Evaluation of the uncertainty type A of the random stationary signal component from its autocorrelated observations

Zygmunt Lech Warsza, Mykhaylo Dorozhovets
Abstract:
The proposal of evaluating the uncertainty type A of the stationary random component of measured signal from its regularly sampled observations (auto-correlated) is presented. In the first step the regularly variable components of the signal are indentified and removed from the raw sample data. Then upgraded formulas for standard uncertainty type A of the sample and of the mean value are expressed with the use of the correction coefficients or the so-called “effective number” of observations. These quantities depend on number of observations and on the autocorrelation function of the sample cleaned from regular components. Two methods of finding and estimating the autocorrelation function for the sample data are also presented. Few numerical examples are included.
Keywords:
autocorrelated data, effective number of observations, uncertainty type A
Download:
IMEKO-TC4-2014-368.pdf
DOI:
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Event details
IMEKO TC:
TC4
Event name:
TC4 Symposium 2014
Title:

20th IMEKO TC4 Symposium on Measurements of Electrical Quantities (together with 18th TC4 International Workshop on ADC and DCA Modeling and Testing, IWADC)
"Research on Electrical and Electronic Measurement for the Economic Upturn"

Place:
Benevento, ITALY
Time:
15 September 2014 - 17 September 2014