Uncertainty Estimation Using Monte-Carlo Method Constrained by Correlations of the Data
Simple and easy uncertainty estimation method is proposed. Provided that specification or simple experimental result is available, possible variance and covariance in error are estimated and Monte-Carlo simulation reflecting constraint caused by the covariance can be performed. Comparison between uncertainties obtained by the proposed method and that by actual measurements on real CMM shows good agreement within 1 m µ over-estimation.
Wei Gao, Yasuhiro Takaya, Yongsheng Gao and Michael Krystek
M. Nara et al., "Uncertainty Estimation Using Monte-Carlo Method Constrained by Correlations of the Data ", Key Engineering Materials, Vols. 381-382, pp. 587-590, 2008