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Distribution Function for Estimates of Allan Variance: Theory and Practice

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Measurement Techniques Aims and scope

We obtain analytic expressions for normalized autocorrelation functions of frequency variations for the main types of noise in frequency fluctuations. These expressions enable one to calculate central moments of the distribution of estimates of the Allan variance and the function of this distribution. Using the χ2 distribution, we analyze the errors of the quantiles of the distribution as well as the displacements of the Allan variance estimates.

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Authors and Affiliations

  1. Central Research Institute of the Air Defense Forces, Defense Ministry of the Russian Federation, Tver, Russia

    S. G. Maksimenko

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  1. S. G. Maksimenko
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Correspondence to S. G. Maksimenko.

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Translated from Izmeritel’naya Tekhnika, No. 6, pp. 20–25, June, 2018.

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Maksimenko, S.G. Distribution Function for Estimates of Allan Variance: Theory and Practice. Meas Tech 61, 546–553 (2018). https://doi.org/10.1007/s11018-018-1464-8

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  • DOI: https://doi.org/10.1007/s11018-018-1464-8

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