Measurement data processing using random matrices: a generalized formula for the propagation of uncertainty

Author

D´Antona, Gabriele

Author_Institution

Dipt. di Elettrotecnica, Politecnico di Milano, Italy

Volume

53

Issue

2

fYear

2004

fDate

4/1/2004 12:00:00 AM

Firstpage

537

Lastpage

545

Abstract

In measurement practices, mathematical models and processing algorithms are often formulated in terms of transformations between matrices whose elements are measured quantities affected by uncertainty. In these cases, it is crucial to have a law for the propagation of the standard uncertainty valid for the estimation of the uncertainty and correlations in the results. In this paper, this formula will be derived, and some examples of its application to experimental measurement situations will be shown.

Keywords

calibration; matrix algebra; measurement uncertainty; transforms; calibration uncertainty; correlations; mathematical models; matrix transformations; measurement data processing; measurement practices; measurement uncertainty; processing algorithms; random matrices; uncertainty estimation; uncertainty models; uncertainty propagation; Calculus; Current measurement; Data processing; Electric variables measurement; Equations; ISO; Jacobian matrices; Mathematical model; Measurement uncertainty; Signal processing;

fLanguage

English

Journal_Title

Instrumentation and Measurement, IEEE Transactions on

Publisher

ieee

ISSN

0018-9456

Type

jour

DOI

10.1109/TIM.2004.823650

Filename

1284888