[time-nuts] AVAR <-> S_Y conversion
magnus at rubidium.dyndns.org
Fri Mar 6 16:29:27 EST 2015
I have checked several sources, and they match up with the IEEE 1139 in
I have also evaluated the equation for Allan variance for the random
walk noise, and it matches up with the references and what I put here:
So, the A formula you have matches up.
You will need to find another source of the mismatch.
On 03/06/2015 11:04 AM, Wolfgang Wallner wrote:
> On 03/05/2015 07:23 PM, Attila Kinali wrote:
> Servus :)
>> On Thu, 05 Mar 2015 14:35:51 +0100
>> Wolfgang Wallner <wolfgang-wallner at gmx.at> wrote:
>>> For the random walk noise the expected line is off by a factor of
>>> exactly 2 from the calculated plot, and I don't know how to explain this
>> I'm probably the wrong one to answer, as I have never done any noise
>> simulation or even read up the relevant papers, but...
>> A factor of 2 sounds like the difference you would get between one sided
>> and two sided noise PSD's.
> I calculate the one-sided PSD of the FFD data as described in  (first
> paragraph), so the code looks like this:
> xdft = fft(x);
> xdft = xdft(1:N/2+1);
> psdx = (1/(Fs*N)) * abs(xdft).^2;
> psdx(2:end-1) = 2*psdx(2:end-1);
> Remark: Before calculating the PSD, I split the data into parts of equal
> size, calculate the PSD for each one, and average over the set of PSDs.
> This improves the graphical visualization a lot.
> As the result matches my expectation exactly for 4 different kinds of
> noise, I would have assumed that this PSD calculation approach is quite
> As I see the unexpected behavior only with random walk noise, and the
> main difference in the calculation is the term A, I would suspect that
> it has something to do with it.
> However, I'm a novice in this field, so any hint is very appreciated.
> regards, Wolfgang
>  http://de.mathworks.com/help/signal/ug/psd-estimate-using-fft.html
> time-nuts mailing list -- time-nuts at febo.com
> To unsubscribe, go to https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts
> and follow the instructions there.
More information about the time-nuts