2.11 Allan Variance


This app, Allan Variance is used to calculate Allan variance for a time series signal with fixed tau estimators. The output includes:

  1. Allan deviation
  2. Allan variance
  3. Log-Log plot for Allan deviation
  4. Angle random walk plot
  5. Overlapping Allan deviation, modified Allan deviation, time Allan deviation, Hadamard Allan deviation, overlapping Hadamard Allan deviation

Tutorial

  1. Import data "fftfilter3.dat" from <Origin Installation Directory>\Samples\Signal Processing\ into an empty worksheet.
  2. With this worksheet active, select the imported data (Column A and B) and click the "Allan Variance" icon from Apps panel to bring up the dialog for Allan Variance.
    Allan Variance 1.png
  3. Keep the default settings and click the OK button to get the result, together with a log-log plot of Allan variance.
    Allan Variance 2.png
    Allan Variance 3.png

Dialog Settings

Input

Recalculate Specify recalculate mode.
  • None: No recalculation.
  • Auto: Auto recalculate the result when input data change.
  • Manual: Recalculate the result manually when input data change.
Data Type Specify whether input data is Phase or Frequency
Input Data Specify the input data for Allan variance calculation.
Sampling Interval Specify sampling interval or use the automatically calculated value according to your X data.
tau Values Type
  • All: calculate the result for tau values from 1 to one-half of the number of input points.
  • Octave: define tau values by an exponent of base 2.
  • Custom: choose tau Values from the worksheet.

Graph

Log-Log Plot Specify if to make a log-log plot for Allan variance result data.
Add Angle Random Walk Plot If check it will add Angle Random Walk Plot. Available if Log-Log Plot is checked.

Output

Allan Deviation Specify where to output Allan deviation.
Allan Variance Specify whether to output Allan Variance, and if yes, where to output.
Overlapping Allan Deviation Specify whether to output Overlapping Allan Deviation, and if yes, where to output.
Modified Allan Deviation Specify whether to output Modified Allan Deviation, and if yes, where to output.
Time Allan Deviation Specify whether to output Time Allan Deviation, and if yes, where to output.
Hadamard Allan Deviation Specify whether to output Hadamard Allan Deviation, and if yes, where to output.
Overlapping Hadamard Allan Deviation Specify whether to output Overlapping Hadamard Allan Deviation, and if yes, where to output.