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Allan Variance Calculation for Nonuniformly Spaced Input Data
ARMY ARMAMENT RESEARCH DEVELOPMENT AND ENGINEERING CENTER PICATINNY ARSENAL NJ WEAPONS AND SOFTWARE ENGINEERING CENTER
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The Allan Variance AV characterizes the temporal randomness in sensor output data streams at various times scales. The conventional formula for calculating the AV assumes that the data samples are evenly spaced in time. The problem addressed here is that in some data streams, the data samples are not evenly spaced in time. This report presents a modified approach to AV calculation, which accommodates nonuniformly spaced time samples. The basic concept of the modified approach is that all bins used for averaging have the same time duration, though they may have different numbers of samples. The report presents and documents the Matlab program that was used to implement the modified approach. A key advantage of the approach presented here is that it can accommodate input data streams with arbitrary time spacing between data points. Also, it automatically calculates the range of valid arguments to the AV function, and it calculates and plots the AV only for arguments in that range.
APPROVED FOR PUBLIC RELEASE