[time-nuts] Nerd facts - 45 years since Allan variance article

Magnus Danielson magnus at rubidium.dyndns.org
Sat Feb 19 13:09:14 UTC 2011


Fellow time-nuts,

I thought that a small blip on the screen to alert you on historical 
context was appropriate.

In 1964 NASA and IEEE held a "NASA-IEEE Symposium on Short-Term 
Stability" [1] producing a nice set of articles.

This was followed a special issue of IEEE proceedings on Frequency 
Stability in Feb 1966. In this the articles "Statistics of Atomic 
Frequency Standards" by David W. Allan [2] summarise various M-sample 
variance measures, analyses them and find them bias-related to the 
2-sample variance. Further, the analysis provide proof for the 
convergence problems for large M values, thus showing that the 2-sample 
variance provides a base-case which every other M-sample variance can be 
related to. Essentially this kills the interest in M-sample variances 
and replaces it with the 2-sample variance. Similarly, for dead-time 
values they can using bias functions be related to non dead-time values. 
So, this unified variance of 2-sample and no dead-time is proposed as a 
unified vairance later called Allan's variance or Allan variance in 
todays speach.

Anyway, it is now 45 years ago since that article (and several others 
worth reading). I've tried to get a summary in the Allan variance 
article on Wikipedia [3]. After these articles the field has been 
improved significantly by improved analysis on biases, 
noise-separations, statistical certainty and improved estimators to 
achieve the high statistical certainty.

[1] http://hdl.handle.net/2060/19660001092

[2] http://tf.boulder.nist.gov/general/pdf/7.pdf

[3] http://en.wikipedia.org/wiki/Allan_variance

Cheers,
Magnus



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