C. A. Greenhall, D. A. Howe and D. B. Percival (1999), Total Variance, an Estimator of Long-Term Frequency Stability,' IEEE Transactions on Ultrasonics, Ferroelectrics, 46, no. 5, pp. 1183-91.

Summary

Total variance is a statistical tool developed for improved estimates of frequency stability at averaging times up to half the test duration. As a descriptive statistic, Total variance performs an exact decomposition of the sample variance of the frequency residuals into components associated with descending frequency octaves. As an estimator of the Allan variance, Total variance has modest bias and has greater degrees of freedom and lesser mean square error than the standard estimator does.

Key Words

Allan variance; Discrete wavelet transform; Haar wavelet

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