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
fDate :
3/1/2012 12:00:00 AM
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;
Journal_Title :
Ultrasonics, Ferroelectrics, and Frequency Control, IEEE Transactions on
DOI :
10.1109/TUFFC.2012.2223