Generate AR(1) Block Process
This function allows us to generate a non-stationary AR(1) block process.
gen_ar1blocks(phi, sigma2, n_total, n_block, scale = 10, title = NULL, seed = 135, ...)
phi |
A |
sigma2 |
A |
n_total |
An |
n_block |
An |
scale |
An |
title |
A |
seed |
An |
... |
Additional parameters. |
A vector containing the AR(1) block process.
This function generates a non-stationary AR(1) block process whose theoretical maximum overlapping allan variance (MOAV) is different from the theoretical MOAV of a stationary AR(1) process. This difference in the value of the allan variance between stationary and non-stationary processes has been shown through the calculation of the theoretical allan variance given in "A Study of the Allan Variance for Constant-Mean Non-Stationary Processes" by Xu et al. (IEEE Signal Processing Letters, 2017), preprint available: https://arxiv.org/abs/1702.07795.
Yuming Zhang and Haotian Xu
Xt = gen_ar1blocks(phi = 0.9, sigma2 = 1, n_total = 1000, n_block = 10, scale = 100) plot(Xt) Yt = gen_ar1blocks(phi = 0.5, sigma2 = 5, n_total = 800, n_block = 20, scale = 50) plot(Yt)
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