where the 0 z i # (m) terms are the phase averages from the triply extended subsequence, and the prefix 0 denotes that thelinear trend has been removed. At the largest possible averaging factor, m = N/3, the outer summation consists <strong>of</strong>only one term, but the inner summation has 6m terms, thus providing a sizable number <strong>of</strong> estimates for the variance.Reference for Modified Total VarianceD.A. Howe and F. Vernotte, “Generalization <strong>of</strong> the Total Variance Approach to the Modified Allan Variance,” Proc.31 st PTTI Meeting, pp. 267-276, Dec. 1999.5.2.13. Time Total VarianceThe time total variance, TTOT, is a similar measure <strong>of</strong> time stability, based on themodified total variance. It is defined as32 τ2σx( τ) = ⋅ Modσtotal( τ )(28)3The time total variance is ameasure <strong>of</strong> time stabilitybased on the modified totalvariance.5.2.14. Hadamard Total VarianceThe Hadamard total variance, HTOT, is a total version <strong>of</strong> the Hadamard variance.As such, it rejects linear frequency drift while <strong>of</strong>fering improved confidence at largeaveraging factors.An HTOT calculation begins with an array <strong>of</strong> N fractional frequency data points, y iwith sampling period τ 0 that are to be analyzed at averaging time τ =m τ 0. HTOT iscomputed from a set <strong>of</strong> N − 3m + 1 subsequences <strong>of</strong> 3m points. First, a linear trend(frequency drift) is removed from the subsequence by averaging the first and lasthalves <strong>of</strong> the subsequence and dividing by half the interval. Then the drift-removedThe Hadamard total variancecombines the features <strong>of</strong> theHadamard and total variancesby rejecting linear frequencydrift, handling more divergentnoise types, and providingbetter confidence at largeaveraging factors.subsequence is extended at both ends by uninverted, even reflection. Next the Hadamard variance is computed forthese 9m points. Finally, these steps are repeated for each <strong>of</strong> the N − 3m + 1 subsequences, calculating HTOT as theiroverall average. These steps are shown in Figure11.26
Fractional <strong>Frequency</strong> Data y i, i = 1 to NN-3m+1 Subsequences:3my ii=n to n+3m-1Linear Freq Drift Removed:0 y i y i= y i- c i ⋅ i, c i= freq drift9mExtended Subsequence: 0 y # n-l= 0 y n+l-1 0 y # i 0 y # n+3m+l-1=Uninverted, Even Reflection:0 y n+3m-l1 ≤ l ≤ 3m9 m-Point Averages:6m 2nd Differences:Had σ 2Calculate Had σ 2 y (τ) = 1/6 ⋅ 〈 z 2 n(m) 〉, wherey (τ) for Subsequence: _ _ _z n(m) = y n(m) - 2y n+m(m) + y n+2m(m)Then Find HTOT as Average <strong>of</strong> SubestimatesFigure 11. Steps to calculate Hadamard Total Variance.Computationally, the HTOT process requires three nested loops:• An outer summation over the N − 3m + 1 subsequences. The 3m-point subsequence is formed, its linear trend isremoved, and it is extended at both ends by uninverted, even reflection to 9m points.• An inner summation over the 6m unique groups <strong>of</strong> m-point averages from which all possible fully overlappingsecond differences are used to calculate HVAR.• A loop within the inner summation to sum the frequency averages for three sets <strong>of</strong> m points.The final step is to scale the result according to the sampling period, τ 0 , averaging factor, m, and number <strong>of</strong> points, N.Overall, this can be expressed as:N− 3m+ 1 n+ 3m−12 1 ⎛ 12 ⎞TotalHσy ( m, τ0, N ) = ( Hi( m))6( N − 3m+ 1)⎜n= 1 6m⎟⎝ i= n−3m⎠∑ ∑ , (29)where the H i (m) terms are the z n (m) Hadamard second differences from the triply extended, drift-removedsubsequences. At the largest possible averaging factor, m = N/3, the outer summation consists <strong>of</strong> only one term, butthe inner summation has 6m terms, thus providing a sizable number <strong>of</strong> estimates for the variance. The Hadamardtotal variance is a biased estimator <strong>of</strong> the Hadamard variance, so a bias correction is required that is dependent on thepower law noise type and number <strong>of</strong> samples.The following plots shown the improvement in the consistency <strong>of</strong> the overlapping Hadamard deviation resultscompared with the normal Hadamard deviation, and the extended averaging factor range provided by the Hadamardtotal deviation [10].27
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- Page 6 and 7: PrefaceI have had the great privile
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- Page 11 and 12: 1 IntroductionThis handbook describ
- Page 13 and 14: Original Allan (a)Overlapping Allan
- Page 15 and 16: 3 Definitions and TerminologyThe fi
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- Page 19 and 20: 5 Time Domain StabilityThe stabilit
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- Page 23 and 24: (a)(c)(b)Figure 5. (a) Simulated fr
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- Page 27 and 28: 22 df ⋅ sχ = , (12)2σwhere χ²
- Page 29 and 30: References for Time Variance1. D.W.
- Page 31 and 32: M− 3m+1 j+ m−121⎧⎫Hσy( τ)
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- Page 45 and 46: where S φ is the spectral density
- Page 47 and 48: References for Dynamic Stability1.
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The expected PSD values that corres
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8.1. White Noise GenerationWhite no
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9 Measuring SystemsFrequency measur
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factor. For example, if two 5 MHz s
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Figure 37. Random telegraph signal
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10 Analysis ProcedureA frequency st
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5 Remove the frequencydrift, leavin
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10.4. Gap HandlingGaps should be in
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References for Gaps, Jumps, and Out
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Table 23. Stability data for unit u
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B1 ⎡ ⎤∑∑− , (72)⎣ ⎦M
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The total deviation canprovide bett
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The Hadamard variance isinsensitive
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Table 28. Detection of periodic com
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11.6. White FM Noise of a Frequency
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12 SoftwareSoftware is necessary to
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This expression produces a series o
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13 GlossaryThe following terms are
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14 Bibliography• NotesA. These re
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44. P. Lesage and T. Ayi, “Charac
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81. J. McGee and D.A. Howe, “Thê
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• Noise Identification122. J.A. B
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162. W.J. Riley, “Addendum to a T
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OOutlier . 41, 75, 106, 108, 109, 1
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NIST Technical PublicationsPeriodic