Allan variance (Allen variance) was proposed by David Allan in 1966. Initially this method was used to analyze the phase and frequency instability of oscillators. The time-domain characterization of the frequency stability of high-stability oscillators is currently based on Allan variance. Since gyros and other inertial sensors also have the characteristics of oscillators, the method is subsequently widely used in the random error identification of various inertial sensors.

Allan_Variance .m

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