The fundamental structure function of oscillator noise models

Abstract

Continuous-time models of oscillator phase noise x(t) usually have stationary nth differences, for some n. The covariance structure of such a model can be characterized in the time domain by the structure function: D sub n (t;gamma sub 1, gamma sub 2) = E delta (n) sub gamma sub 1 x(s+t) delta(n) sub gamma sub 2 x (s). Although formulas for the special case D sub 2 (0;gamma,gamma) (the Allan variance times 2 gamma(2)) exist for power-law spectral models, certain estimation problems require a more complete knowledge of (0). Exhibited is a much simpler function of one time variable, D(t), from which (0) can easily be obtained from the spectral density by uncomplicated integrations. Believing that D(t) is the simplest function of time that holds the same information as (0), D(t) is called the fundamental structure function. D(t) is computed for several power-law spectral models. Two examples are D(t) = K/t/(3) for random walk FM, D(t) = Kt(2) 1n/t/ for flicker FM. Then, to demonstrate its use, a BASIC program is given that computes means and variances of two Allan variance estimators, one of which incorporates a method of frequency drift estimation and removal