Angular resolution set by transverse spectral noise quantifies how sharply an observed spectral vector constrains the orientation of an anisotropic two-coordinate noise model. Use the covariance from transverse-noise limit of a rotating rank-one covariance model, with known longitudinal standard deviation and transverse standard deviation . For an observation of length aligned with orientation , the Gaussian density givesThe determinant is independent of orientation, so the angular dependence comes entirely from the covariance-weighted residual.[ref]
SciPy 1.16.2 documentation. scipy.stats.multivariate_normal, Notes, full-rank Gaussian density
Define a local half-width by a chosen log-density drop . For , the lobe around has half-widthWhen this angle is small and , it is approximately . If , even an orthogonal orientation fails to reach that drop, so this local-width criterion does not exclude any orientation. At or equal noise scales, the observation has no angular preference in this model.
For an original example, choose , and in consistent signal units. Then . A drop gives half-width about radians, or . Reducing only the transverse standard deviation to approximately halves the width. Increasing a numerical regularization parameter is not an experimental improvement in this noise scale.
The global orientation ambiguity in a rank-one covariance fit remains: orientations separated by give the same covariance. A narrow local lobe does not distinguish those two orientations. Nor is a fixed log-density drop automatically a confidence interval with a stated coverage probability. Multiple observations, unknown noise scales and experimental nuisance parameters require their corresponding inference model.
Repeated reference spectra under stable conditions can estimate the longitudinal and transverse noise components. Their covariance must include shared calibration effects, as required by the measurement-propagation rule.[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
The numerical example is a model calculation in spectral coordinates, rather than a specification of a particular optical instrument.Pseudoinverse fitting with a parameter-dependent covariance range requires checking the allowed residual subspace separately for each fitted parameter. If the covariance is and the residual is , the range restriction in singular-covariance spectral fitting becomesThe Moore-Penrose inverse quadratic alone does not enforce this condition. A projector computed at one trial parameter need not describe another trial's allowed noise.
For an original example, let , zero mean and . Noise lies on a line that rotates with . With observation and , the model at permits the observation and gives quadratic value four. At , the pseudoinverse quadratic is zero, yet the observation is outside the allowed vertical line. Minimizing that quadratic without its range constraint would reward an impossible candidate.
The pinned SciPy documentation describes singular-covariance evaluation using pseudo-determinants, pseudoinverses and covariance rank; its implementation additionally applies a numerical support mask and returns zero density, or negative-infinite log density, off support.[ref]
SciPy 1.16.2 documentation. scipy.stats.multivariate_normal, Notes; v1.16.2 scipy/stats/_multivariate.py, _PSD._support_mask and multivariate_normal_gen.pdf/logpdf
Parameter-dependent supports also require care about which measure defines a density. Values defined on different subspaces are not automatically a common likelihood merely because each uses the same-looking formula.A physically justified transverse noise resolves the idealized singularity. With perpendicular unit vector , use . For , the two quadratic values become four and four hundred. The determinant is the same at these orientations, so this full-rank Gaussian model correctly disfavors the transverse observation.
The transverse-noise limit of a rotating rank-one covariance model is an inference about a stated physical noise model, not permission to add arbitrary diagonal noise for numerical convenience. In spectral work, distinguish a parameter-dependent physical noise direction from a fixed deterministic rebinning matrix; the latter has a fixed output range when its input covariance is positive definite.