[time-nuts] ADEV vs. OADEV
Ulrich Bangert
df6jb at ulrich-bangert.de
Fri Jan 23 09:03:06 UTC 2009
Magnus,
> So, feel free to short-hand Allan Variance as AVAR, but there are
> context in which this is going to be interpreted as being the
> overlapping Allan variance estimator and not any other estimator, and
> hence using that short-hand can be ambiguous.
Thanks for your insight! And to avoid this ambiguity a single char in
front of AVAR like OAVAR and MAVAR serves pretty well.
Best regards
Ulrich
> -----Ursprungliche Nachricht-----
> Von: time-nuts-bounces at febo.com
> [mailto:time-nuts-bounces at febo.com] Im Auftrag von Magnus Danielson
> Gesendet: Freitag, 23. Januar 2009 01:36
> An: Tom Van Baak; Discussion of precise time and frequency measurement
> Betreff: Re: [time-nuts] ADEV vs. OADEV
>
>
> Tom Van Baak skrev:
> >> One point of confusion is that AVAR(tau) should not be directly
> >> interpreted as Allan Variance in general, it is actually
> already defined
> >> and reserved to mean a chosen Allan Variance estimator. This is an
> >
> > Sorry if I'm jumping into this thread late, but this statement
> > confuses me.
>
> Feel free to join in...
>
> > Since when is "AVAR" not simply short-hand
> > for "Allan Variance"?
>
> Good question. My point being that yes... AVAR is a handy
> short-hand for
> Allan Deviation, but it is also actually a standardised quantity and
> several standards actually define it consistently as a particular
> estimator. It's a good estimator for being of the Allan
> Variance family
> and CPU-cycles should not prohibit us from using it.
>
> Recall that they are all estimators. I think this is a
> crutial point to
> learn really. Once one has accepted that fact, then taking a look at
> which estimator serves me the best becomes the issue of interest, not
> "which is the right one?" which is actually an incorrect question in
> this context.
>
> So, feel free to short-hand Allan Variance as AVAR, but there are
> context in which this is going to be interpreted as being the
> overlapping Allan variance estimator and not any other estimator, and
> hence using that short-hand can be ambiguous. If we want an
> unambiguous
> use of AVAR, do not use AVAR as short-hand for Allan Variance
> when using
> other estimators than the overlapping one. Do as you please,
> but now you
> are aware of the issue.
>
> Also, look at the NIST SP 1065 for instance, where it is clearly
> indicated that the "original" is being superseded in most
> practical use
> for the benefit of the overlapping, giving improved confidence
> intervals. Also, Modified Allan Variance and Theo should be
> considered
> as better alternatives.
>
> The SP 1065 should be a good read for many, as it gives a modern
> overview and also addresses several practical implementational issues
> such as software test-sequences etc. The TN 1337 is a more
> classic view
> and collection of articles.
>
> So... we could argue all we want about "which is the correct Allan
> Variance" but it doesn't really help. The original estimator
> is flawed.
> the overlapping estimator improves confidence and the Theo
> family should
> provide even better results.
>
> > Next you'll tell me SDEV isn't Standard Deviation because some
> > self-important standards organization decided otherwise.
>
> I could probably find a standard defining it to something completely
> different and totally out of context which would not help.
>
> But the reaction is natural, but one must realize that there
> is not real
> "right" here, so sometimes putting down the foot and say
> "this is what
> we define it to be" is needed so that everyone at least do it
> according
> to the same procedures and with known errors... until you
> realize that
> you need something better and move over to some other
> measurement which
> you define in a similar fashion. It's like say the meter
> standard. "This
> is the meter... until we say something different".
>
> Cheers,
> Magnus
>
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