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Allan Deviation


For a time series y(t) of fractional-frequency deviations from a frequency source, the Allan deviation sigma_y(tau) at averaging time tau is the nonnegative square root of the Allan variance,

 sigma_y(tau)=sqrt(sigma_y^2(tau)).

It therefore has the same units as the values of y(t) and is commonly used to describe the stability of frequency standards as a function of averaging time.


See also

Allan Variance, Standard Deviation, Time Series

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References

Allan, D. W. "Statistics of Atomic Frequency Standards." Proc. IEEE 54, 221-230, 1966. https://doi.org/10.1109/PROC.1966.4634.

Cite this as:

Weisstein, Eric W. "Allan Deviation." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/AllanDeviation.html

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