• DocumentCode
    1477424
  • Title

    Statistical biases and very-long-term time stability analysis

  • Author

    Vernotte, François ; Lantz, Éric

  • Author_Institution
    Obs. Terre-Homme-Environ.-Temps-Astron. (THETA) of Franche-Comte, Univ. of Franche-Comte, Besancon, France
  • Volume
    59
  • Issue
    3
  • fYear
    2012
  • fDate
    3/1/2012 12:00:00 AM
  • Firstpage
    523
  • Lastpage
    530
  • Abstract
    The prediction of very-long-term time stability is a key issue in various fields, such as time keeping, obviously, but also navigation and spatial applications. This is usually performed by extrapolating the measurement data obtained by estimators such as the Allan variance, modified Allan variance, Hadamard variance, etc. This extrapolation may be assessed from a fit over the variance estimates. However, this fit should be performed on the log-log graph of the estimates, which corresponds to a least-squares minimization of the relative difference between the variance estimates and the fitting curve. However, a bias exists between the average of the log of the estimates and the log of the true value of the estimated variance. This paper presents the theoretical calculation of this log-log bias based on the number of equivalent degrees of freedom of the estimates, shows simulations over a large number of realizations, and provides a reliable method of unbiased logarithmic fit. Extrapolating this fit yields a more confident assessment of the very-long-term time stability.
  • Keywords
    Hadamard matrices; clocks; least squares approximations; log normal distribution; stability; time measurement; Hadamard variance; extrapolation; fitting curve; least-square minimization; log-log graph; modified Allan variance; statistical bias; time stability analysis; Data models; Estimation; Extrapolation; Frequency control; Noise; Probability density function; Stability analysis;
  • fLanguage
    English
  • Journal_Title
    Ultrasonics, Ferroelectrics, and Frequency Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0885-3010
  • Type

    jour

  • DOI
    10.1109/TUFFC.2012.2223
  • Filename
    6174199