[time-nuts] Some long-term data

Magnus Danielson cfmd at bredband.net
Mon Dec 25 09:50:06 EST 2006


From: Magnus Danielson <cfmd at bredband.net>
Subject: Re: [time-nuts] Some long-term data
Date: Mon, 25 Dec 2006 04:04:09 +0100 (CET)
Message-ID: <20061225.040409.-1066394447.cfmd at bredband.net>

> From: Magnus Danielson <cfmd at bredband.net>
> Subject: Re: [time-nuts] Some long-term data
> Date: Mon, 25 Dec 2006 03:43:16 +0100 (CET)
> Message-ID: <20061225.034316.-1476063739.cfmd at bredband.net>
> 
> > Now, I made a quick little program that process the data, here is the result:
> 
> Ehum... no... forget those plots. I just realized a little error in my
> drift(tau) estimator. I had a divide by tau too little, which will make the tau
> rise. As I said, the devil is in the details.

Brown paperbag on the head? Yes please!

I realized this morning that I had probably made yeat another error, which I
now have done the homework on and found that yes, I did. Infact, I had two
errors which canceled each other for the ADEV corrected form but not for the
drift estimate which was correct. Mumble.

When ADEV(tau) is
                          ---------------------------------------
                         /              N-2n                     |
                        /               ---
                       /       1        \                       2
ADEV(n*tau0) = \      / ---------------  > (x     - 2 x    + x )
                \    /  2n²tau²(N - 2n) /    i+2n      i+n    n
                 \  /         0         ---
                  \/                    i=1

The drift(tau) is
                                N-2n                     
                                ---
                        1       \                       
drift(n*tau0) =  --------------  > (x     - 2 x    + x )
                 n²tau²(N - 2n) /    i+2n      i+n    n
                      0         ---
                                i=1

This can be concluded by letting x(t) be set to the linear assignment

             delta v     D  2
x(t) = TE  + ------- t + - t
         0     vn        2

in the inner second difference

sd(i,n) = x     - 2 x    + x 
           i+2n      i+n    n

and the result becomes

  2   2
Dn tau
      0

with that in hand it is simple enought to validate the rest of the drift(tau)
formula as given. Doing the same to the ADEV calculation gives
                               -
                              /1
ADEV     (tau) = D n*tau  \  / -
    drift               0  \/  2

Thus, for longer taus, even a small drift rate can bite us since it is now
multiplied with tau.

To compensate this I chose to subtract the Dn²tau0² part from the second
difference prior to squaring. This is equalent to preprocess the x samples
by removing the drift, however I always use drift(tau) which is the effective
average drift as it will contaminate the measure at a certain tau.

My corrected ADEV becomes:
                          ----------------------------------------------------------
                         /              N-2n                                        |
                        /               ---
                       /       1        \                                          2
ADEV(n*tau0) = \      / ---------------  > (x     - 2 x    + x  - drift(tau)n²tau²)
                \    /  2n²tau²(N - 2n) /    i+2n      i+n    n
                 \  /         0         ---
                  \/                    i=1

The resulting measures becomes:

magnus at heaven:~/febo$ ./process cs1-gps.dat
Processing cs1-gps.dat
f = -1.371312943e-13
d = -2.464638917e-19
  tau         ADEV             drift       ADEV drift corr
    600  6.669673909e-12 -2.464638917e-19  6.669673908e-12
   1200  3.834415574e-12 -8.108122133e-20  3.834415573e-12
   3000  2.262840286e-12 -2.392890882e-19  2.262840229e-12
   6000  1.321830189e-12 -3.349535739e-20  1.321830182e-12
  12000  6.871654621e-13 +3.846473719e-20  6.871653846e-13
  30000  3.721752717e-13 +2.056358286e-20  3.721750161e-13
  60000  2.376494277e-13 -1.810085678e-20  2.376481869e-13
 120000  1.702980952e-13 +2.320652509e-21  1.702979813e-13
 300000  1.549264955e-13 +3.629179727e-21  1.549245826e-13
 600000  1.401676798e-13 -5.790456326e-21  1.401461493e-13
1200000  6.799762269e-14 +1.948183423e-20  6.595761175e-14
3000000  1.010049262e-13 +4.150533462e-20  4.949623724e-14
6000000  1.550028203e-13 +3.651598399e-20  4.936266040e-15
magnus at heaven:~/febo$ ./process cs2-gps.dat
Processing cs2-gps.dat
f =  5.853529458e-13
d =  1.816049729e-19
  tau         ADEV             drift       ADEV drift corr
    600  7.508211487e-12 +1.816049729e-19  7.508211486e-12
   1200  4.527916555e-12 +9.729746560e-20  4.527916554e-12
   3000  2.722308557e-12 +4.515867825e-20  2.722308555e-12
   6000  1.721060210e-12 -7.880496874e-20  1.721060178e-12
  12000  1.035443547e-12 +9.560956213e-20  1.035443229e-12
  30000  6.178807446e-13 +1.132639019e-19  6.178760731e-13
  60000  4.117968150e-13 +1.218708103e-19  4.117643529e-13
 120000  2.667708446e-13 +8.332110720e-20  2.666771423e-13
 300000  1.831015144e-13 +7.249210859e-20  1.824546103e-13
 600000  1.607481137e-13 +6.187329751e-20  1.585902304e-13
1200000  9.695302954e-14 +6.246924523e-20  8.117978311e-14
3000000  1.780291901e-13 +7.356014755e-20  8.569984631e-14
6000000  3.223233857e-13 +7.588775895e-20  1.520624005e-14
magnus at heaven:~/febo$ ./process rb1-gps.dat
Processing rb1-gps.dat
f =  1.081017978e-14
d = -4.280688646e-19
  tau         ADEV             drift       ADEV drift corr
    600  6.497785589e-12 -4.280688646e-19  6.497785586e-12
   1200  3.673171557e-12 -5.189198165e-20  3.673171556e-12
   3000  2.152493532e-12 -3.462165333e-19  2.152493406e-12
   6000  1.229699919e-12 -1.347603914e-19  1.229699786e-12
  12000  5.983794472e-13 -2.793891384e-20  5.983794003e-13
  30000  3.088139889e-13 -1.001855674e-19  3.088066758e-13
  60000  2.375139899e-13 -1.183043196e-19  2.374609500e-13
 120000  2.408230821e-13 -9.341989437e-20  2.406925850e-13
 300000  2.703779963e-13 -5.825801115e-20  2.700954111e-13
 600000  2.336053294e-13 -5.052904535e-20  2.326195966e-13
1200000  1.439223207e-13 -3.937365625e-20  1.399908188e-13
3000000  1.847594665e-13 -6.727980125e-20  1.173306781e-13
6000000  2.953067943e-13 -6.935111621e-20  2.517361716e-14
magnus at heaven:~/febo$

Sigh. Well, there you have it. For longer taus, even small drift rates will
make a difference. As long as D*tau << ADEV(tau) you don't need to worry.

By the way, the modified Allan deviation is equally sensitive to drift rate.

Cheers,
Magnus



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