Financial Instruments and Derivative Instruments - Interest Rate Swaps and Non-Designated Cash Flow Hedge (Details) $ in Millions		3 Months Ended		9 Months Ended		12 Months Ended
	Feb. 12, 2016 USD ($) item	Sep. 29, 2019 USD ($)	Sep. 30, 2018 USD ($)	Sep. 29, 2019 USD ($)	Sep. 30, 2018 USD ($)	Dec. 31, 2018
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts				60.00%
Period of projected intercompany purchase transactions				12 months		12 months
Minimum
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts						70.00%
Maximum
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts						80.00%
Term loan facility | Term Loan due February 2021
Interest Rate Swaps
Face amount	$ 300.0
Amount drawn				$ 300.0
Senior unsecured revolving credit facility
Interest Rate Swaps
Amount drawn		$ 37.0		37.0
Borrowing capacity	$ 500.0
Forward exchange contracts | Designated
Derivative instruments
Designated foreign currency hedges		0.3		0.3
Amount of Gain or (Loss) Recognized in Income on Derivatives
Amount expected to be reclassified				$ (0.2)
Period of time for expected reclassification				12 months
Canadian Dollar to US Dollar Contracts
Interest Rate Swaps
Derivative notional amount		13.7		$ 13.7
US Dollar to Chinese Yuan Contracts
Interest Rate Swaps
Derivative notional amount		5.2		5.2
Interest Rate Swaps | Designated | Cash Flow Hedging
Interest Rate Swaps
Number of derivative contracts entered | item	2
Derivative fixed interest rate	1.31375%
Derivative notional amount	$ 225.0
Gain (loss) recognized in Accumulated Other Comprehensive Loss, effective portion		$ (0.5)	$ 0.1	$ (3.6)	$ 2.4
Interest Rate Swaps | Designated | Cash Flow Hedging | LIBOR
Interest Rate Swaps
Derivative, floor interest rate	0.00%