Hi


> On Dec 17, 2017, at 6:50 PM, Magnus Danielson <mag...@rubidium.dyndns.org> 
> wrote:
> 
> Hi,
> 
> On 12/17/2017 03:09 PM, Mattia Rizzi wrote:
>>> you demand ergodicity, you cannot have 1/f. You can have only one or the
>> other. Not both. And if you choose ergodicity, you will not faithfully
>> model a clock.
>> I am talking about the issues of flicker noise processes for an
>> experimentalist. I know that the (current) theory is incompatible with
>> ergodicy, but for an experimentalist ergodicity is an assumption that you
>> have to do. You did as well, in Attila#2.
> 
> We need to assume the properies of our model is static as we measure it and 
> try to estimate the model parameters.
> 
> However, the noise we have does not have the normal convergence properties, 
> so much of the normal ways of defining things does not directly apply.
> 
> Much of the methods we have come out of experimentalists trying to make 
> models and methods adapt to their measurement reality.
> 
> A spectrum analyzer will pre-filter flicker noise and by that change its 
> statistical behavior, it will start to behave much more like white noise, but 
> there will be a bias in the reading. The bias in the reading depends on the 
> filtershape and noise type. This is known from both theory and actual 
> measurements.
> 
> Similarly will counter-based observation behave.
> 
> This heated debate on ergodic etc. needs to focus on what actually happens 
> and leave the theory draftingboard, since honestly, you guys to not make 
> enough sense even to me. Leave the fancy definitions aside for a moment and 
> let's focus on the properties and how we achieve them and how not to achieve 
> them.
> 
>>> Please take one of the SA's you have at CERN, measure an oscillator
>> for a long time and note down the center frequency with each measurement.
>> I promise you, you will be astonished.
>> Let's keep the focus on flicker noise, for instance, flicker noise of an
>> amplifier. Noise in oscillators is more fuzzy.
> 
> It's the noise of oscillators you need to handle, because it will be there to 
> act as test signals for amplifiers.
> 
> It is however understood and we have methods to handle it.
> 
> The models we have work within some limits. I've spent time to learn these 
> limits and checked it with those knowing much better. Being rigorous about 
> this is not for the fainthearted, and while many knows some, it does not help 
> if you want to be rigorous. Then again, very very few are. I have not seen 
> any real convergence in your debate, it's kept fluctuating without 
> stabilizing just as a RMS measure does on these noisetypes, you keep 
> deviating even wilder even.
> 
> I find that much of the terms and definitions in classical statistics is 
> really not applicable as you encounter 1/f and further noises. While useful 
> background, as you enter the dark dungeon of time and frequency, there be 
> flicker dragons and other monsters that the classical statistics didn't 
> prepare you very well for, even if it was a good education.
> 
> To go further, for a while all references to ergodic, I.I.D., gaussian etc. 
> just have to pause, because they are not contributing to understanding, they 
> only contribute to disagreement. Let's discuss actual properties separate, 
> and maybe we can come back and conclude what it means in other terms, but not 
> now.

You then hit the very basic fact that a “standard noise process” does not cover 
what real oscillators or amplifiers
do in the field. They have a *lot* of “noise like” issues that impact their 
performance. Simply coming up with a model
for this or that process is only a very basic start to modeling a real device 
…..

Bob


> 
> Best Regards,
> Magnus
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