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Forming stable timescales from the Jones–Tryon Kalman filter

Charles A Greenhall

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This is a study of three timescales formed from a Kalman filter operating on a model of a clock ensemble. The raw Kalman scale is unstable at short averaging times. The Kalman-plus-weights and reduced Kalman scales are stable at all averaging times. An optimality property is proved for the reduced Kalman scale.


PACS

06.30.Ft Time and frequency

Subjects

Instrumentation and measurement

Dates

Issue 3 (June 2003)

Received 24 April 2002

Published 5 June 2003



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