[time-nuts] Frequency Stability of An Individual Oscillator: Negative Values?

Kyle Wesson kyle.wesson at mail.utexas.edu
Thu Apr 22 17:07:06 EDT 2010


Hello,

I am working to determine the Allan variance of an individual
oscillator from a series of three paired measurements as described in
the paper by Gray and Allan "A Method for Estimating the Frequency
Stability of An Individual Oscillator" (NIST, 1974,
tf.nist.gov/general/pdf/57.pdf). In this report they make reference to
the statistical uncertainty of the measurement due to ensemble noise
and potential clock phase correlation which can potentially make the
Allan variance for an individual oscillator have a negative value.
They write:

"If the noise level of the oscillator being measured is low enough,
and the scatter high enough, equation (4) may occasionally give a
negative value for the variance."

My question is: how should I treat negative variance values in this
case? For example, if my data set were to produce an individual
oscillator Allan variance with a value of -5e-12, should I convert
this value to 0 (ie. the closest valid sigma value to the number since
0 <= sigma < inf ), take the absolute value of the result (ie. turn
-5e-12 to +5e-12), or drop the result from my estimate of individual
oscillator frequency stability altogether?

Is there another method that will produce estimates of individual
oscillators from an ensemble approach but assures non-negative output
variances?

Thank you in advance,
Kyle




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