l
Classical
variance:
diverges for some commonly observed noise processes, such as random walk, i.e., the variance increases with increasing number of data points.
l
Allan variance:
• Converges for all noise processes
observed in precision
oscillators.
• Has straightforward relationship to
power law spectral density
types.
• Is easy to compute.
• Is faster and more accurate in
estimating noise processes than the Fast Fourier Transform.