[time-nuts] Allan variance by sine-wave fitting

[Attila Kinali]

On Mon, 27 Nov 2017 23:50:22 +0100
Attila Kinali <attila at kinali.ch> wrote:

> > Every experimentalist suppose ergodicity on this kind of noise, otherwise
> > you get nowhere.
> 
> Err.. no. Even if you assume that the spectrum tops off at some very
> low frequency and does not increase anymore, ie that there is a finite
> limit to noise power, even then ergodicity is not given.
> Ergodicity breaks because the noise process is not stationary.
> And assuming so for any kind of 1/f noise would be wrong.

Addendum: the reason why this is wrong is because assuming noise
is ergodic means it is stationary. But the reason why we have to
treat 1/f noise specially is exactly because it is not stationary.
I.e. we lose the one property in our model that we need to make
the model realistic.

			Attila Kinali

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