Instrument related structure in covariance matrices used for uncertainty propagation

Abstract

We investigate the structure expected in covariance uncertainty matrices for real-time and sampling oscilloscopes with the aim of reducing the data storage requirements to scale proportional to the trace length (n) rather than n2. Simulation results indicate that the correlated and uncorrelated terms can be represented in a compact form. The implication of concatenated results, such as calibration and impedance match correction has been considered.