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Evaluation of the Standard Deviation of the Random Component of the Measured Signal from Its Autocorrelated Observations

Conference paper
Part of the Advances in Intelligent Systems and Computing book series (AISC, volume 267)

Abstract

Described is the proposal of evaluation the standard deviation of the stationary random component of measured signal from its regularly sampled observations when they are auto-correlated. As, the first step is the identification and removing the regularly variable components from the raw sample data. Then formulas for standard deviation of the sample and of the mean value are expressed with use 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. How to estimate the autocorrelation function for the sample data is also described. Few numerical examples to illustrate problems are included.

Keywords

probability distribution standard deviation autocorrelation uncertainty type A 

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Copyright information

© Springer International Publishing Switzerland 2014

Authors and Affiliations

  1. 1.Industrial Research Institute of Automation and Measurement PIAPWarsawPoland

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