A Balsamo et al 2006 Metrologia 43 396 doi:10.1088/0026-1394/43/5/009
A Balsamo, G Mana1 and F Pennecchi
Show affiliationsWe made an analysis of uncertainty propagation in parameter estimation when the cost function minimization leads to a set of non-linear equations. In our study, which concerns an uncertainty-propagation law independent of any specific minimization algorithm, we review the relationship between the Hessian of the cost function and the estimate uncertainty, as well as the reasons supporting their identification. We show that the uncertainty expressed on this basis could lead to accuracy overestimation.
06.20.Dk Measurement and error theory
02.50.-r Probability theory, stochastic processes, and statistics
Issue 5 (October 2006)
Received 16 February 2006
Published 12 September 2006
A Balsamo et al 2006 Metrologia 43 396
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