Monday, July 09, 2007

Allan Variance

The Allan variance, named after David W. Allan, is a quantity of stability in clocks and oscillators. It is also identified as the two-sample variance. It is defined as one half of the time average of the squares of the differences between succeed readings of the frequency deviation sampled over the sampling period. The Allan variance depends on the time period used between samples: therefore it is a function of the sample period, as well as the distribution being measured, and is displayed as a graph rather than a single number. A low Allan variance is a characteristic of a clock with good stability over the measured period.

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