The Ornstein-Uhlenbeck process as a model of a low pass filtered white noise

Metrologia

Volumn 45, Issue 6, 2008, Pages

  Bibbona, Enrico ^a,c   Panfilo, Gianna ^b   Tavella, Patrizia ^a  

^a ISTITUTO NAZIONALE DI RICERCA METROLOGICA   (Italy)

^b PAVILLON DE BRETEUIL   (France)

^c UNIVERSITY OF TURIN   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

STOCHASTIC CONTROL SYSTEMS; WHITE NOISE;

ALLAN VARIANCES; EASE OF USES; FIRST PASSAGE TIMES; FREQUENCY METROLOGIES; LOW PASSES; MATHEMATICAL PROPERTIES; STATIONARY SPECTRUMS;

MATHEMATICAL MODELS;

EID: 58149337416     PISSN: 00261394     EISSN: 16817575     Source Type: Journal    
DOI: 10.1088/0026-1394/45/6/S17     Document Type: Article

References (18)

1. Brown K R 1991 The theory of the GPS composite clock ION GPS-91 (Albuquerque, USA, 11-13 September 1991)
2. Senior K, Koppang P and Ray J 2003 Developing an IGS time scale IEEE Trans. Ultrason. Ferroelectr. Freq. Control 50 585-93
3. Galleani L, Sacerdote L, Tavella P and Zucca C 2003 Metrologia 40 S257-64
4. Tavella P and Zucca C 2005 IEEE Trans. Ultrason., Ferroelectr. Freq. Control 52 289-96
5. Chandrasekhar S 1943 Rev. Mod. Phys. 15 1-89
6. Uhlenbeck G E and Ornstein L S 1930 Phys. Rev. 36 823-41
7. Stachel J, Cassidy D C, Renn J, Schulmann R and Howard D 1989 The Collected Papers of Albert Einstein (The Swiss Years: Writings 1900-1909) vol 2 (Princeton, NJ: Princeton University Press)
8. Arnold L 1974 Stochastic Differential Equations: Theory and Applications (New York: Wiley)
9. Karlin S and Taylor H M 1981 A Second Course in Stochastic Processes (San Diego: Academic)
10. Wang M C and Uhlenbeck G E 1945 Rev. Mod. Phys. 17 323-42
11. Allan D W 1987 IEEE Trans. Ultrason. Ferroelectr. Freq. Control 34 647-54
12. Tretter S A 1976 Introduction to Discrete-Time Signal Processing (New York: Wiley)
13. Ricciardi L M and Sato S 1990 Lectures in Applied Mathematics and Informatics (Manchester: Manchester University Press)
14. Piva K 2004 Metodi probabilistici, statistici, numerici e simulativi per lo studio del processo di Ornstein-Uhlenbeck come modello dell'errore di un orologio atomico Degree Thesis in Mathematics University of Torino (in Italian)
15. Giraudo M T and Sacerdote L 1999 Commun. Stat. Simul. Comput. 28 1135
16. Buonocore A, Nobile A G and Ricciardi L M 1987 Adv. Appl. Probab. 19 784-800
17. Witt T J 2007 Metrologia 44 201-9
18. Tremblay P, Tetu M and Michaud A 1989 IEEE Trans. Instrum. Meas. 38 967-73