Covariance between a raw pulse integral and its baseline correction
ID: covariance-between-a-raw-pulse-integral-and-its-baseline-correction
A raw laser pulse energy estimate and its baseline correction can contain the same readout error. Let be the raw gate integral, the estimated integrated background and the corrected result. Linearity of covariance gives the exact identityFor this linear measurement model, the law of propagation of uncertainty is exact whenever the input variances exist. Its general form includes the sensitivity coefficients and covariance terms.[ref]
Guidelines for Evaluating and Expressing the Uncertainty of NIST Measurement Results by Barry N. Taylor and Chris E. Kuyatt. Appendix A, equation A-3
Positive covariance reduces the variance of this difference; it would instead increase the variance of a sum.An original shared-offset model makes the mechanism explicit. For fixed gate duration , writewhere is a common additive power-readout offset with standard uncertainty , while and are independent zero-mean energy errors, independent also of . Then , and shared-offset cancellation in a baseline-corrected pulse integral gives . The shared offset contributes no uncertainty to this difference. It need not be small or separately known.
Choose , , and . The shared energy contribution is in each reading. Thus , and , yielding . Incorrectly discarding the covariance gives .
Cancellation weakens if the offset changes between acquisitions. Replace by two offsets with the same standard uncertainty and correlation coefficient . Under the same independent residual-error assumptions,At , the chosen example gives . A baseline taken far away in time cannot simply be assigned the covariance of an unchanged offset.
Shared baseline errors cancel according to their correlation
. Original numerical model with a 2 nJ offset uncertainty in each acquisition and independent residual uncertainties of 0.3 nJ and 0.4 nJ. The comparison curve incorrectly treats the shared offsets as independent. Details.A sampled implementation has the same structure. If a vector of readings has covariance matrix , and fixed integration weights give and , thenA constant offset cancels when the weights sum to the same gate duration: . This does not justify using pulse-contaminated readings as background. Matched blank sequences, collected with the actual timing, help characterize the needed noise correlations.
The historical NIST TC-24 apparatus used a thermocouple-based absorbing plate and averaged baseline measurements before and after laser injection to compensate background and thermal drift.[ref]
Calibration Service for Low-level Pulsed-Laser Radiometers at 1.06 µm: Pulse Energy and Peak Power by Rodney W. Leonhardt. §3.5, printed p. 8; §7.2, Leakage Effect
The offset model above is an independent illustration, not a reconstruction of that instrument's uncertainty budget. New to topics? Read the docs here!
