Variance in the Mean of a Sequence of Partially Correlated Measurements
John F. Clare, David R. White · Metrologia · 1990
The variance in the mean of a sequence of partially correlated measurements is obtained in terms of the transfer function for a system whose input is a steady signal plus white noise. Two new expressions are derived in the frequency domain and shown to be equivalent to the time domain expression. These expressions are amenable to approximation and computation, show clearly the effect of aliasing, and are useful in devising strategies to reduce the variance. Their usefulness is demonstrated by considering the ideal averaging filter and the RC filter. The application of these results to the use of radiometers for the measurement of power is discussed.