UNCERTAINTY EVALUATION FOR CONTINUOUS-TIME MEASUREMENTS

The Guide to the Expression of Uncertainty in Measurement (GUM) deals with physical quantities whose values are constant in time. However, in many applications the value of the measurand shows a significant time dependence, and the uncertainty evaluation requires that a continuous function is considered as the measurand, which is not covered by the GUM. We show that a corresponding extension of the methods of the GUM and of its supplement 1 (GUM-S1) can be realised consistently within the framework of stochastic processes. It follows that the propagation of (co-)variances (GUM) and the propagation of distributions (GUM-S1) then carry over to the propagation of covariance functions and stochastic processes, respectively. The proposed extension enables the uncertainty evaluation for continuous functions and particularly for continuous-time measurements.