Flicker Noise and the Estimation of the
Allan Variance
Elias Masry
IEEE Transactions on Information Theory,
vol 37, no 4, 1173-1177 (1991)
Abstract
The quadratic-mean convergence of appropriate estimates
of the Allan variance for flicker noise is established
when the latter is modeled as a stochastic process with
stationary increments. A precise asymptotic expression
for the mean-square error is given along with the rate of
convergence.