This site uses cookies. By continuing to use this site you agree to our use of cookies. To find out more, see our Privacy and Cookies policy.

Forming stable timescales from the Jones–Tryon Kalman filter

Published 5 June 2003 Published under licence by IOP Publishing Ltd
, , Citation Charles A Greenhall 2003 Metrologia 40 S335 DOI 10.1088/0026-1394/40/3/313

0026-1394/40/3/S335

Abstract

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.

Export citation and abstract BibTeX RIS