Loading [MathJax]/extensions/MathZoom.js
Statistical Characterization of a Measurement – Approach using MCMC
Baili, Hana ; Fleury, Gilles
HAL, hal-01104842 / Harvested from HAL
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.
Publié le : 2002-05-21
Classification:  [MATH.MATH-DS]Mathematics [math]/Dynamical Systems [math.DS],  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
@article{hal-01104842,
     author = {Baili, Hana and Fleury, Gilles},
     title = {Statistical Characterization of a Measurement -- Approach using MCMC},
     journal = {HAL},
     volume = {2002},
     number = {0},
     year = {2002},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-01104842}
}
Baili, Hana; Fleury, Gilles. Statistical Characterization of a Measurement – Approach using MCMC. HAL, Tome 2002 (2002) no. 0, . http://gdmltest.u-ga.fr/item/hal-01104842/