[time-nuts] Question about noisetypes and ADEV

Attila Kinali attila at kinali.ch
Fri Oct 26 05:50:35 EDT 2018

Hej Ole,

On Fri, 26 Oct 2018 11:34:41 +0200
Ole Petter Ronningen <opronningen at gmail.com> wrote:

> I'm simulating some noise to try to improve my somewhat sketchy
> understanding of what goes on with the various noise types as shown on an
> ADEV plot. Nothing fancy, ~3600 points of gaussian random numbers between 0
> and 1 in excel, imported into Timelab as phase data, scaled to ns.
> I mostly get what I expect; "pure" random noise, gives the expected slope
> for W/F PM, -1. Integrating the same random data gives the expected slope
> for W FM -1/2. Integrating the same random data yet again gives a slope
> of +1/2, again as expected for RW FM.

I see two issues here: If your random numbers are indeed between 0 and 1,
as you write, then they are uniformly distributed, and not normally
distributed. This will give you a slight bias when integrating. 

The other issue is the integration itself. Because you do a nummerical
integration at discrete time steps, you will get a slight offset.
This is something I stumbled over as well. I probably need to sit
down once, and figure out how big that offset should be and compare
it to what the numerical integration shows. The people here who are
more knowledgable than me about nummerical computation should be able to
give you a better answer.

			Attila Kinali
It is upon moral qualities that a society is ultimately founded. All 
the prosperity and technological sophistication in the world is of no 
use without that foundation.
                 -- Miss Matheson, The Diamond Age, Neal Stephenson

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