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TitleThe propagation of uncertainty with calibration equations
Publication TypeJournal Article
Year of Publication2007
AuthorsWhite, D.R., and Saunders P.
JournalMeasurement Science and Technology
Pagination2157 - 2169
Date Published2007
ISSN09570233 (ISSN)
KeywordsCalibration, Correlation methods, Error analysis, Extrapolation, Interpolation, Least squares approximations, Linear interpolating equations, Numerical methods, Propagation of uncertainty
AbstractA new method for propagating uncertainty, based on interpolation theory, is developed to solve the problem of propagating uncertainty in linear interpolating equations. The method is extended to nonlinear equations, and to over-determined linear or nonlinear equations fitted by least-squares methods. The paper also provides an algebraic explanation of the rationale for calibration, describes some effects of correlation on uncertainty propagation and investigates the properties of interpolation errors. Several examples are described showing the application of the method to polynomial interpolation, the amplification of uncertainty with extrapolation and the effects of correlation between uncertainties in corrections. © 2007 IOP Publishing Ltd.

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