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allan_modified

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allan_modified

by M. A. Hopcroft

 

09 Feb 2010 (Updated 03 Nov 2010)

allan_modified.m calculates the modified Allan deviation (MDEV) of a time domain signal.

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Description

allan_modified.m calculates the modified Allan deviation (MDEV) of a time domain signal. It is intended for stability analysis of frequency data. Fractional frequency or phase data sets with sample rate or time stamp information are handled.

Acknowledgements

The author wishes to acknowledge the following in the creation of this submission:
allan, allan_overlap

MATLAB release MATLAB 7.8 (R2009a)
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Comments and Ratings (2)
10 Mar 2012 Brandon Bourn

This program works, it's a good addition to the allan variance frequency analysis, however, it takes a very long time to calculate. Is there any way to speed it up?

12 Mar 2012 M. A. Hopcroft

Thanks for the feedback. I do not have a secret magic button for speeding up the code :) MDEV is more complex than ADEV, so it takes longer to calculate. If you have some ideas about how to implement the algorithm, please send me an email!
Note that all of the code in this series (allan.m, allan_overlap.m, allan_modified.m) runs much faster if you provide a sample rate than if you provide timestamps.

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Updates
10 Feb 2010

Description typo fix

04 Apr 2010

v1.1: bugfixes for irregular sample rates

23 Oct 2010

v1.2 synchronize with allan.m v2.2. Handle certain timestamp irregularities.

03 Nov 2010

v2.22 improve tau handling; plotting bugfix

Tag Activity for this File
Tag Applied By Date/Time
adev M. A. Hopcroft 10 Feb 2010 10:17:21
mdev M. A. Hopcroft 10 Feb 2010 10:17:21
frequency stability M. A. Hopcroft 10 Feb 2010 10:17:21
allan variance M. A. Hopcroft 10 Feb 2010 10:17:21
probability M. A. Hopcroft 10 Feb 2010 10:17:21
statistics M. A. Hopcroft 10 Feb 2010 10:17:21

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