Hotelling T2分布下安全关键系统s参数覆盖概率的估计

Franz G. Aletsee
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引用次数: 0

摘要

安全关键型系统,如医疗产品、工业安全功能或自动驾驶系统,不仅依赖于对实际系统参数的了解,而且还必须考虑统计特性。除了测量不确定性外,样本变异在评价某一参数的整体变异时也可以发挥非凡的作用。s参数用于描述高频器件(如电缆)的线性行为。本文的重点是样本变化的量化,以满足预定义的安全裕度。首先,推导并给出了统计关系。然后,通过蒙特卡罗模拟对这些结果进行了验证。可以看出,即使对于大约50个观测值的中等样本量,也需要使用Hotelling 's T2分布来解释样本协方差矩阵估计的不确定性。这些一般发现适用于s参数测量,并提出了基于9电缆测量的应用。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Estimation of the Coverage Probability of S-Parameters for Safety-Critical Systems with Hotelling’s T2 Distribution
Safety-critical systems, such as medical products, industrial safety functions, or autonomous driving systems, rely not only on the knowledge of the actual system parameters, but it is imperative to also take statistic properties into account. Besides measurement uncertainties, sample variation can play an extraordinary role in the evaluation of the overall variation of a certain parameter. S-parameters are used to describe the linear behavior of high-frequency devices, such as cables. This paper focuses on the quantification of sample variation to satisfy predefined safety margins. First, statistic relations are deduced and presented. Afterwards, these results are verified by means of Monte Carlo simulations. It can be shown, that even for moderate sample sizes of about 50 observations, the Hotelling’s T2 distribution needs to be used to account for the uncertainty of the sample covariance matrix estimation. These general findings are adapted to S-parameter measurements and an application based on 9 cable measurements is presented.
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