The clock errors are modeled by stochastic differential equations (SDE) and the relationships between the diffusion coefficients used in SDE and the Allan variance, a typical tool used to estimate clock noise, are derived. This relationship is fundamental when a mathematical clock model is used, for example in Kalman filter, noise estimation, and clock prediction activities.
The Clock Model and its Relationship with the Allan and related Variances
ZUCCA, CRISTINA
2005-01-01
Abstract
The clock errors are modeled by stochastic differential equations (SDE) and the relationships between the diffusion coefficients used in SDE and the Allan variance, a typical tool used to estimate clock noise, are derived. This relationship is fundamental when a mathematical clock model is used, for example in Kalman filter, noise estimation, and clock prediction activities.
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