Modified Allan Variance
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The modified Allan variance (MVAR), also known as mod ''σy''2(''τ''), is a variable bandwidth modified variant of
Allan variance The Allan variance (AVAR), also known as two-sample variance, is a measure of frequency stability in clocks, oscillators and amplifiers. It is named after David W. Allan and expressed mathematically as \sigma_y^2(\tau). The Allan deviation (ADEV ...
, a measurement of frequency stability in
clock A clock or chronometer is a device that measures and displays time. The clock is one of the oldest Invention, human inventions, meeting the need to measure intervals of time shorter than the natural units such as the day, the lunar month, a ...
s,
oscillator Oscillation is the repetitive or periodic variation, typically in time, of some measure about a central value (often a point of equilibrium) or between two or more different states. Familiar examples of oscillation include a swinging pendulum ...
s and
amplifier An amplifier, electronic amplifier or (informally) amp is an electronic device that can increase the magnitude of a signal (a time-varying voltage or current). It is a two-port electronic circuit that uses electric power from a power su ...
s. Its main advantage relative to Allan variance is its ability to separate white phase noise from flicker phase noise. The modified Allan deviation (MDEV), also known as mod ''σy''(''τ''), is the deviation variant of the modified Allan variance.


Background

The
Allan variance The Allan variance (AVAR), also known as two-sample variance, is a measure of frequency stability in clocks, oscillators and amplifiers. It is named after David W. Allan and expressed mathematically as \sigma_y^2(\tau). The Allan deviation (ADEV ...
has a drawback in that it is unable to separate the white phase modulation (WPM) from the flicker phase modulation (FPM). Looking at their response to
Power-law noise In audio engineering, electronics, physics, and many other fields, the color of noise or noise spectrum refers to the power spectrum of a noise (signal processing), noise signal (a signal produced by a stochastic process). Different colors of ...
it is clearly seen that WPM and FPM have almost the same response to tau, but WPM is linearly sensitive to the system bandwidth ''fH'' whereas FPM is only weakly dependent on it. Thus, by varying the system bandwidth the WPM and FPM noise forms may be separated. However, it is impractical to alter the hardware of the measurement system. By post-processing the sample-series and implementing a software bandwidth a modified Allan variance measure can be given capable of resolving the noise forms.


Definition

The modified Allan variance is defined for using time error samples as :\operatorname\sigma_y^2(n\tau_0) = \frac\left\langle \left \frac\sum_^x_-2x_+x_i\right2 \right\rangle or with average fractional frequency time series and :\operatorname\sigma_y^2(n\tau_0) = \frac\left\langle \left \frac\sum_^\bar_-\bar_i\right2 \right\rangle , where ''n'' is the integer number of samples averaged over.


Estimators

The modified Allan variance estimator for time error time series is :\operatorname\sigma_y^2(n\tau_0) = \frac\sum_^ \left\^2 or with fractional frequency time series :\operatorname\sigma_y^2(n\tau_0) = \frac\sum_^ \left\{ \sum_{i=j}^{j+n-1} \left( \sum_{k=i}^{i+n-1} y_{k+n} - y_k\right) \right\}^2


References

Clocks Signal processing metrics