A Kalman filter clock algorithm for use in the presence of flicker frequency modulation noise

Metrologia

Volumn 42, Issue 1, 2005, Pages 1-10

  Davis, J A ^a   Greenhall, C A ^b   Stacey, P W ^a  

^a NATIONAL PHYSICAL LABORATORY   (United Kingdom)

^b CALIFORNIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; CLOCKS; DIFFERENTIAL EQUATIONS; FREQUENCY MODULATION; FUNCTIONS; HYDROGEN; INTEGRAL EQUATIONS; MARKOV PROCESSES; MATHEMATICAL MODELS; MEASUREMENT THEORY; PARAMETER ESTIMATION; RANDOM PROCESSES; TIME DOMAIN ANALYSIS; VECTORS; WHITE NOISE;

FLICKER FREQUENCY MODULATION (FFM); HYDROGEN MASERS; RANDOM RUN FREQUENCY MODULATION (RRFM); WHITE FREQUENCY MODULATION (WFM);

KALMAN FILTERING;

EID: 14644440499     PISSN: 00261394     EISSN: None     Source Type: Journal    
DOI: 10.1088/0026-1394/42/1/001     Document Type: Article

References (16)

1. Szymaniec K, Chalupczak W and Henderson D 2003 Initial evaluation of the NPL caesium fountain frequency standard Proc. Joint Meeting 17th European Frequency and Time Forum, and 2003 IEEE International Frequency Control Symp. (Tampa, FL, May 2003)
2. Brown K R 1991 The theory of the GPS composite clock Proc. ION GPS-91 (Albuquerque, NM) pp 223-41
3. Weiss M A, Allan D W and Peppler T K 1989 A study of the NBS time scale algorithm IEEE Trans. Instrum. Meas. 38 631-43
4. Galleani L and Tavella P 2003 On the use of the Kalman filter in timescales Metrologia 40 S326-34
5. Greenhall C A 2003 Forming stable timescales from the Jones-Tryon Kalman filter Metrologia 40 S335-41
6. Gray J E and Allan D W 1974 A method for estimating the frequency stability of an individual oscillator Proc. 28th Annual Symp. on Frequency Control (Fort Monmouth, NJ, May 1974) pp 243-6
7. Rutman J 1978 Characterisation of phase and frequency instabilities in precision frequency sources: fifteen years of progress Proc. IEEE 66 1048-75
8. Percival D B 2003 Stochastic models and statistical analysis for clock noise Metrologia 40 S289-304
9. Schmidt L S 2003 Atomic clock models using fractionally integrated noise processes Metrologia 40 S305-11
10. Barnes J and Jarvis S 1971 Efficient numerical and analog modelling of flicker noise processes NBS Technical Note 604 National Bureau of Standards
11. Mandelbrot B B 1971 A fast fractional Gaussian noise generator Water Resources Res. 7 543-53
12. Greenhall C A 1986 Initializing a flicker-noise generator IEEE Trans. Instrum. Meas. 35 222-4
13. Barnes J A and Greenhall C A 1987 Large sample simulation of flicker noise Proc. 19th Annual Precise Time and Time Interval (PTTI) Applications and Planning Meeting pp 203-17. Corrections in Proc. 24th Annual PTTI Meeting 1992, p 461
14. Brown R G and Hwang Y C 1997 Introduction to Random Signals and Applied Kalman Filtering 3rd edn (New York: Wiley) pp 94-6, 200-2, 265-70
15. Henrici P 1974 Applied and Computational Complex Analysis vol 1 (New York: Wiley) pp 249-59
16. Hutsell S T 1995 Relating the Hadamard variance to MSC Kalman filter clock estimation Proc. 14th Annual Precise Time and Time Interval (PTTI) Applications and Planning Meeting w 291-301