Abstract：To solve the problem of uncertainty evaluation for IIR filter calculation in line with GUM, a state-space representation for the filter is used. As a result the output of the filter depends only on the current input and the current state-space vector, the dependence on past inputs and past outputs, which causes unable to evaluation uncertainty under GUM framework, is absorbed in the state-space vector, and the uncertainty calculation formula is given. The proposed method applies iterative computation and thus can be realized in an easy way, and also enables real-time applications. The proposed procedure is illustrated by simulation, for instance, a noise-corrupted signal and a IIR filter with coefficients are uncertain.
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2017, Vol. 38 
