Wavelet Analysis of Clock Noise

Don Percival

Abstract: A wavelet is a relatively new mathematical tool that can be used to analyze data arising in PTTI applications. This paper presents a basic introduction to wavelets and wavelet analysis. We also look briefly at some specific uses for wavelets with PTTI data, including (1) tracking data whose statistical properties are evolving over time, (2) decomposing the sample variance for a set of data into components that are attributable to variations over different scales, and (3) decorrelating highly correlated data.
Published in: Proceedings of the 35th Annual Precise Time and Time Interval Systems and Applications Meeting
December 2 - 4, 2003
Hilton Resort on Mission Bay
San Diego, California
Pages: 211 - 220
Cite this article: Percival, Don, "Wavelet Analysis of Clock Noise," Proceedings of the 35th Annual Precise Time and Time Interval Systems and Applications Meeting, San Diego, California, December 2003, pp. 211-220.
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