covmat_bi {avar} | R Documentation |
This function allows us to calculate the theoretical covariance matrix of a bias-instability process.
covmat_bi(sigma2, n_total, n_block)
sigma2 |
A |
n_total |
An |
n_block |
An |
The theoretical covariance matrix
of the bias-instability process.
This function helps calculate the theoretical covariance matrix of a non-stationary process, bias-instability. It is helpful to calculate the theoretical allan variance of non-stationary processes, which can be used to compare with the theoretical allan variance of stationary processes as shown 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.
Yuming Zhang
covmat1 = covmat_bi(sigma2 = 1, n_total = 1000, n_block = 10) covmat2 = covmat_bi(sigma2 = 2, n_total = 800, n_block = 20)