Simulation Study Using a New Type of Sample Variance
NATIONAL INST OF STANDARDS AND TECHNOLOGY BOULDER CO TIME AND FREQUENCY DIV
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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.
- Numerical Mathematics