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Metrology and Measurement Systems

The Journal of Committee on Metrology and Scientific Instrumentation of Polish Academy of Sciences

4 Issues per year


IMPACT FACTOR 2016: 1.598

CiteScore 2016: 1.58

SCImago Journal Rank (SJR) 2016: 0.460
Source Normalized Impact per Paper (SNIP) 2016: 1.228

Open Access
Online
ISSN
2300-1941
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Volume 24, Issue 1 (Mar 2017)

Estimation of Conditional Expected Value for Exponentially Autocorrelated Data

Adam Kowalczyk
  • Rzeszow University of Technology, Department of Metrology and Diagnostic Systems, Powstańców Warszawy 12, 35-959 Rzeszów, Poland
  • Email:
/ Anna Szlachta
  • Corresponding author
  • Rzeszow University of Technology, Department of Metrology and Diagnostic Systems, Powstańców Warszawy 12, 35-959 Rzeszów, Poland
  • Email:
/ Robert Hanus
  • Rzeszow University of Technology, Department of Metrology and Diagnostic Systems, Powstańców Warszawy 12, 35-959 Rzeszów, Poland
  • Email:
/ Rafał Chorzępa
  • Rzeszow University of Technology, Department of Metrology and Diagnostic Systems, Powstańców Warszawy 12, 35-959 Rzeszów, Poland
  • Email:
Published Online: 2017-03-20 | DOI: https://doi.org/10.1515/mms-2017-0005

Abstract

Autocorrelation of signals and measurement data makes it difficult to estimate their statistical characteristics. However, the scope of usefulness of autocorrelation functions for statistical description of signal relation is narrowed down to linear processing models. The use of the conditional expected value opens new possibilities in the description of interdependence of stochastic signals for linear and non-linear models. It is described with relatively simple mathematical models with corresponding simple algorithms of their practical implementation.

The paper presents a practical model of exponential autocorrelation of measurement data and a theoretical analysis of its impact on the process of conditional averaging of data. Optimization conditions of the process were determined to decrease the variance of a characteristic of the conditional expected value. The obtained theoretical relations were compared with some examples of the experimental results.

Keywords: conditional averaging; conditional expected value; auto-correlated data; random signals

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About the article

Received: 2016-05-11

Accepted: 2016-09-19

Published Online: 2017-03-20

Published in Print: 2017-03-01


Citation Information: Metrology and Measurement Systems, ISSN (Online) 2300-1941, DOI: https://doi.org/10.1515/mms-2017-0005.

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© 2017 Polish Academy of Sciences. This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License. BY-NC-ND 3.0

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