 Minimum-noise weights under baseline moment constraints

Minimum-noise weights under baseline moment constraints choose a linear pulse estimator with the smallest variance among those that preserve a specified signal and remove specified backgrounds. Write the reading vector as $\mathbf{x}=\theta \mathbf{s}+H\mathbf{\beta }+\mathbf{ϵ}$, where $\mathbf{s}$ is a known signal template, the columns of $H$ contain baseline shapes, and the error covariance matrix $C$ is positive definite. For $\hat{\theta }={\mathbf{a}}^T\mathbf{x}$, requireColumns $1,t,t^2,\dots$ in $H$ implement the moment conditions for baseline-drift cancellation. The noise cost of polynomial baseline cancellation depends on which feasible weights are chosen.

If the constraint columns are independent, Lagrange multipliers giveFor any feasible perturbation $\mathbf{v}$, $F^T\mathbf{v}=0$ and ${\mathbf{v}}^{T}C\mathbf{a}=0$, so the variance increases by ${\mathbf{v}}^{T}C\mathbf{v}$. This proves the minimum and connects the estimator to generalized least squares. The covariance propagation is the full quadratic form, not a sum that discards correlations.^[ref]

For an original one-bin pulse example, use five equally spaced times $-2h,-h,0,h,2h$, a signal present only at the centre, and independent errors of variance ${\sigma }^2$. To remove just constant and linear backgrounds, the optimal dimensionless weights are $(-1/4,-1/4,1,-1/4,-1/4)$. Their variance is $5{\sigma }^2/4$, lower than $3{\sigma }^2/2$ for the centre and its two nearest references alone. Multiplying the amplitude estimate by a bin duration $\Delta t$ gives energy variance $5\Delta t^2{\sigma }^2/4$. Extra uncontaminated references can reduce noise when the cancelled background family stays the same.

The inverse requires genuinely independent constraints. Constraint redundancy in baseline-noise minimization calls for removing redundant columns and checking feasibility; a signal template inside the nuisance span cannot be preserved while that span is rejected. NIST's before/after pulse baselines provide the physical measurement context.^[ref] The five-point design is an original idealization and assumes no pulse signal in its reference samples.