AllanVariance.hpp

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#ifndef ALLAN_VARIANCE_HPP
#define ALLAN_VARIANCE_HPP
 
#include <cmath>
#include <vector>
 
namespace fsw {
namespace calibration {
 
/**
 * Noise coefficients from Allan variance fit (scripts/calibration/allan_variance.py).
 * σ²_A(τ) = Q²/(2τ) + 2·ln(2)·B² + K²·τ/6 + R²·τ²/20
 */
struct NoiseCoefficients {
    double Q = 1e-3;
    double B = 1e-4;
    double K = 1e-5;
    double R = 1e-6;
    double tau_min = 1.0;
    double sigma_min = 1e-3;
};
 
/** Measurement σ from paper Section 7 (Python measurement_uncertainty). */
inline double measurement_uncertainty(double tau, const NoiseCoefficients& coeffs,
                                      double voltage = 0.0, double sigma_base = 1e-3) {
    double var = sigma_base * sigma_base;
    var += coeffs.Q * coeffs.Q / (2.0 * tau);
    var += 2.0 * std::log(2.0) * coeffs.B * coeffs.B;
    var += coeffs.K * coeffs.K * tau / 6.0;
    var += 1e-4 * voltage * voltage;
    return std::sqrt(std::max(var, 1e-12));
}
 
void compute_allan_variance(const std::vector<double>& timeseries, double tau0,
                            std::vector<double>& tau_out, std::vector<double>& sigma2_out);
 
NoiseCoefficients fit_noise_coefficients(const std::vector<double>& tau_arr,
                                         const std::vector<double>& sigma2_arr);
 
}  // namespace calibration
}  // namespace fsw
 
#endif