() :

. , . , .
,

... , 57022, . . 45
gkrik@eim.gr

,
() ,
, GUM
(Guide to the Expression of Uncertainty in
Measurement).
() -
GUM.
,
,
- ,
.
,

.

(.. ) .

,
.

Monte Carlo.
ABSTRACT
Until recently, the emphasis on uncertainty calculation has been laid on the case of univariate
(scalar) quantities, a fact also depicted in the bible of metrology, the GUM ((Guide to the
Expression of Uncertainty in Measurement). During the last years, great interest has been
shown in the case of multivariate (vector) quantities-interest that has led to the need for a
publication of a relative supplement of the GUM.
For EIMs Laboratory of High Frequencies, the specific subject is of particular interest, as it
finds use in the uncertainty calculation of measurements carried out with a vector network
analyzer-which are in general bivariate quantities, a special case of multivariate quantities.
In this work, a presentation of the current situation in this field is attempted originally, while at
the same time the relative activities carried out by the Laboratory of High Frequencies and by
the Hellenic Institute of Metrology (EIM) generally are described. The general principles for the
case of multivariate quantities are deployed and these are then particularized for the bivariate
(for example complex) quantities. Pertinent software that is being developed by the laboratory,
to serve the needs of measurement applications carried out with a vector network analyzer, is
presented. To validate the results of the software in question, a comparison with the results
from other available software, as well as from Monte Carlo simulation, is made.

- : , ,
Monte Carlo, &
1.
, -NIST (1994), UKAS (2007)- -JCGM
100:2008, JCGM 101:2008, JCGM 102:2009 - /

. , . ,
,
(S-parameters). ,
(BIPM),
, (
) GUM-. JCGM 102:2009.
GUM

.
.
.
GUM .
Monte Carlo .
,
Monte Carlo .
GUM
,
(variances- ),
.

.
2.
2.1
,

Y = (Y1 ,..., Ym )

X = ( X 1 ,..., X N ) :
T

( X ), f
=
Y f=

( f1 ,..., f m )

(1)

x y Y , y = f ( x ) .
y ( m m ) :
cov ( y1 , y1 ) cov ( y1 , ym )

Uy =

cov ( ym , y1 ) cov ( ym , ym )
cov ( y j , y j ) = u 2 ( y j ) , :

U y = C xU x C xT

(2)

(3)

C x m N , :

f1
f1
X X
N
1

Cx =

f m f m
X 1
X N

X = x .

(4)

2.2 ()

, ,
.

=
y f=
( X ) f ( x1 ,..., xm )
, (measurand) y, m
, . f
f1 , f 2 ,

=
y f1 ( X ) + jf 2 ( X ) ).
(.

2m 2m :
u 2 ( x11 )
u ( x11 , x21 )

u 2 ( x22 )
u ( x21 , x11 )
U (X) =

u ( x1m , x11 ) u ( x1m , x21 )

u ( x , x ) u ( x , x )
2m
11
2m
21

u ( x11 , x1m ) u ( x11 , x2 m )

u 2 ( x1m )
u ( x1m , x2 m )
u ( x2 m , x1m ) u 2 ( x2 m )

(5)

, u 2 ( xij )
xij u ( xij , xkl )
xij , xkl .
y 2x2,

.

. :
T
(6)
U ( y ) = J ( y )U ( X ) J ( y )
J ( y ) 2 2m
f, X:
f1
x
11
J ( y) =
f
2
x
11

f1
x21

f1
x12

f1
x22

f1
x1m

f 2
x21

f 2
x12

f 2
x22

f 2

x1m

f1
x2 m

f 2
x2 m

(7)


J ( y ) ( 2 2 )
f (Hall, 2004):
(8)
J ( y ) = J 1 ( y ) J 2 ( y ) J m ( y )

f1
x
1j
J j ( y) =
f 2

x1 j

f1
x2 j

(9)

f 2

x2 j

.
f
: z= a + jb ,
a b
(10)
M (z) =

b a
2 2 z .
. ,
,
Cauchy-Riemann:
f1 f 2 f1
f
(11)
=
,
= 2
a b
b
a
, (10) (11),
:
f
f
f
(12)
J ( y) = M

M
M

x
x1

m
x2

,
(
) .
, cl
:
)
(13)
kcl = erf 1 ( cl )

( k0.95= 1.96, u cl= k u ),

kv ,cl = T 1 ( cl , v )

(14)

( , DoF=,
=
=
k4,0.95 2.78,
k ,0.95 1.96 )
,
( ) ( -
-) :
kn ,cl = X 1 ( cl , n) )

,
=
k1,0.95 1.96,
=
k4,0.95 3.08 )
)

kn ,v ,cl
=

n:

(15)

nv
F 1 ( n, v + 1 n, cl )
v +1 n

-,

(16)

=
k2,5,0.95 4.17,
=
k1, ,0.95 1.96 )

n:

F,

3. :

3.1

.


.

.
Labview
. (
1)
LPU (Linear Propagation of Uncertainty)
Monte Carlo.
, .

.

1


,

 (RF & MW).

.
,
.
, .
: (residual directivity D),
(residual source match, S),
(residual reflection tracking, R), , ,
. (D,
ES, ER), .
2
( , ,
, ).
( )
D, S R,
-- (open-short-load, OSL)
(
,
).
cor

raw

Ct

ED

ES

ER

Cr

Cr
Ct

DUT

2

OSL
.
, (..
)
, :

n 1 n m A m
S
S
S S
n 1 n m B =
m
L
L
L

L
n 1 n m C m

:
ED = B
E S = C
E R = A - BC

(17)

(18)
(19)
(20)

Labview


( -,
). , ,
.

(Hall, 2006),
.


( )
, ,
. , ,
,
.

.
. (Hall 2007)
, .
, :

ED
E =
S
E R

6.00 103

2
1.50 10
1

2.13 10

1.89 104
7.00 103

1.77 102 , U = 3.19 104

4

9.19 101
9.50 10

0.00 100
0.00 100
0.00 100

0.00 100 1.89 104

0.00 100 3.19 104

0.00 100 9.50 104

,
.
.
3.2. MONTECARLO
,
()
( -
-) Monte Carlo,
(LPU)
( ).
JCGM 102:2009,
(joint) X = ( X 1 ,..., X N )

tv ( x , S / n ) =n-N :

g X ( )
=
x=

( n / 2)
( v / 2 )( )

/2

det ( S / n )

1/ 2

1
1

T S
1 + ( x ) ( x )
n

n / 2

(21)

1
1
T
T
x1 x )( x1 x ) + + ( xn x )( xn x ) .
S
( x1 + + xn ) , =
(

LPU,
, Monte
Carlo .

4.

()
/ .
.
,
( ).

,
.


( ).
,
Monte Carlo.

Hall B. D., On the propagation of uncertainty in complex valued quantities, Metrologia, 41,
2004, 173-177
Hall B. D., Monte Carlo uncertainty calculations with small-sample estimates of complex
quantities, Metrologia, 43, 2006, 220-226
Hall B. D., Computing uncertainty with uncertain numbers, Metrologia, 43, 2006, L56-L61
Ridler N. M. and Salter M. J., An approach to the treatment of uncertainty in complex Sparameter measurements, Metrologia, 39, 2002, 295-302

Hall B. D., A computational technique for evaluating and propagating the uncertainty of
complex valued quantities, Proc. 60th ARFTG, Washington DC, USA, 5-6 December 2002, pp
19-28
Ridler N. M. and Salter M. J., Evaluating and expressing uncertainty in complex S-parameter
measurements, 56th ARFTG Conf. Digest, Boulder, Colorado, USA, November 2000
Ridler N. M. and Salter M. J., Propagating S-parameter uncertainties to other measurement
quantities, Proc. 58th ARFTG, San Diego, California, USA, 29-30 November 2001

JCGM 100:2008 (GUM 1995 with minor corrections), Evaluation of measurement data-Guide
to the expression of uncertainty in measurement, September 2008, electronic form
JCGM 101:2008, Evaluation of measurement data-Supplement 1 to the Guide to the
expression of uncertainty in measurement-Propagation of distributions using a Monte Carlo
method, 2008, electronic form
JCGM 102:2009, Evaluation of measurement data-Supplement 2 to the Guide to the
expression of uncertainty in measurement-Models with any number of output quantities, 2009
(draft), electronic form
NIST, Guidelines for evaluating and expressing the uncertainty of NIST measurement results,
NIST Technical Note 1297, 1994
UKAS, The expression of uncertainty and confidence in measurement, United Kingdom
Accreditation Service, M3003, Edition 2, January 2007

Hall B. D., Working with CGUM: RF Measurement examples (Industrial research limited
manual 81), MSL, 17 December 2007
Lira I., Evaluating the measurement uncertainty: Fundamentals and practical guidance, IoP,
2002