allan variance are that (1) it is convergent for many actual noise types for which the conventional variance is divergent; (2) it can distinguish between many important and different spectral noise types; (3) the two-sample approach relates to many practical implementations, for example, the rms change of an oscillator's frequency from one period to the next; and (4) Allan variances can be easily estimated at integer multiples of the sample interval. In 1974 a table of bias functions which related variance estimates with various configurations of number of samples and dead time to the two-sample (or Allan) variance was published. The tables were based on noises with pure power-law power spectral densities. Often situations recur which unavoidably have distributed dead time between measurements, but still the conventional variances are not convergent. Some of these applications are outside of the time and frequency field. Also, the dead times are often distributed throughout a given average, and this distributed dead time is not treated in the 1974 tables. This paper reviews the bias functions B1(N, r,p), and B2(r,p) and introduces a new bias function, B3(2, r,p), to handle the commonly occurring cases of the effect of distributed dead time on the computed variances. Some convenient and easy to interpret asymptotic limits are reported. The actual tables will be published elsewhere in book form.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1987
Accession Number
ADA501620

Entities

People

  • David W. Allan
  • James A. Barnes

Organizations

  • National Institute of Standards and Technology

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Abstracts
  • Analysis Of Variance
  • Data Science
  • Dead Time
  • Frequency
  • Frequency Modulation
  • Information Science
  • Intervals
  • Law
  • Mathematical Models
  • Measurement
  • Models
  • Random Walk
  • Sampling
  • Statistics
  • Time Intervals
  • White Noise

Readers

  • Approximation Theory.
  • Positioning, Navigation, and Timing (PNT) Technology.
  • Regression Analysis.