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The Use and Calibration of the Kern ME5000 Mekometer - SLAC ...

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Variance Component Analysis<br />

Here od represents <strong>the</strong> variance <strong>of</strong> <strong>the</strong> distance d, q <strong>the</strong> constant, <strong>and</strong> 0, <strong>the</strong> distance-<br />

dependent term <strong>of</strong> <strong>the</strong> equation. Equations 2-3 <strong>and</strong> 2-4 can not be directly compared: 2-3<br />

is an empirical function while 2-4 is derived through error propagation. <strong>The</strong> exponent H<br />

reflects <strong>the</strong> distance dependency <strong>of</strong> <strong>the</strong> variances. A positive exponent indicates that <strong>the</strong><br />

variance <strong>of</strong> <strong>the</strong> measured distances increases with increasing distance. A negative<br />

exponent indicates that <strong>the</strong> variance <strong>of</strong> <strong>the</strong> measured distances decreases with increasing<br />

distance. It is usually sufficient to limit <strong>the</strong> choice <strong>of</strong> <strong>the</strong> exponent to <strong>the</strong> values +l.O, -1.0,<br />

+0.5, or -0.5.<br />

Normally <strong>the</strong> variance - covariance matrix y is assumed to be known with <strong>the</strong><br />

exception <strong>of</strong> <strong>the</strong> variance o, which is estimated through <strong>the</strong> least squares process.<br />

D(r) =dV (2-5)<br />

In <strong>the</strong> case that variance components are to be estimated <strong>the</strong> stochastic model has to<br />

be exp<strong>and</strong>ed. Suppose <strong>the</strong> vector <strong>of</strong> residuals is composed <strong>of</strong> a linear combination <strong>of</strong> <strong>the</strong><br />

two independent but not directly obtainable residual vectors rl <strong>and</strong> rz, with rI representing<br />

<strong>the</strong> constant <strong>and</strong> r2 <strong>the</strong> distance proportional parts. <strong>The</strong>n <strong>the</strong> associated variance -<br />

covariance matrices can be described as follows:<br />

D(n) = 0: a:<br />

1 0 0 . . .<br />

0 1 0 . . .<br />

0 0 1 . . . Db-2) = d 2 cd<br />

. . . . . . . . . . . . I<br />

2H<br />

dlz 0 0 . . .<br />

0 d;nf 0 . . .<br />

0 0 dtiH . . .<br />

. . . . . . . . . . . .<br />

where or <strong>and</strong> oz represent <strong>the</strong> unknown variance components to be estimated <strong>and</strong> a, <strong>and</strong><br />

a, <strong>the</strong>ir approximate values. <strong>The</strong> values describing <strong>the</strong> accuracy <strong>of</strong> <strong>the</strong> instrument which<br />

are usually supplied by <strong>the</strong> manufacturer can be used as approximate values (see for<br />

example equation 2-3a). <strong>The</strong> total variance - covariance D is a linear combination <strong>of</strong> both<br />

parts <strong>and</strong> is calculated as follows:<br />

G-6)<br />

D =& +o:v, P-7)<br />

where & is <strong>the</strong> product <strong>of</strong> CX~~ <strong>and</strong> <strong>the</strong> associated matrix <strong>and</strong> ok are <strong>the</strong> variance<br />

components for k = 1,2.<br />

Using <strong>the</strong> method <strong>of</strong> least squares adjustment with additional constraints one can<br />

calculate <strong>the</strong> unknowns <strong>and</strong> <strong>the</strong>ir associated statistical values as follows [5]:<br />

2 = (ATD-lA)-lATD+f<br />

-_- --- (2-W<br />

42

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