Statistical Characterization of a Measurement – Approach using MCMC

Hana Baili (1) , Gilles Fleury (1)

1 E3S - Supélec Sciences des Systèmes

A measurement is any quantity to be observed within a system; we talk about indirect measurement when this quantity cannot be directly given by some sensors. This paper proposes a probabilistic approach to characterize a dynamic continuous measurement by a knowledge-based uncertain model, using a Monte-Carlo technique with Markov chains (MCMC). The method is far simpler than the Monte-Carlo's one or the numerical resolution of the Fokker-Planck equation; looking at the precision, it is also quite satisfactory.

Domaines: Systèmes dynamiques [math.DS]; Probabilités [math.PR]

Hana Baili, Gilles Fleury. Statistical Characterization of a Measurement – Approach using MCMC. IMTC/2002, IEEE, May 2002, Anchorage, United States. ⟨10.1109/IMTC.2002.1007157⟩. ⟨hal-01104842⟩