A wavelet-based bootstrap method applied to inertial sensor stochastic error modelling using the Allan variance

@inproceedings{Sabatini2006AWB,
  title={A wavelet-based bootstrap method applied to inertial sensor stochastic error modelling using the Allan variance},
  author={Angelo M. Sabatini},
  year={2006}
}
A wavelet-based bootstrap method is proposed to generate surrogate data from inertial sensor noise time series and to construct bootstrap-based confidence intervals of selected parameters which are used to characterize their noise performance. The Allan variance, its links with wavelets and the whitening action of wavelet decompositions applied to long-memory stochastic processes are considered in developing the theory behind the proposed method. The conditions for the wavelet-based bootstrap… CONTINUE READING
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