Lognormal bias of a heterodyne overlap estimate is the upward mean shift that remains when a zero-mean Gaussian logarithmic error is exponentiated. It does not undo common-gain cancellation in heterodyne overlap uncertainty: a perfectly shared gain cancels in every reading, while residual mismatched gains can still fluctuate.
Write the normalized positive estimate as , with fixed true overlap magnitude and . The moment-generating function of the normal distribution givesThese are exact lognormal distribution identities under the stated error model. When , the logarithmic estimate is centered correctly and the median is , but the arithmetic mean exceeds it by relative amount .
For an original deliberately visible example, and logarithmic standard deviation 0.2 give and mean about 0.81616: a 2.02% mean shift. The values are chosen statistical parameters, not uncertainties reported for a receiver. An estimate can also exceed the physical consistency bound for separately measured heterodyne arm powers; the noisy readout is not itself a physical overlap above one.
If and are known, multiplying the estimate by corrects its mean in this model. Uncertain variance in heterodyne lognormal bias correction matters when those parameters are estimated: plugging in a noisy variance, especially from related data, is not automatically an exact correction.
Averaging logarithms has a different interpretation from averaging overlaps. For independent zero-mean log-errors of variance , the geometric mean is , whose arithmetic expectation is . A gain component shared across the entire run does not acquire the independent-shot variance reduction.
The physical calibration paths determine the logarithmic covariance. NIST's heterodyne apparatus controlled the optical modes while separately correcting electrical loss and impedance mismatch.[ref]
Frequency response metrology for high-speed optical receivers by Paul D. Hale and others. PDF pp. 1–2, Heterodyne measurements and Eqs. 1–4
A first-order uncertainty calculation alone is not this exact distributional model; nonlinear effects and correlated inputs must be assessed explicitly.[ref] State the assumed distribution and the intended summary rather than treating median, geometric mean and arithmetic mean as interchangeable.A symmetric beam-radius perturbation for overlap branch selection compares two controlled settings of one Gaussian beam radius: and , with known . Under the centred, matched-wavefront curvature model of reciprocal size-ratio ambiguity in centred Gaussian overlap, writeThe hyperbolic secant form makes the symmetry explicit: the two settings evaluate the same even function at and . Their ordering identifies the sign of , as shown in branch selection by a controlled beam-radius change.
An original extension removes an unknown common scale and recovers the radius ratio itself. Suppose the two measured positive efficiencies satisfyThe factor is a shared multiplicative nuisance parameter, such as an unchanged response normalization. The symmetric log-overlap ratio eliminates it exactly:For the last equality, use the addition formula for hyperbolic cosine to write the fraction as , where . The defining logarithmic identity for the inverse hyperbolic tangent completes the derivation. Because , is positive for the initially narrower beam, negative for the wider beam, and zero at matching.
The inversion of a symmetric Gaussian overlap log-ratio now givesA finite radius ratio exists exactly when . This condition follows from ; equality is approached only as one radius ratio tends to zero or infinity. A measured log-ratio outside that interval has no finite solution in this ideal two-setting model.
For an original numerical example, take , true and unknown scale . The ideal readings are and . They give , recovering without supplying to the inversion. The physical bound is .
Two symmetric radius settings remove a shared scale and determine the signed Gaussian radius mismatch
. Original exact model with radius multiplier 1.5 and common efficiency scale 0.75. The left panel shows the two efficiency readings; the right shows their scale-independent log-ratio, its limiting bounds and the worked radius ratio 0.8. All curves are analytical model predictions. Details.Finite measurement noise still limits branch selection. For small relative errors, the delta method givesA perfectly shared multiplicative fluctuation cancels sample by sample, paralleling common-gain cancellation in heterodyne overlap uncertainty. Independent relative standard uncertainties of in the two readings instead give . At the worked point, the derivative of the inverse gives , hence about relative standard uncertainty in . At exact matching the two branches coincide; a noisy sign cannot identify a distinct physical branch there.
These conclusions require and the other optical mode matching conditions to remain shared across the settings. Changing a lens can alter wavefront curvature and polarization as well as radius. NIST's physical heterodyne apparatus explicitly controlled polarization and spatial matching.[ref]
Frequency response metrology for high-speed optical receivers by Paul D. Hale and others. PDF p. 1, Heterodyne measurements
Larger radius changes may strengthen the log-ratio response while lowering either measured efficiency and changing its noise. Step choice therefore depends on the apparatus and noise model.The variance of a corrected heterodyne overlap estimate quantifies uncertainty in , where is corrected peak beat current and are separately measured arm currents. The consistency bound for separately measured heterodyne arm powers requires the physical overlap not to exceed one, but measured estimates fluctuate.
For small errors, let have covariance , and put . Linearization givesThus common influences can cancel rather than contribute three independent uncertainty terms. This is the covariance form of the primary measurement-propagation rule.[ref]
For an original model, all three current readings share a multiplicative calibration error, with additional independent errors on each. The common contribution to is zero. The relative standard uncertainty is only , or at overlap . Treating the common calibration error as independent in all three readings would instead give about relative uncertainty.
The common-gain cancellation in heterodyne overlap uncertainty is exact for a single positive gain : replacing by leaves the ratio unchanged. A separate radio-frequency gain uncertainty affecting only does not cancel, nor does an additive dark-current offset generally have this property.
NIST's heterodyne receiver procedure corrected electrical loss and impedance effects separately from matching optical powers and modes.[ref]
Frequency response metrology for high-speed optical receivers by Paul D. Hale and others. PDF pp. 1–2, Heterodyne measurements, equations 1–4
Build the covariance from those actual shared and separate calibration paths. This first-order variance model also needs reconsideration when an arm current is close to zero or background subtraction makes its uncertainty comparable to its value.