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Allan variance

Allan variance is used to measure the frequency stability of oscillation for a
sequence of data in the time domain. It can also be used to determine the intrinsic noise in a
system as a function of the averaging time. The averaging time series *τ* can
be specified as *τ* = *m*/*fs*. Here
*fs* is the sampling frequency of data, and *m* is a list
of ascending averaging factors (such as 1, 2, 4, 8, …).

`[`

returns the Allan variance `avar`

,`tau`

] = allanvar(`Omega`

)`avar`

as a function of averaging time
`tau`

. The default averaging time `tau`

is an octave
sequence given as (1, 2, ...,
2^{floor{log2[(N-1)/2]}}),
where *N* is the number of samples in `Omega`

. If
`Omega`

is specified as a matrix, `allanvar`

operates
over the columns of `omega`

.