Detecting atomic clock frequency trends using an optimal stopping method

Abstract

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 at some random unobservable time θ 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.

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