Evaluation of the uncertainty type A of the random stationary signal component from its autocorrelated observations

The proposal of evaluating the uncertainty type A of the stationary random component of measured signal from its regularly sampled observations (auto-correlated) is presented. In the first step the regularly variable components of the signal are indentified and removed from the raw sample data. Then upgraded formulas for standard uncertainty type A of the sample and of the mean value are expressed with the use of the correction coefficients or the so-called “effective number” of observations. These quantities depend on number of observations and on the autocorrelation function of the sample cleaned from regular components. Two methods of finding and estimating the autocorrelation function for the sample data are also presented. Few numerical examples are included.