IEEE Transactions on Instrumentation and Measurement · 1987 · 232 citations · 13 references
EngineeringPhysicsMetrologyStatisticsUncertainty QuantificationMeasurement In ScienceMeasurement StandardsMeasurement UncertaintyNoisePropagation Of UncertaintyUncertainty AnalysisFundamental Physical ConstantsMeasurement Uncertainty EstimationRandom NoiseStandards VarianceStatistical Uncertainty AnalysisSystematic UncertaintiesUncertainty AssessmentWhite Noise
In metrology, uncertainty quantification is essential, yet the ubiquitous use of classical variance and standard deviation of the mean can mislead when measurements exhibit correlated, non‑white noise, as perturbations of physical constants and environmental coupling introduce such deviations. This study aims to assess whether the classical variance remains appropriate for uncertainty evaluation in standards metrology by examining long‑term correlated time series from frequency standards, standard‑volt cells, and gauge blocks. The authors employ a straightforward time‑domain statistical method tailored to power‑law spectra, providing an alternative estimator and a simple test for white‑noise behavior. The approach demonstrates that identifying the underlying spectrum yields clearer uncertainty assessments and enables metrologists to determine when classical variance is suitable or when more advanced procedures should be adopted.
Since a measurement is no better than its uncertainty, specifying the uncertainty is a very important part of metrology. One is inclined to believe that the fundamental constants in physics are invariant with time and that they are the foundation upon which to build internationl system (SI) standards and metrology. Therefore clearly specifying uncertainties for these physical invariants at state-of-the-art levels should be one of the principal goals of metrology. However, by the very act of observing some physical quantity we may perturb the standard, thus introducing uncertainties. The random deviations in a series of observations may be caused by the measurement system, by environmental coupling or by intrinsic deviations in the standard. For these reasons and because correlated random noise is as commonly occurring in nature as uncorrelated random noise, the universal use of the classical variance, and the standard deviation of the mean may cloud rather than clarify questions regarding uncertainties; i.e., these measures are well behaved only for random uncorrelated deviations (white noise), and white noise is typically a subset of the spectrum of observed deviations. The assumption that each measurement in a series is independent because the measurements are taken at different times should be called into question if, in fact, the series is not random and uncorrelated, i.e., does not have a white spectrum. In this paper, studies of frequency standards, standard-volt cells, and gauge blocks provide examples of long-term random-correlated time series which indicate behavior that is not "white" (not random and uncorrelated). This paper outlines and illustrates a straightforward time-domain statistical approach, which for power-law spectra yields an alternative estimation method for most of the important random power-law processes encountered. Knowing the spectrum provides for clearer uncertainty assessment in the presence of correlated random deviations, the statistical approach outlined also provides a simple test for a white spectrum, thus allowing a metrologist to know whether use of the classical variance is suitable or whether to incorporate better uncertainty assessment procedures, e.g., as outlined in the paper.
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Statistics of atomic frequency standards
D.W. Allan · Proceedings of the IEEE · 1966 · 2.7K citations
Marvin Stuart Keshner · Proceedings of the IEEE · 1982 · 755 citations
An Accuracy Algorithm for an Atomic Time Scale
D.W. Allan, H. Hellwig, D.J. Glaze · Metrologia · 1975 · 290 citations
Engineering, Physics, Atomic Physics +16