Simple Allan deviation in time domain

simpleoaallan.py

# Simple and direct overlapping Allan deviation
# for stability analysis in time domain (i.e. "phase" samples)

def overlappingAlanDeviationTimeDomain(timestamps, samples, overlapWindowSize = 2):
    oadev = []
    taus = []
    tau0 = (timestamps[len(timestamps)-1] - timestamps[0]) / (len(timestamps))

    for nLimit in range(2*overlapWindowSize, len(timestamps)):
        tau = tau0 * nLimit
        sum = 0
        for i in range(nLimit - 2*overlapWindowSize):
            sum = sum + (samples[i + 2*overlapWindowSize] - 2 * samples[i + overlapWindowSize] + samples[i])**2.0
        sum = sum / (2 * (nLimit - 2*overlapWindowSize) * tau**2)
        oadev.append(sum)
        taus.append(len(taus) * tau0)
    return taus, oadev