Calculation of the uncertainty of the mean of autocorrelated measurements

Calculation of the uncertainty of the mean of autocorrelated measurements
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自相关测量平均值的不确定度计算

DOI:
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发表时间:
2006
期刊:
影响因子:
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通讯作者:
N. Zhang
N. Zhang
中科院分区:
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文献类型:
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作者:
N. Zhang

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当重复测量具有自相关性时,用传统的方法来计算测量平均值的不确定度是不合适的,这种方法假设测量是统计独立的。在本文中,我们提出了一个实用的方法来计算相应的不确定性和置信区间时,数据是从一个平稳的过程。为了说明,该方法被应用到两个例子:线宽测量由扫描电子显微镜和重量测量。结果也扩展到一般情况下,其中A型和B型不确定性分量的加权平均值的情况下。
When repeated measurements are autocorrelated, it is not appropriate to use the traditional approach to calculate the uncertainty of the average of the measurements, which assumes that the measurements are statistically independent. In this paper, we propose a practical approach to calculate the corresponding uncertainty and the confidence interval when the data are from a stationary process. For illustration, the approach is applied to two examples: linewidth measurements made by a scanning electron microscope and weight measurements. The results are also extended to the general case in which both Type A and Type B uncertainty components are presented and to the case of weighted means.