Simulation Study Using a New Type of Sample Variance

Abstract

We evaluate with simulated data a new type of sample variance for the characterization of frequency stability. The new statistic (referred to as TOTALVAR and its square root TOTALDEV) is a better predictor of long-term frequency variations than the present sample Allan deviation. The statistical model uses the assumption that a time series of phase or frequency differences is wrapped (periodic) with overall frequency difference removed. We find that the variability at long averaging times is reduced considerably for the five models of power-law noise commonly encountered with frequency standards and oscillators.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1995
Accession Number
ADA509016

Entities

People

  • D. A. Howe
  • K. J. Lainson

Organizations

  • National Institute of Standards and Technology

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Computer Programs
  • Frequency
  • Frequency Standards
  • Frequency Synthesizers
  • Law
  • Measurement
  • Modulation
  • Noise
  • Noise Modulation
  • Numbers
  • Oscillators
  • Random Variables
  • Random Walk
  • Simulations
  • Square Roots
  • Standards
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Computational Modeling and Simulation
  • Positioning, Navigation, and Timing (PNT) Technology.