Concept

Averaging — where it appears

Taking the mean of a block of samples to reduce the noise on an estimate, whose spread falls as the square root of the count for independent samples. It stops working when they are not: a pink sequence's spread falls as the count to a power near a tenth rather than a half.

Named by 6 essays across 2 fields — each of them below, with the objects they name alongside it.

The usable range of one stage, in a 10 kHz measurement. computed by solving, not by drawing. The floor is the Johnson noise of a 1 kΩ source in the measurement's own noise bandwidth — 501.6 nV, using 15.7 kHz rather than the 10 kHz corner. The ceiling is the drive at which an exponential's distortion reaches one per cent, 1.03 mV. Between them is 66.3 dB, and nothing a designer does moves either number without changing the circuit.

A floor and a ceiling

Every other boundary on this site is a ceiling. This one puts a floor underneath and measures the distance between them — 4.00 nanovolts per root hertz at the bottom, one per cent of harmonic distortion at 1.03 millivolts at the top, and 66.3 decibels of range in a ten-kilohertz measurement. Both ends are computed, neither is on a datasheet, and the arrangement of the stages decides which one moves.

noise · Dynamic range
Averaging a white sequence, and averaging a pink one. computed by solving, not by drawing. Both sequences are the same seeded white stream, one of them put through the 1/f network. Averaged in non-overlapping blocks, the white one's spread falls as n to the -0.510 ± 0.006 across five seeds — the √N law — and the pink one's as n to the -0.087 ± 0.013, which is very nearly not at all. A thousand-sample average buys a factor of 36.9 on the first and 2.1 on the second.

The corner where averaging stops working

Average N samples and the noise falls by √N. That is a statement about independent samples, and flicker noise's samples are not independent — its correlation extends over every time scale, which is what a spectrum with no bottom means. Measured on the same seeded stream filtered and not: the white sequence falls as the −0.510 power of the block length and the pink one as the −0.087 power, so a thousand-sample average buys a factor of 36.9 on one and 2.1 on the other.

noise · Device noise
A true-RMS reading of a sine: ripple a second filter removes, and a bias it cannot. An explicit converter — square, average through a one-pole of τ = 100 ms, take the root — in steady state on a sine of unit root-mean-square value, integrated exactly over a period at 91 frequencies and by a fourth-order march of its own equation at 6, which agree to 1.9e-8. The upper curve is half the ripple on the reading and the lower one the amount by which its mean is low. The reading is low at every frequency, because the square root is concave; it is 1% low below 1.86 Hz, while the ripple is inside ±1% only above 39.8 Hz. The dashed curve is the small-ripple form, an eighth of the averaged square's ripple power, which the bias approaches as the ripple shrinks.

The average a square root pulls low

A true-RMS converter squares, averages and takes the root, and the root of a quantity that ripples averages below the root of its mean. With a hundred-millisecond averager a sine is read one per cent low below 1.86 hertz, where the ripple is still ±20 per cent — and a second filter that steadies the display takes the ripple away and leaves the reading exactly as low as it was. A square wave is read exactly at any averaging time; a rectifier current conducting for twenty degrees needs 2.41 times the averaging a sine does. The implicit converter is the explicit one at half the time constant, and a reading falls 1.38 times slower than it rises.

power · RMS and average
Three averagers passing the same noise, and three different half-power points. Integrated by eight-point quadrature on every lobe, with the tail past the last lobe in closed form. A mean over 20 ms has the response sin(πfT)/(πfT), and the area under its square is 25.000000 Hz against the 25 Hz of 1/(2T) — the brick wall drawn shaded. A mean over the window passes half its power at 22.147 Hz, so the noise bandwidth is 1.12880 times that frequency; A one-pole averager passes half its power at 15.915 Hz, so the noise bandwidth is 1.57080 times that frequency; Two means in cascade pass half their power at 23.919 Hz, so the noise bandwidth is 1.04521 times that frequency. Every curve drawn encloses the same area; they differ in where they spend it.

The filter an average is

A mean taken over a window is a filter, and the area under its squared response is exactly one over twice the window — 25 hertz of noise bandwidth for twenty milliseconds, passing half its power at 22.15. Built to the same noise, a one-pole averager passes half its power at 15.92 hertz and takes 2.33 times as long to settle to one per cent, and two means in cascade pass half at 23.92 and take 1.25 times as long. Between its nulls a mean rejects the mains no better than the one-pole does, and one per cent off a null it rejects it by forty decibels however many cycles the window holds.

noise · Noise bandwidth
A true-RMS converter reads noise low by 1/(16Bτ): 0.600% at Bτ = 10 and 672 ppm at 100, where a sine at fτ = 100 is 0.0396 ppm. Seeded, and measured. An explicit true-RMS converter — square, one-pole average of time constant τ, root — reading Gaussian noise of unit power, against the product of the noise's bandwidth and τ, from 1 to 100. Each point is 2²¹ samples at eight times the bandwidth, with the reading compared against the record's own root-mean-square and its standard error from batch means. Bτ = 1: 4.550% ± 150 ppm (band from zero), 4.081% (band of the same width about 3B). Bτ = 2: 2.598% ± 114 ppm (band from zero), 2.411% (band of the same width about 3B). Bτ = 5: 1.149% ± 75.4 ppm (band from zero), 1.098% (band of the same width about 3B). Bτ = 10: 0.600% ± 53.1 ppm (band from zero), 0.576% (band of the same width about 3B). Bτ = 20: 0.309% ± 39.1 ppm (band from zero), 0.295% (band of the same width about 3B). Bτ = 50: 0.127% ± 26.3 ppm (band from zero), 0.119% (band of the same width about 3B). Bτ = 100: 672 ppm ± 19 ppm (band from zero), 623 ppm (band of the same width about 3B). The dashed line is 1/(16Bτ), an eighth of the averaged square's variance, which the readings approach above Bτ = 10 and fall short of below it. A sine read by the same converter at the same product of frequency and τ is low by 3.96 ppm at 10 and 0.0396 ppm at 100 — the square of the noise's rate rather than its first power.

The noise a true-RMS meter reads low

A true-RMS converter reads a sine low by an amount that falls as the square of its frequency, and for anything but a slow sine that amount vanishes: 3.96 parts per million at ten times the averager's corner. Noise is not a sine. Its square fluctuates at every frequency down to zero, and the averager passes a share of that set by its own bandwidth against the noise's, so the reading is low by 1/(16Bτ) — the first power, not the second. Measured on seeded noise at Bτ = 10 it is 0.600 per cent low against a predicted 0.625; at 100, 672 parts per million. One reading scatters by eighteen times that, so no single reading shows the bias and the mean of a few hundred is nothing but bias.

power · RMS and average
Summed over whole periods 1.3% too long, a sine is read to ±0.65% for up to 38 periods, whatever their number. Integrated exactly over each window, the worst over every starting phase. The error in a root-mean-square summed over N assumed periods 1.3% too long, against N, for a sine and a 60° rectifier current, beside an explicit converter averaging over a comparable time, τ of N/2 periods. For the sine the worst error is 0.643% at one period and stays near δ/2 until N approaches 1/(2δ) = 38; it vanishes where Nδ is a whole number of half-periods of the square, and beyond it is bounded by 1/(4πN). The rectifier current's is 1.274% at one period, near δ(CF² − 1)/2 with a crest factor of 1.732. The converter at τ = N/2 periods is low by 15.8 ppm on the sine at N = 10, with a ripple of ±0.796%; on the rectifier current, low by 46.3 ppm with ±1.665%.

The cycle a converter has to know

Summing a waveform's square over a whole number of periods reads its root-mean-square exactly: no averager, no ripple, no bias. It needs the period, and a period known one per cent long puts a hundredth of a period too much into the window. Wherever that extra piece falls, the reading moves — on a sine by up to 0.50 per cent over one period, and by 0.46 per cent over ten, because the extra piece grows with the window as fast as the window does. The worst error is δ(CF² − 1)/2, set by the crest factor and the period error and not by how many periods are summed, until the excess reaches half a period. A square wave is read exactly from any window, and a 60° rectifier current twice as badly as a sine.

power · RMS and average

Named alongside it

The objects these essays reach for when they reach for this one.

Measurement conditionModel rangeSettling timeTrue-RMSConduction angleForm factorNoise figureSeeded generatorBilinear transformBrick wall filterConvergence orderCorrelation time

All concepts