[SciPy-User] Allan Variance

Gergely Imreh imrehg@gmail....
Sun Mar 10 21:39:11 CDT 2013


Hey,

I have written such code before for frequency time series, the (not very
clean) source code is here:
allan function on
https://github.com/imrehg/physicscalc/blob/master/allan/allanmulti.py
partallan function in
https://github.com/imrehg/physicscalc/blob/master/allan/allanmulti3.py

There are some caveats, though, it's been a while and I remember that one
has to be careful how you calculate things if comparing to Allan variance
from instruments. I think the first mentioned function is the simple way.
The second mentioned function is replicating the calculation of one our
instruments in the lab, that uses overlapping time windows, thus the
calculation needs to be different too. But it's better if you check.

Probably will still adjust to your need, though.

Cheers,
   Greg


On 5 March 2013 21:29, Neal Becker <ndbecker2@gmail.com> wrote:

> Daniele Nicolodi wrote:
>
> > On 05/03/2013 13:13, Neal Becker wrote:
> >> Daniele Nicolodi wrote:
> >>
> >>> Hello,
> >>>
> >>> does anyone know or have written and is willing to share some code to
> >>> compute the Allan variance, modified Allan variance and friends,
> ideally
> >>> both from frequency than from phase data?
> >>>
> >>> I'm writing my own code, it is not that difficult, but I would prefer
> >>> the time required for testing and validation doing something more fun.
> >>>
> >>> If there is no available code implementing Allan variance, would it be
> >>> interesting to include in in SciPy?
> >>>
> >>> Thank you so much.
> >>>
> >>> Best,
> >>> Daniele
> >>
> >> Do you mean, given phase noise power spectral density?
> >
> > I mean given phase or frequency time series.  But also code that
> > computes Allan variation from power spectral density may come handy for
> > me in future.
> >
> > Cheers,
> > Daniele
>
> I don't have that - but do have code to generate samples of blocks of phase
> noise from a given spectral mask.
>
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