Title :
Bootstrap methods for a measurement estimation problem
Author :
De La Rosa, José I. ; Fleury, Gilles A.
Author_Institution :
Signal Process. Lab., Univ. Autonoma de Zacatecas
fDate :
6/1/2006 12:00:00 AM
Abstract :
In this paper, a new approach for the statistical characterization of a measurand is presented. A description of how different bootstrap techniques can be applied in practice to estimate successfully a measurand probability density function (pdf) is given. When the direct observation of a quantity of interest is practically impossible such as in nondestructive testing, it is necessary to estimate such quantity, which is also called measurand. The statistical characterization of any estimator is important, because all the uncertainty features can be accessible to qualify such estimator. On the other hand, most of the time, the large-scale repetition of an experiment is not economically feasible, so that the Monte Carlo methods cannot be used directly for uncertainty characterization. Bootstrap methods have proved to be a potentially useful alternative. Moreover, a biased bootstrap recent technique, with which robust parameter estimates are obtained, is used. This technique is extended to be used in measurand estimation. An extended nested bootstrap improvement for the measurand pdf estimation is also presented. These techniques are applied to a realistic multidimensional measurand-estimation problem of groove dimensioning using remote field eddy current inspection. Measurand uncertainty characterization using the bootstrap techniques generally gives an accurate pdf estimation
Keywords :
bootstrapping; estimation theory; measurement uncertainty; probability; bootstrap methods; eddy current inspection; measurand estimation; measurand probability density function; measurand uncertainty characterization; measurement estimation problem; multidimensional measurand-estimation problem; parameter estimation; pdf estimation; statistical characterization; Current measurement; Density measurement; Eddy currents; Inspection; Large-scale systems; Multidimensional systems; Nondestructive testing; Parameter estimation; Probability density function; Robustness; Bootstrap; Monte Carlo simulation; indirect measurement; nonlinear regression; probability density function (pdf) estimation;
Journal_Title :
Instrumentation and Measurement, IEEE Transactions on
DOI :
10.1109/TIM.2006.873779