Related papers: Stability Variances: A filter Approach
Complex architectures for wireless communications, digital electronics and space-based navigation interlink several oscillator-based devices such as clocks, transponders and synthesizers. Estimators characterizing their stability are…
In this work, time series analysis techniques are used to analyze sequential, equispaced mass measurements of a Si density artifact, collected from an electromechanical transducer. Specifically, techniques such as Power Spectral Density,…
The Allan variance is a standard technique to characterise the stability of spectroscopic instruments used in astronomical observations. The period for switching between source and reference measurement is often derived from the Allan…
The Allan variance of signal and reference frequencies is measured by a least-squares fit of the output of two analog-to-digital converters (ADC's) to ideal sine waves. The difference in the fit phase of the two channels generates the…
One limitation on the performance of optical traps is the noise inherently present in every setup. Therefore, it is the desire of most experimentalists to minimize and possibly eliminate noise from their optical trapping experiments. A step…
The power spectral density in Fourier frequency domain, and the different variants of the Allan deviation (ADEV) in dependence on the averaging time are well established tools to analyse the fluctuation properties and frequency instability…
The Allan variance (AVAR) was introduced 50 years ago as a statistical tool for assessing of the frequency standards deviations. For the past decades, AVAR has increasingly being used in geodesy and astrometry to assess the noise…
The Allan Variance (AV) is a widely used quantity in areas focusing on error measurement as well as in the general analysis of variance for autocorrelated processes in domains such as engineering and, more specifically, metrology. The form…
The use of Allan variance to characterize the stability of optical signals affected by stochastic polarization fluctuations and the identification of the underlying power law noise processes is explored. Allan variance can ease the…
Optical fiber links are known as the most performing tools to transfer ultrastable frequency reference signals. However, these signals are affected by phase noise up to bandwidths of several kilohertz and a careful data processing strategy…
We present a new approach-the ALVar estimator-to estimation of asymptotic variance in sequential Monte Carlo methods, or, particle filters. The method, which adjusts adaptively the lag of the estimator proposed in [Olsson, J. and Douc, R.…
Allan variance (AVAR) was first introduced more than 40 years ago as a estimator of the stability of frequency standards, and now it is actively used for investigations of time series in astronomy, geodesy and geodynamics. This method…
In this paper we propose a simple method to reject the high-frequency noise in the evaluation of statistical uncertainty of coherent optical fiber links. Specifically, we propose a preliminary data filtering, separated from the frequency…
Allan variance has been widely utilized in evaluating the stability of the time series generated by atomic clocks and lasers, in time regimes ranging from short to extremely long. This multi-scale examination capability of the Allan…
Stability tests based on the Allan variance method have become a standard procedure for the evaluation of the quality of radio-astronomical instrumentation. They are very simple and simulate the situation when detecting weak signals buried…
A frequency counter measures the input frequency $\bar{\nu}$ averaged over a suitable time $\tau$, versus the reference clock. High resolution is achieved by interpolating the clock signal. Further increased resolution is obtained by…
We introduce a novel covariance estimator for portfolio selection that adapts to the non-stationary or persistent heteroskedastic environments of financial time series by employing exponentially weighted averages and nonlinearly shrinking…
Non-stationarity is a fundamental challenge in multivariate long-term time series forecasting, often manifested as rapid changes in amplitude and phase. These variations lead to severe distribution shifts and consequently degrade predictive…
A method for simulating power law noise in clocks and oscillators is presented based on modification of the spectrum of white phase noise, then Fourier transforming to the time domain. Symmetric real matrices are introduced whose…
We report a quantitative evaluation of weak-value amplification (WVA) for longitudinal phase measurements using Allan variance analysis. Building on a recent double-slit interferometry experiment with real weak values [Phys. Rev. Lett. 134,…