av_rw {avar} | R Documentation |
This function allows us to calculate the theoretical allan variance for random walk process.
av_rw(omega2, n)
omega2 |
A |
n |
An |
A double
indicating the theoretical allan variance for the random walk
process.
This function is based on the calculation of the theoretical allan variance for random walk process raised in "Allan Variance of Time Series Models for Measurement Data" by Nien Fan Zhang, 2008, Metrologia, 45(5): 549. This calculation is fundamental and necessary for the study in "A Study of the Allan Variance for Constant-Mean Non-Stationary Processes" by Xu et al., 2017, IEEE Signal Processing Letters, 24(8): 1257–1260.
av1 = av_rw(omega2 = 1, n = 5) av2 = av_rw(omega2 = 2, n = 8)