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The propagation of uncertainty with non-Lagrangian interpolation

D R White

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A recent paper described the propagation of uncertainty with polynomial or Lagrange interpolation and demonstrated a number of mathematical results that simplify the calculation of uncertainty. This paper extends the analysis to any interpolation that can be expressed as a linear combination of functions. Examples of this form include Gauss, Fourier and linear least-squares interpolations, as well as a wide range of application-specific interpolations employing a combination of functional forms. Application of the results is illustrated by considering a number of the non-Lagrangian interpolation equations of the International Temperature Scale of 1990 (ITS-90). A comparison of Lagrange and least-squares approaches is used to highlight the benefits of the latter.


PACS

06.20.F- Units and standards

02.30.Nw Fourier analysis

02.60.Ed Interpolation; curve fitting

02.70.Rr General statistical methods

02.10.De Algebraic structures and number theory

06.20.Dk Measurement and error theory

02.30.Sa Functional analysis

Subjects

Mathematical physics

Computational physics

Instrumentation and measurement

Dates

Issue 1 (February 2001)



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