time-nuts@lists.febo.com

Discussion of precise time and frequency measurement

View all threads

Nerd facts - 45 years since Allan variance article

MD
Magnus Danielson
Sat, Feb 19, 2011 1:09 PM

Fellow time-nuts,

I thought that a small blip on the screen to alert you on historical
context was appropriate.

In 1964 NASA and IEEE held a "NASA-IEEE Symposium on Short-Term
Stability" [1] producing a nice set of articles.

This was followed a special issue of IEEE proceedings on Frequency
Stability in Feb 1966. In this the articles "Statistics of Atomic
Frequency Standards" by David W. Allan [2] summarise various M-sample
variance measures, analyses them and find them bias-related to the
2-sample variance. Further, the analysis provide proof for the
convergence problems for large M values, thus showing that the 2-sample
variance provides a base-case which every other M-sample variance can be
related to. Essentially this kills the interest in M-sample variances
and replaces it with the 2-sample variance. Similarly, for dead-time
values they can using bias functions be related to non dead-time values.
So, this unified variance of 2-sample and no dead-time is proposed as a
unified vairance later called Allan's variance or Allan variance in
todays speach.

Anyway, it is now 45 years ago since that article (and several others
worth reading). I've tried to get a summary in the Allan variance
article on Wikipedia [3]. After these articles the field has been
improved significantly by improved analysis on biases,
noise-separations, statistical certainty and improved estimators to
achieve the high statistical certainty.

[1] http://hdl.handle.net/2060/19660001092

[2] http://tf.boulder.nist.gov/general/pdf/7.pdf

[3] http://en.wikipedia.org/wiki/Allan_variance

Cheers,
Magnus

Fellow time-nuts, I thought that a small blip on the screen to alert you on historical context was appropriate. In 1964 NASA and IEEE held a "NASA-IEEE Symposium on Short-Term Stability" [1] producing a nice set of articles. This was followed a special issue of IEEE proceedings on Frequency Stability in Feb 1966. In this the articles "Statistics of Atomic Frequency Standards" by David W. Allan [2] summarise various M-sample variance measures, analyses them and find them bias-related to the 2-sample variance. Further, the analysis provide proof for the convergence problems for large M values, thus showing that the 2-sample variance provides a base-case which every other M-sample variance can be related to. Essentially this kills the interest in M-sample variances and replaces it with the 2-sample variance. Similarly, for dead-time values they can using bias functions be related to non dead-time values. So, this unified variance of 2-sample and no dead-time is proposed as a unified vairance later called Allan's variance or Allan variance in todays speach. Anyway, it is now 45 years ago since that article (and several others worth reading). I've tried to get a summary in the Allan variance article on Wikipedia [3]. After these articles the field has been improved significantly by improved analysis on biases, noise-separations, statistical certainty and improved estimators to achieve the high statistical certainty. [1] http://hdl.handle.net/2060/19660001092 [2] http://tf.boulder.nist.gov/general/pdf/7.pdf [3] http://en.wikipedia.org/wiki/Allan_variance Cheers, Magnus
PS
paul swed
Fri, Feb 25, 2011 9:28 PM

seems the first document doesn't work.
Any other way to get it?

On Sat, Feb 19, 2011 at 8:09 AM, Magnus Danielson <
magnus@rubidium.dyndns.org> wrote:

Fellow time-nuts,

I thought that a small blip on the screen to alert you on historical
context was appropriate.

In 1964 NASA and IEEE held a "NASA-IEEE Symposium on Short-Term Stability"
[1] producing a nice set of articles.

This was followed a special issue of IEEE proceedings on Frequency
Stability in Feb 1966. In this the articles "Statistics of Atomic Frequency
Standards" by David W. Allan [2] summarise various M-sample variance
measures, analyses them and find them bias-related to the 2-sample variance.
Further, the analysis provide proof for the convergence problems for large M
values, thus showing that the 2-sample variance provides a base-case which
every other M-sample variance can be related to. Essentially this kills the
interest in M-sample variances and replaces it with the 2-sample variance.
Similarly, for dead-time values they can using bias functions be related to
non dead-time values. So, this unified variance of 2-sample and no dead-time
is proposed as a unified vairance later called Allan's variance or Allan
variance in todays speach.

Anyway, it is now 45 years ago since that article (and several others worth
reading). I've tried to get a summary in the Allan variance article on
Wikipedia [3]. After these articles the field has been improved
significantly by improved analysis on biases, noise-separations, statistical
certainty and improved estimators to achieve the high statistical certainty.

[1] http://hdl.handle.net/2060/19660001092

[2] http://tf.boulder.nist.gov/general/pdf/7.pdf

[3] http://en.wikipedia.org/wiki/Allan_variance

Cheers,
Magnus


time-nuts mailing list -- time-nuts@febo.com
To unsubscribe, go to
https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts
and follow the instructions there.

seems the first document doesn't work. Any other way to get it? On Sat, Feb 19, 2011 at 8:09 AM, Magnus Danielson < magnus@rubidium.dyndns.org> wrote: > Fellow time-nuts, > > I thought that a small blip on the screen to alert you on historical > context was appropriate. > > In 1964 NASA and IEEE held a "NASA-IEEE Symposium on Short-Term Stability" > [1] producing a nice set of articles. > > This was followed a special issue of IEEE proceedings on Frequency > Stability in Feb 1966. In this the articles "Statistics of Atomic Frequency > Standards" by David W. Allan [2] summarise various M-sample variance > measures, analyses them and find them bias-related to the 2-sample variance. > Further, the analysis provide proof for the convergence problems for large M > values, thus showing that the 2-sample variance provides a base-case which > every other M-sample variance can be related to. Essentially this kills the > interest in M-sample variances and replaces it with the 2-sample variance. > Similarly, for dead-time values they can using bias functions be related to > non dead-time values. So, this unified variance of 2-sample and no dead-time > is proposed as a unified vairance later called Allan's variance or Allan > variance in todays speach. > > Anyway, it is now 45 years ago since that article (and several others worth > reading). I've tried to get a summary in the Allan variance article on > Wikipedia [3]. After these articles the field has been improved > significantly by improved analysis on biases, noise-separations, statistical > certainty and improved estimators to achieve the high statistical certainty. > > [1] http://hdl.handle.net/2060/19660001092 > > [2] http://tf.boulder.nist.gov/general/pdf/7.pdf > > [3] http://en.wikipedia.org/wiki/Allan_variance > > Cheers, > Magnus > > _______________________________________________ > time-nuts mailing list -- time-nuts@febo.com > To unsubscribe, go to > https://www.febo.com/cgi-bin/mailman/listinfo/time-nuts > and follow the instructions there. >
J
jimlux
Fri, Feb 25, 2011 10:27 PM

On 2/25/11 1:28 PM, paul swed wrote:

seems the first document doesn't work.
Any other way to get it?

Just tried it, and it worked for me...

you could probably find it by googling the title or the document number
(NASA SP-80)

it's probably also in NTRS (NASA Technical Report Server) although a
quick search didn't turn it up.
but here's the link that the handle maps to
http://ntrs.nasa.gov/archive/nasa/casi.ntrs.nasa.gov/19660001092_1966001092.pdf

It shows up in NTRS in an odd way.."Short-Term Frequency Stability" with
the abstract:
"Panel discussion on frequency stability measurement techniques"

(301 pages: that's quite a lengthy panel discussion. almost as long as
some of the threads on this list..<grin>)

On 2/25/11 1:28 PM, paul swed wrote: > seems the first document doesn't work. > Any other way to get it? > Just tried it, and it worked for me... you could probably find it by googling the title or the document number (NASA SP-80) it's probably also in NTRS (NASA Technical Report Server) although a quick search didn't turn it up. but here's the link that the handle maps to http://ntrs.nasa.gov/archive/nasa/casi.ntrs.nasa.gov/19660001092_1966001092.pdf It shows up in NTRS in an odd way.."Short-Term Frequency Stability" with the abstract: "Panel discussion on frequency stability measurement techniques" (301 pages: that's quite a lengthy panel discussion. almost as long as some of the threads on this list..<grin>) >> [1] http://hdl.handle.net/2060/19660001092 >> >> [2] http://tf.boulder.nist.gov/general/pdf/7.pdf >> >> [3] http://en.wikipedia.org/wiki/Allan_variance >> >
MD
Magnus Danielson
Sat, Feb 26, 2011 2:54 PM

Hi!

On 02/25/2011 11:27 PM, jimlux wrote:

On 2/25/11 1:28 PM, paul swed wrote:

seems the first document doesn't work.
Any other way to get it?

Just tried it, and it worked for me...

I tried all links before posting them.

you could probably find it by googling the title or the document number
(NASA SP-80)

SP is for Special Publication which might be handy to know.

it's probably also in NTRS (NASA Technical Report Server) although a
quick search didn't turn it up.

The link I did have into it went bust since NASA replaced the entry with
something else. I had to remove that link from the Wikipedia article on
Allan variance.

but here's the link that the handle maps to
http://ntrs.nasa.gov/archive/nasa/casi.ntrs.nasa.gov/19660001092_1966001092.pdf

It shows up in NTRS in an odd way.."Short-Term Frequency Stability" with
the abstract:
"Panel discussion on frequency stability measurement techniques"

(301 pages: that's quite a lengthy panel discussion. almost as long as
some of the threads on this list..<grin>)

What to expect? It's the same topic.

Nost of those pages is papers, so the panel discussions where reasonable
lengths in total.

Cheers,
Magnus

Hi! On 02/25/2011 11:27 PM, jimlux wrote: > On 2/25/11 1:28 PM, paul swed wrote: >> seems the first document doesn't work. >> Any other way to get it? >> > > > Just tried it, and it worked for me... I tried all links before posting them. > you could probably find it by googling the title or the document number > (NASA SP-80) SP is for Special Publication which might be handy to know. > it's probably also in NTRS (NASA Technical Report Server) although a > quick search didn't turn it up. The link I did have into it went bust since NASA replaced the entry with something else. I had to remove that link from the Wikipedia article on Allan variance. > but here's the link that the handle maps to > http://ntrs.nasa.gov/archive/nasa/casi.ntrs.nasa.gov/19660001092_1966001092.pdf > > > It shows up in NTRS in an odd way.."Short-Term Frequency Stability" with > the abstract: > "Panel discussion on frequency stability measurement techniques" > > (301 pages: that's quite a lengthy panel discussion. almost as long as > some of the threads on this list..<grin>) What to expect? It's the same topic. Nost of those pages is papers, so the panel discussions where reasonable lengths in total. Cheers, Magnus