Statistical characterization of a measurement approach using MCMC

A measurement is any quantity to be observed within a system; we talk about indirect measurement when this quantity cannot be directly given by some sensors. This paper proposes a probabilistic approach to characterize a dynamic continuous measurement by a knowledge-based uncertain model, using a Monte-Carlo technique with Markov chains (MCMC). The method is far simpler than the Monte-Carlo´s one or the numerical resolution of the Fokker-Planck equation; looking at the precision, it is also quite satisfactory.