allan v1.71

Calculates Allan deviation of a time domain signal.

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There is a newer version that calculates normal, overlapping, modified and times Allan deviations in one function: http://www.mathworks.com/matlabcentral/fileexchange/26659-allan-v3-0

allan.m calculates the Allan deviation of a time domain signal. It is intended for stability analysis of frequency data. Data sets with rate or time stamp information are handled.
Enhanced performance for rate in comparison to allan.m v1.61 (by M.A. Hopcroft, file ID 13246) by preallocating memory space. No changes for time stamp.
For long time series, the enhancement gets more significant.

Motivation: Calculate Allan variance for long time series with high sample rates.
Sample data available at www.nbi.dk/~czerwin/files/allan.zip

Comments by John D'Errico (Oct 14, 2008) are incorporated.

Cite As

Fabian Czerwinski (2026). allan v1.71 (https://au.mathworks.com/matlabcentral/fileexchange/21727-allan-v1-71), MATLAB Central File Exchange. Retrieved .

Acknowledgements

Inspired by: allan

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.3.0.0

There is a newer version that calculates normal, overlapping, modified and times Allan deviations: http://www.mathworks.com/matlabcentral/fileexchange/26659-allan-v3-0

1.0.0.0

Comments by John D'Errico (Oct 14, 2008) are incorporated.

Sample data available at www.nbi.dk/~czerwin/files/allan.zip