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Total Variance, an Estimator of Long-Term Frequency Stability

Published

Author(s)

Chuck Greenhall, David A. Howe, Donald B. Percival

Abstract

Total variance is a statistical tool developed for improved estimates of frequency stability at averaging times up to one-half the test duration. As a descriptive statistic, total variance performs an exact decomposition of the sample variance of the frequency residuals into components associated with increasing averaging times. As an estimator of Allan variance, total variance has greater equivalent degrees of freedom and lesser mean square error than the standard unbiased estimator has.
Citation
IEEE Transactions on Ultrasonics, Ferroelectrics, and Frequency Control

Citation

Greenhall, C. , Howe, D. and Percival, D. (1999), Total Variance, an Estimator of Long-Term Frequency Stability, IEEE Transactions on Ultrasonics, Ferroelectrics, and Frequency Control, [online], https://tsapps.nist.gov/publication/get_pdf.cfm?pub_id=920080 (Accessed May 20, 2024)

Issues

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Created September 4, 1999, Updated October 12, 2021