av_rw function

Calculate Theoretical Allan Variance for Random Walk Process

This function allows us to calculate the theoretical allan variance for random walk process.

av_rw(omega2, n)

Arguments

• omega2: A double value for the noise parameter $omega^2$.
• n: An integer value for the size of the cluster.

Returns

A double indicating the theoretical allan variance for the random walk process.

Note

This function is based on the calculation of the theoretical allan variance for random walk process raised in "Allan Variance of Time Series Models for Measurement Data" by Nien Fan Zhang, 2008, Metrologia, 45(5): 549. This calculation is fundamental and necessary for the study in "A Study of the Allan Variance for Constant-Mean Non-Stationary Processes" by Xu et al., 2017, IEEE Signal Processing Letters, 24(8): 1257–1260.

Examples

av1 = av_rw(omega2 = 1, n = 5)
av2 = av_rw(omega2 = 2, n = 8)