av: Empirical Allan variance

In Yuming-Zhang/synimu: Scale-wise Variance Optimization

Empirical Allan variance

Description

This function provides an empirical estimate of the Allan variance given multiple processes. The detailed definition can be found in Equation (3) in Richard J. Vaccaro and Ahmed S. Zaki, "Reduced-Drift Virtual Gyro from an Array of Low-Cost Gyros".

Usage

av(Xt)

Arguments

Xt	A matrix of dimension T by p, where T is the length of the time series and p is the number of processes.

Value

A list with the following structure:

• J: An integer indicating the maximum level.

• scales: A vector of the employed levels (N in [1]).

• variance: A matrix of the estimated Allan variance.

Author(s)

Davide Antonio Cucci

Yuming-Zhang/synimu documentation built on Jan. 29, 2023, 11:59 a.m.