WOLFRAM|DEMONSTRATIONS PROJECT

Allan Plot of an Oscillator with Deterministic Perturbations

​
white frequency noise amplitude
0.05
oscillation amplitude
0.012
oscillation period (s)
100
drift (1/s)
5.×
-6
10
The Allan deviation
σ
y
(τ)
is a statistical measure of the relative frequency instability of an oscillator on a sampling period
τ
. This Demonstration simulates an oscillator having white frequency noise plus deterministic perturbations. The upper graph shows the time series of relative frequency fluctuations
y(t)=(ν(t)-
ν
0
)/
ν
0
and the lower graph shows the corresponding Allan plot
σ
y
(τ)
. You can modify the noise amplitude, add a drift or an oscillation, and observe the resulting change in Allan deviation. Each of the three perturbations contributes to the Allan deviation as follows: the white frequency noise gives rise to
σ
y
(τ)∝
-1/2
τ
, the linear drift
y(t)=dt
adds a contribution
σ
y
(τ)=
-1/2
2
dτ
(green curve), and the oscillation
y(t)=bcos(2πt/T)
results in
σ
y
(τ)=b
2
sin(πτ/T)
(πτ/T)
(red curve).