fit_avlr

Estimate the parameters of time series models based on the Allan Variance Linear Regression (AVLR) approach

Implements the allan variance and allan variance linear regression estimator for latent time series models. More details about the method can be found, for example, in Guerrier, S., Molinari, R., & Stebler, Y. (2016) <doi:10.1109/LSP.2016.2541867>.

St<c3><a9>phane Guerrier

avar

Allan Variance

Stéphane Guerrier

James Balamuta

Gaetan Bakalli

Roberto Molinari

Justin Lee

Ahmed Radi

Haotian Xu

Yuming Zhang

Nathanael Claussen

Lionel Voirol

fit_avlr function

<dl><dt>qn</dt>
<dd>A <code>vec</code> specifying on which scales the parameters of a Quantization Noise (QN) should be computed.</dd>
<dt>wn</dt>
<dd>A <code>vec</code> specifying on which scales the parameters of a White Noise (WN) should be computed.</dd>
<dt>rw</dt>
<dd>A <code>vec</code> specifying on which scales the parameters of a Random Wakk (RW) should be computed.</dd>
<dt>dr</dt>
<dd>A <code>vec</code> specifying on which scales the parameters of a Drift (DR) should be computed.</dd>
<dt>ad</dt>
<dd>A <code>vec</code> of the Allan variance.</dd>
<dt>scales</dt>
<dd>A <code>vec</code> of the scales.</dd></dl>

Arguments

Internal function to the Allan Variance Linear Regression estimator — fit_avlr

<dl>

<dt>qn</dt>
<dd>A <code>vec</code> specifying on which scales the parameters of a Quantization Noise (QN) should be computed.</dd>


<dt>wn</dt>
<dd>A <code>vec</code> specifying on which scales the parameters of a White Noise (WN) should be computed.</dd>


<dt>rw</dt>
<dd>A <code>vec</code> specifying on which scales the parameters of a Random Wakk (RW) should be computed.</dd>


<dt>dr</dt>
<dd>A <code>vec</code> specifying on which scales the parameters of a Drift (DR) should be computed.</dd>


<dt>ad</dt>
<dd>A <code>vec</code> of the Allan variance.</dd>


<dt>scales</dt>
<dd>A <code>vec</code> of the scales.</dd>

</dl>

Internal function to the Allan Variance Linear Regression estimator

fit_avlr: Internal function to the Allan Variance Linear Regression estimator

Description

Usage

Value

Arguments