Response and Uncertainty of the Parabolic Variance PVAR to Non-Integer Exponents of the Power Law

Abstract

Oscillator fluctuations are described as the phase or frequency noise spectrum, or in terms of a wavelet variance as a function of the measurement time. The spectrum is generally approximated by the `power law,' i.e., a Laurent polynomial with integer exponents of the frequency. This article extends the domain of application of PVAR, a wavelet variance which uses the linear regression on phase data to estimate the frequency, and called `parabolic' because such regression is equivalent to a parabolic-shaped weight function applied to frequency fluctuations. In turn, PVAR is relevant in that it improves on the widely-used Modified Allan variance (MVAR) enabling the detection of the same noise processes at the same confidence level in a shorter measurement time. More specifically, we provide (i) the analytical expression of the response of the PVAR to the frequency-noise spectrum in the general case of non-integer exponents of the frequency, and (ii) a useful approximate expression of the statistical uncertainty.