Uncertainty propagation for Normalising Signals

In summary, when normalising signals to an arbitrary filter, the standard equation of uncertainty propagation still holds and the rho term in the ratio equation is the correlation coefficient between the variables.
  • #1
Livethefire
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I am measuring an average signal through a range of filters and compute the standard deviation of that signal over a certain range on my image plate. Now I want to normalise all of the signals to an arbitrary filter signal - does the standard equation of uncertainty propagation hold?

http://en.wikipedia.org/wiki/Propagation_of_uncertainty

Presumably, normalising to one filter should force the uncertainty of that filter to zero, but the addition sign in the equation makes sure that is never true.

Thanks for any help.

Edit: I have never come across what the rho term is in the ratio equation - that might answer my question.
 
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  • #2
Yes, the standard equation of uncertainty propagation holds in this case. The rho term in the ratio equation is the correlation coefficient between two variables. If the two variables are independent (i.e. they are not related to each other), then the correlation coefficient is zero, and the equation reduces to the standard equation of uncertainty propagation.
 

Related to Uncertainty propagation for Normalising Signals

1. What is uncertainty propagation for normalising signals?

Uncertainty propagation for normalising signals is a mathematical process used to estimate the uncertainty associated with a normalized signal. It involves propagating the uncertainties of the input signals through the normalisation equation to determine the uncertainty of the normalized signal.

2. Why is uncertainty propagation important in signal normalization?

Uncertainty propagation is important in signal normalization because it provides a measure of the reliability of the normalized signal. It allows scientists to assess the level of uncertainty associated with their results and make informed decisions based on this information.

3. How is uncertainty propagated in signal normalization?

Uncertainty propagation in signal normalization involves using the rules of error propagation, such as the sum and product rules, to calculate the combined uncertainties of the input signals. These uncertainties are then propagated through the normalisation equation to determine the uncertainty of the normalized signal.

4. What factors can affect uncertainty propagation in signal normalization?

There are several factors that can affect uncertainty propagation in signal normalization, including the accuracy and precision of the input signals, the mathematical model used for normalization, and the assumptions made during the calculation process. It is important to carefully consider these factors in order to accurately estimate the uncertainty of the normalized signal.

5. How can uncertainty propagation be used in practical applications?

Uncertainty propagation can be used in practical applications, such as in experimental research and data analysis, to assess the reliability of normalized signals and make decisions based on this information. It can also be used to compare the uncertainties of different normalization methods and determine which method is most appropriate for a given dataset.

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