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### What does Allan variance really means? [duplicate]

Let a sensor (e.g. accelerometer) with a combination of white gaussian noise and random walk noise. The loglog plot that is usually shown as function of a time parameter, affine decreasing for a ...
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### What determines the accuracy of the phase result in a DFT bin?

What are the factors that affect the accuracy and precision for the phase that is given by the DFT? Just thinking medium-hard about this, it occurs to me that it must have something to do with the ...
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1 vote
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### Averaging data from 2 sensors

Suppose we take a reading of a single rotating axis using 2 identical sensors. Intuitively, I think that averaging the outputs of both sensors will yield a less noisy result. But what if sensor A has ...
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### Allan Variance vs Autocorrelation - Advantages

I am currently studying oscillator stability and have come across the Allan variance. I gather that it was developed as an alternative to the standard variance as it doesn't necessarily converge for ...
646 views

### Bias instability in Gyroscopes : AVER / ADEV

I am attempting to implement allan variance to determine the amount of bias that is shown in my IMU's gyroscope ( BMI160 ). I am doing this with the following formula, that was captured in the ...
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556 views

### How to interpret ADEV plot?

I want to understand how to interpret ADEV plots. I was of the understanding that if we see a peak at 1sec of TDEV plot there is a 1Hz noise in Time Interval Error(TIE) Capture. To understand the ...
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267 views

### 1/f noise: Why does the Allan Deviation remain constant, while standard error of mean keeps decreasing for long averages?

It is a rather well-known fact, that measurement precision is limited by the 1/f noise of a signal [1]. One way to show this in a concise fashion, is to plot the Allan deviation of the signal. For ...
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1 vote
156 views

### FFT to work out optimum number of samples to average

I have a magnetometer, a LIS3MDL to be precise, and I am taking readings from it every second. As expected there is variation in the readings. For example, if I take five readings I get: 1164, 1190, ...
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156 views

### Is it possible to add some kind of noise to a non stationary (having unit root) signals to make them stationary?

I am working on time-series signals for which I need to fit a model (like MVAR) that could describe the process satisfactorily. However, my signal has a unit root and is highly non-stationary because ...
• 1
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### Frequency representation of relaxation processes

I simulated a discrete sample of a variable whose autocorrelation function (ACF) should theoretically be composed of a sum of exponential-like functions. My goal is to represent it in the frequency ...
221 views

### Allan variance and the bias

I was reading about the Allan-variance method and I have a question and I need some help to understand it. Since the Allan is about analyzing the frequency stability and it can characterize the IMU ...
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130 views

### Selecting Sampling Frequency for Welch Power Spectral Density plot for a daily frequency financial time series data on Python

I have obtained daily close price stock data ( and transformed them to logarithmic returns series data) from a Stock Exchange between 2 financial years, and I wish to generate a power spectral density ...
87 views

### How do I determine stationarity from a set of 50 complex values collected every 10 minutes?

I am trying to determine stationarity from a somewhat stochastic process. Every 10 minutes, I collect a set of 50 FFTs, i.e., 1 trial over $50$ seconds, so an FFT occurs every time second. I ...
78 views

### Why are the PSDs off by 100 times

I produced the "elevation vs distance" profile data and their PSD plots, I am trying to get the smartphone estimated profile close to the reference profile. As you can see, the PSD of the ...