1999
DOI: 10.1109/58.796124
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Total variance, an estimator of long-term frequency stability [standards]

Abstract: Total variance is a statistical tool developed for improved estimates of frequency stability at averaging times up to one-half the test duration. As a descriptive statistic, total variance performs an exact decomposition of the sample variance of the frequency residuals into components associated with increasing averaging times. As an estimator of Allan variance, total variance has greater equivalent degrees of freedom and lesser mean square error than the standard unbiased estimator has.

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Cited by 82 publications
(49 citation statements)
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“…The Total Deviation is similar to the better-known Allan deviation, but is a better predictor of long-term fractional frequency instability. 31 The inset is a histogram of the optical frequency measurements, together with a fitted Gaussian function. A recent evaluation of all measurements gives the value of the Hg + frequency f (Hg + ) = 1 064 721 609 899 145.30 ± 0.69 Hz.…”
Section: -18mentioning
confidence: 99%
“…The Total Deviation is similar to the better-known Allan deviation, but is a better predictor of long-term fractional frequency instability. 31 The inset is a histogram of the optical frequency measurements, together with a fitted Gaussian function. A recent evaluation of all measurements gives the value of the Hg + frequency f (Hg + ) = 1 064 721 609 899 145.30 ± 0.69 Hz.…”
Section: -18mentioning
confidence: 99%
“…The final and most compelling reason for consideringν 2 X (τ j ) is that its mean square error can be smaller thanν 2 X (τ j ); i.e., since the mean square error of an estimator is equal to the sum of its variance and its squared bias, the bias inν 2 X (τ j ) is compensated for by a decrease in its variability due to the use of the additional MODWT wavelet coefficients. For details, see Greenhall et al [13], where it is noted that the improvement in mean square error comes about only if, instead of analyzing {X t } itself, we apply the MODWT to a series of length 2N formed by extending {X t } with a reflected (i.e., time reversed) version of itself; i.e., we analyze…”
Section: The Wavelet Variancementioning
confidence: 99%
“…Our decision to avoid the Allan variance is deliberate, as its form -effectively a moving average -specifically masks the effect of LO noise components with long correlation times. In fact the Allan variance is employed by the community in part because it does not diverge at long integration times τ due to LO drifts, as would the sample or true variance [26,[28][29][30]. In the limit where the stability of a frequency reference is dominated by LO noise (and the reference can be treated as perfect) this approach gives physically meaningful results.…”
Section: B Measures Of Frequency Standard Stability For Unlocked Andmentioning
confidence: 99%