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Let a sensor (e.g. accelerometer) with a combination of white gaussian noise and random walk noise. The loglog plot that is usually shown as function of a time parameter, affine decreasing for a white gaussian noise and affine increasing for a random walk. What does it mean? Can we read from the graph the variance of the gaussian noise? I cannot really grasp the intuition behind it: how does the Allan variance help to get more information about the noise than a PSD or some cross-correlation?

baptiste
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  • I also went into details of Allan Variance and ADEV (Allan Deviation) here: https://dsp.stackexchange.com/questions/53123/what-determines-the-accuracy-of-the-phase-result-in-a-dft-bin/53158#53158 – Dan Boschen Mar 24 '20 at 19:42
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    You could get it from the horse's mouth: http://www.allanstime.com/Publications/DWA/Science_Timekeeping/TheScienceOfTimekeeping.pdf – TimWescott Mar 24 '20 at 19:51

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