Discrete simulation of power law noise

N. Jeremy Kasdin, Todd Walter

Research output: Chapter in Book/Report/Conference proceedingConference contribution

56 Scopus citations


Power law noise plays an important role in the description of high performance oscillators. Commonly, five types of noise are considered to affect clocks and clock measurements: white phase, flicker phase, white frequency, flicker frequency and random walk frequency. These noise types are distinguished by the slopes of their spectral densities, Sy(f) ∝ fα (on a log-log scale). The noise is inherent both to the oscillators and to the measurement systems and defines the limits of stability of the clocks. Accurate simulation of the noise can be important for testing the measurement system and the characterization software. This paper presents a new algorithm and computer code for simulating power law noises with arbitrary α (it is not restricted to the integer values mentioned above). The general theory of noise simulation is investigated to determine the criteria for evaluating and deriving simulation methods. Past techniques are evaluated and the new method is shown to provide improvements, particularly because it results in non-stationary noise sequences that are also scale-invariant and causal and have the proper autospectral densities and Allan variances.

Original languageEnglish (US)
Title of host publicationProceedings of the Annual Frequency Control Symposium
PublisherPubl by IEEE
Number of pages10
ISBN (Print)0780304764
StatePublished - Dec 1 1992
Externally publishedYes
EventProceedings of the 1992 IEEE Frequency Control Symposium - Hershey, PA, USA
Duration: May 27 1992May 29 1992


OtherProceedings of the 1992 IEEE Frequency Control Symposium
CityHershey, PA, USA

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Electrical and Electronic Engineering


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