[time-nuts] Hadamard variance

Tom Van Baak tvb at LeapSecond.com
Wed Apr 8 22:58:12 UTC 2009

> According to Wikipedia, this is insensitive to drift and so seems like
> a better tool for measuring oscillators, like ocxo. I don't think I've
> seen this being used by anyone on the list and wonder why?

Hi Steve,

I use it sometimes when I need to. But note that in most cases
you do NOT want to ignore drift. If you measure an OCXO for
the purpose of using it in a clock or appliance or radio or test
equipment you really do want to know if it has drift or not. ADEV
will show this, while HDEV will not. So you have to be careful
about using statistics that deliberately and quietly ignore effects
that may be important to your application.

On the other hand, if you are choosing an OCXO to be used
in a smart GPSDO which you know has internal adaptive drift
rate calculation and compensation then, yes, HDEV would be
a more appropriate statistic than ADEV.

But before you run off and use HDEV for everything note that
the other practice that is far more common -- simply remove
frequency drift from the raw data before computing an ADEV
on the residuals. If you look at plots in professional journals you
will often find comments to the effect that phase, frequency, or
drift offsets have been added or removed prior to making said
phase, frequency, or stability plots.

Here, to see the difference that HDEV makes (or not) see:

The command line program that I use (ADEV3) these days:
Tool for ADEV, MDEV, HDEV:

Source code (compiles in windows, bsd, or linux)


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