[time-nuts] Hadamard variance

Steve Rooke sar10538 at gmail.com
Thu Apr 9 11:29:43 UTC 2009

Hi Tom,

2009/4/9 Tom Van Baak <tvb at leapsecond.com>:
> I use it sometimes when I need to. But note that in most cases
> you do NOT want to ignore drift. If you measure an OCXO for
> the purpose of using it in a clock or appliance or radio or test
> equipment you really do want to know if it has drift or not. ADEV
> will show this, while HDEV will not. So you have to be careful
> about using statistics that deliberately and quietly ignore effects
> that may be important to your application.

Indeed, I was thinking that HDEV would be a good tool to characterise
free running OCXOs with it's insensitivity to drift but, of course, I
would use ADEV to measure the performance of a GPS locked system or
one running in holdover mode.

> But before you run off and use HDEV for everything note that
> the other practice that is far more common -- simply remove
> frequency drift from the raw data before computing an ADEV
> on the residuals. If you look at plots in professional journals you
> will often find comments to the effect that phase, frequency, or
> drift offsets have been added or removed prior to making said
> phase, frequency, or stability plots.

I had no intent to use HDEV exclusively, it seems like a useful tool
to analyse free-running oscillators to measure the affects of noise
while screening out drift (which we have some means of handling in
holdover circuits). As a selection tool it seemed quite useful and I
was asking if others felt the same way.

Agreed, it is possible to factor out drift by pre-processing the data
and then using just ADEV to compare all aspects of any open or closed

> Here, to see the difference that HDEV makes (or not) see:
> http://www.leapsecond.com/pages/hdev

It seems to have an effect removing some of what must be drift with
the OCXO plot but adds nothing to the PPS one. Do I take it that the
OCXO was free-running and the PPS was locked to GPS, as this would
account for the differences?

> The command line program that I use (ADEV3) these days:
> Tool for ADEV, MDEV, HDEV:
> http://www.leapsecond.com/tools/adev3.exe
> Source code (compiles in windows, bsd, or linux)
> http://www.leapsecond.com/tools/adev3.c

Thanks for the pointers, I'll have a look at this instead.

Steve Rooke - ZL3TUV & G8KVD & JAKDTTNW
Omnium finis imminet

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