Distribution Function for Estimates of Allan Variance: Theory and Practice

详细

We obtain analytic expressions for normalized autocorrelation functions of frequency variations for the main types of noise in frequency fluctuations. These expressions enable one to calculate central moments of the distribution of estimates of the Allan variance and the function of this distribution. Using the χ² distribution, we analyze the errors of the quantiles of the distribution as well as the displacements of the Allan variance estimates.