Open AccessDetecting atomic clock frequency trends using an optimal stopping method
Author(s) -
Cristina Zucca,
P. Tavella,
Goran Peškir
Publication year - 2016
Publication title -
metrologia
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.637
H-Index - 79
eISSN - 1681-7575
pISSN - 0026-1394
DOI - 10.1088/0026-1394/53/3/s89
Subject(s) - unobservable , atomic clock , computer science , scope (computer science) , process (computing) , wiener process , optimal stopping , algorithm , statistics , mathematics , physics , optics , econometrics , operating system , programming language
We consider the problem of rapid detection of anomalies in atomic clocks. We assume that the clock error evolution can be modeled by a Wiener process with a drift changing from 0 to mu not equal 0 at some random unobservable time theta and we approach the problem by applying the quickest detection method. We describe the scope and the limits of the method and we apply it to clock experimental data