Description Usage Arguments Value Note Author(s) Examples

This function allows us to generate a non-stationary AR(1) block process.

1 2 | ```
gen_ar1blocks(phi, sigma2, n_total, n_block, scale = 10,
title = NULL, seed = 135, ...)
``` |

`phi` |
A |

`sigma2` |
A |

`n_total` |
An |

`n_block` |
An |

`scale` |
An |

`title` |
A |

`seed` |
An |

`...` |
Additional parameters. |

A `vector`

containing the AR(1) block process.

This function generates a non-stationary AR(1) block process whose theoretical maximum overlapping allan variance (MOAV) is different from the theoretical MOAV of a stationary AR(1) process. This difference in the value of the allan variance between stationary and non-stationary processes has been shown through the calculation of the theoretical allan variance given in "A Study of the Allan Variance for Constant-Mean Non-Stationary Processes" by Xu et al. (IEEE Signal Processing Letters, 2017), preprint available: https://arxiv.org/abs/1702.07795.

Yuming Zhang and Haotian Xu

1 2 3 4 5 6 7 | ```
Xt = gen_ar1blocks(phi = 0.9, sigma2 = 1,
n_total = 1000, n_block = 10, scale = 100)
plot(Xt)
Yt = gen_ar1blocks(phi = 0.5, sigma2 = 5, n_total = 800,
n_block = 20, scale = 50)
plot(Yt)
``` |

SMAC-Group/simts documentation built on Oct. 17, 2018, 7:57 a.m.

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