The measurement of data over time and/or space is of utmost importance in a wide range of domains from engineering to physics. Devices that perform these measurements therefore need to be extremely precise to obtain correct system diagnostics and accurate predictions, consequently requiring a rigorous calibration procedure which models their errors before being employed. While the deterministic components of these errors do not represent a major modelling challenge, most of the research over the past years has focused on delivering methods that can explain and estimate the complex stochastic components of these errors. This effort has allowed to greatly improve the precision and uncertainty quantification of measurement devices but has this far not accounted for a significant stochastic noise that arises for many of these devices: vibration noise. Indeed, having filtered out physical explanations for this noise, a residual stochastic component often carries over which can drastically affect measurement precision. This component can originate from different sources, including the internal mechanics of the measurement devices as well as the movement of these devices when placed on moving objects or vehicles. To remove this disturbance from signals, this work puts forward a modelling framework for this specific type of noise and adapts the Generalized Method of Wavelet Moments to estimate these models. We deliver the asymptotic properties of this method when applied to processes that include vibration noise and show the considerable practical advantages of this approach in simulation and applied case studies.
翻译:测量时间和空间数据的过程在许多领域中都是至关重要的,从工程学到物理学都是如此。因此,测量设备需要极其精确,才能获得正确的系统诊断和准确的预测,这就需要进行严格的校准过程,以在其使用前对其误差进行建模。虽然这种误差的确定性成分不构成主要的建模难题,但过去几年的大部分研究重心是提供能够解释和估计这种误差的复杂随机成分的方法。这项工作使得测量设备的精度和不确定性量化得以大大提高,但是这一方法迄今还没有考虑到原因在于许多设备产生的一种重要随机噪声:振动噪声。事实上,在过滤掉了这种噪声的物理解释后,通常会残留出一个会严重影响测量精度的随机成分。这个成分可能来自不同的源,包括测量设备的内部机械结构以及放置在移动物体或车辆上时这些设备的移动。为了从信号中去除这种干扰,本文提出了一种针对特定噪声类型的建模框架,并将广义小波矩方法改进为用于估计这些模型的方法。我们给出这种方法应用于包括振动噪声的过程时的渐近性质,并展示了这种方法在模拟和应用案例研究中的显著实际优势。