Description Usage Arguments Value Note Author(s) Examples

This function allows us to generate a non-stationary white noise process.

1 |

`n_total` |
An |

`title` |
A |

`seed` |
An |

`...` |
Additional parameters. |

A `vector`

containing the non-stationary white noise process.

This function helps generate a non-stationary process example, non-stationary white noise, whose theoretical maximum overlapping allan variance (MOAV) corresponds to the theoretical MOAV of the stationary white noise process. This example confirms that allan variance is unable to distinguish between a stationary white noise process and a white noise process whose second-order behavior is non-stationary, as pointed out in the paper "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

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SMAC-Group/simts documentation built on July 23, 2018, 1:15 a.m.

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