Overlapped Allan Variance and allanvar Function

Hi everyone,

I've a doubt about the allanvar function in MATLAB R2019b: is it the "classic" non-overlapped Allan Variance or does it implement the better Overlapped Allan Variance?

I've read the function's documentation but ther is no reference about this. I've also searched on the web but didn't find anything.

Thanks to anyone who will answer!

Answer 1

[Saurav Chaudhary]

Refer the documentation link given below. It contains an example "Inertial sensor noise analysis using Allan variance" which involves overlapping Allan variance estimator. This means that the calculated clusters are overlapping.

https://www.mathworks.com/help/nav/ug/inertial-sensor-noise-analysis-using-allan-variance.html

[Federico Chiarlo]

Thank you for your answer!

I had already checked that example. They write a code for the Overlapping AVAR and then they essentially say "this can also be done with allanvar", and the results are almost the same, but there is no explicit statement that allanvar is actually the overlapped one.

I just saw your badge "staff". If you are in MathWorks and you guarantee that it is overlapped, I'll trust you!