Callaghan Innovation Research Papers

Back to Research Papers

TitleOn the propagation of uncertainty in complex-valued quantities
Publication TypeJournal Article
Year of Publication2004
AuthorsHall, B.D.
Pagination173 - 177
Date Published2004
ISSN00261394 (ISSN)
KeywordsComplex quantities, Correlation methods, Covariance analysis, Eigenvalues and eigenfunctions, Error analysis, Error propagation, Functions, MATHEMATICAL MODELS, Matrix algebra, Measurement theory, Network analyser, Radio frequency amplifiers, Sensitivity analysis, Vectors
AbstractThis paper explores a recent suggestion to use a bivariate form of the Gaussian 'error propagation law' to propagate uncertainty in the measurement of complex-valued quantities (Ridler N M and Salter M J 2002 Metrologia 39 295-302). Several alterative formulations of the law are discussed in which the contributions from individual input terms are more explicit. The calculation of complex-valued sensitivity coefficients is discussed and a matrix generalization of the notion of a 'component of uncertainty' in a measurement result is introduced. A form of a 'chain rule' is given for the propagation of uncertainty when several intermediate equations are involved.

Back to top