Uncertainty modeling of random and systematic errors by means of Monte Carlo and fuzzy techniques

The standard reference in uncertainty modeling is the ‘‘Guide to the Expression of Uncertainty in Measurement (GUM)’’. GUM groups the occurring uncertain quantities into ‘‘Type A’’ and ‘‘Type B’’. Uncertainties of ‘‘Type A’’ are determined with the classical statistical methods, while ‘‘Type B’’ is subject to other uncertainties which are obtained by experience and knowledge about an instrument or a measurement process. Both types of uncertainty can have random and systematic error components. Our study focuses on a detailed comparison of probability and fuzzy-random approaches for handling and propagating the di¤erent uncertainties, especially those of ‘‘Type B’’. Whereas a probabilistic approach treats all uncertainties as having a random nature, the fuzzy technique distinguishes between random and deterministic errors. In the fuzzy-random approach the random components are modeled in a stochastic framework, and the deterministic uncertainties are treated by means of a range-of-values search problem. The applied procedure is outlined showing both the theory and a numerical example for the evaluation of uncertainties in an application for terrestrial laserscanning (TLS).

[1]  W. M. Bolstad Introduction to Bayesian Statistics , 2004 .

[2]  Stephen M. Stigler Statistics and the Question of Standards , 1996, Journal of research of the National Institute of Standards and Technology.

[3]  H. Bandemer,et al.  Mathematics of Uncertainty: Ideas, Methods, Application Problems , 2005 .

[4]  I. Neumann,et al.  Geodetic Deformation Analysis with respect to Observation Imprecision , 2005 .

[5]  Craig B. Borkowf,et al.  Random Number Generation and Monte Carlo Methods , 2000, Technometrics.

[6]  Vladik Kreinovich,et al.  Uncertainty in risk analysis: towards a general second-order approach combining interval, probabilistic, and fuzzy techniques , 2002, 2002 IEEE World Congress on Computational Intelligence. 2002 IEEE International Conference on Fuzzy Systems. FUZZ-IEEE'02. Proceedings (Cat. No.02CH37291).

[7]  J. Gentle Random number generation and Monte Carlo methods , 1998 .

[8]  Stephen T. Buckland,et al.  Monte Carlo confidence intervals , 1984 .

[9]  Klaus-Dieter Sommer,et al.  Weiterentwicklung des GUM und Monte-Carlo-Techniken (New Developments of the GUM and Monte Carlo Techniques) , 2004 .

[10]  Karl-Rudolf Koch,et al.  Evaluation of uncertainties in measurements by Monte Carlo simulations with an application for laserscanning , 2008 .

[11]  Huibert Kwakernaak,et al.  Fuzzy random variables--II. Algorithms and examples for the discrete case , 1979, Inf. Sci..

[12]  A. G. McNish,et al.  The Speed of Light , 1962 .

[13]  Vladik Kreinovich Why Intervals? Why Fuzzy Numbers? Towards a New Justification , 2007, 2007 IEEE Symposium on Foundations of Computational Intelligence.

[14]  Maria Hennes Konkurrierende Genauigkeitsmaße - Potential und Schwächen aus der Sicht des Anwenders , 2007 .

[15]  Karl-Rudolf Koch,et al.  Parameter estimation and hypothesis testing in linear models , 1988 .

[16]  Huibert Kwakernaak,et al.  Fuzzy random variables - I. definitions and theorems , 1978, Inf. Sci..

[17]  H. Kutterer Zum Umgang mit Ungewissheit in der Geodäsie - Bausteine für eine neue Fehlertheorie , 2002 .

[18]  K. Koch Introduction to Bayesian Statistics , 2007 .

[19]  Pedro Terán Probabilistic foundations for measurement modelling with fuzzy random variables , 2007, Fuzzy Sets Syst..

[20]  K. Koch Determining uncertainties of correlated measurements by Monte Carlo simulations applied to laserscanning , 2008 .

[21]  H. Carter Fuzzy Sets and Systems — Theory and Applications , 1982 .

[22]  Hamza Alkhatib,et al.  On Monte Carlo methods with applications to the current satellite gravity missions , 2008 .

[23]  Lotfi A. Zadeh,et al.  Fuzzy Sets , 1996, Inf. Control..

[24]  G. Mauris,et al.  A fuzzy approach for the expression of uncertainty in measurement , 2001 .

[25]  Vladik Kreinovich,et al.  Nested Intervals and Sets: Concepts, Relations to Fuzzy Sets, and Applications , 1996 .

[26]  I. Neumann,et al.  The probability of type I and type II errors in imprecise hypothesis testing with an application to geodetic deformation analysis , 2009 .