Formula for the propagation of complex errors

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Discussion Overview

The discussion revolves around the propagation of errors in complex measurements, specifically how to apply error propagation formulas when dealing with complex numbers. Participants explore the transition from Cartesian to polar coordinates and the implications for calculating errors in complex functions.

Discussion Character

  • Exploratory
  • Technical explanation
  • Mathematical reasoning

Main Points Raised

  • One participant presents a formula for error propagation in real measurements and questions how to adapt it for complex measurements.
  • Another suggests changing to polar coordinates as a potential solution.
  • A participant provides an example of error propagation in a non-complex case and seeks guidance on applying the same method to complex numbers.
  • One participant explains the representation of complex numbers in polar coordinates and notes the ease of multiplication in this form.
  • A participant expresses difficulty in obtaining the desired result and requests assistance.
  • Another suggests that after converting to polar coordinates, one would need to understand the variance of the amplitude in relation to the variances of the real and imaginary components, mentioning the Rayleigh distribution and questioning its generalization for unequal variances.

Areas of Agreement / Disagreement

Participants do not reach a consensus on the best approach to error propagation for complex numbers, with multiple suggestions and methods being discussed without resolution.

Contextual Notes

Some participants express uncertainty regarding the application of statistical distributions to the variances of complex components, particularly in cases of unequal variances.

Who May Find This Useful

This discussion may be useful for those interested in advanced error analysis, particularly in the context of complex measurements in physics or engineering.

accdd
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If I have 2 measurements ##x = (3.0 ± 0.1), y = (-2.0 ± 0.1)## and want to calculate how the error propagates when calculating a function from those values this formula should be used: ##f(x, y) = f(x, y) ± \sqrt {(\frac{\partial f}{\partial x}*\Delta x)^2+(\frac{\partial f}{\partial y}*\Delta y)^2}##
What is the formula for calculating error propagation if x and y are complex (##x = (3 ± 0.1) + (9.5 ± 0.4)ⅈ, y = (2 ± 0.1) - (5 ± 0.4)ⅈ##)?
 
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Change to polar coordinates.
 
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Can you give me an example. Suppose the function is: ##f(x, y) = x + y^2##
In the non-complex case, with the data given in the previous post, I would proceed as follows:
##f(x, y) = x + y^2 = (3+(-2)^2) \pm \sqrt{0.1^2+(2*(-2) *0.1)^2}= 7\pm \sqrt{0.01+0.16}=7\pm0.41##
How can I change to polar coordinates to get the result in case of complex numbers?
The result should be: ##(-18.0 ± 4.0) - (10.5 ± 1.9)ⅈ## (Measurement jl)
 
x+iy\equiv Re^{i\theta}where R=\sqrt{x^{2}+y^{2}} and \theta =\arctan(\frac{y}{x}). This is the easiest representation for complex multiplication (you multiply the argumets and add the angles). Complex addition is easiest in the cartesian notation.
 
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I got stuck, not able to get the result. Can someone show me how to do it please?
 
Svein said:
Change to polar coordinates.
After that, you'd have to know the variance of the amplitude as a function of the variances of the real and imaginary components. If they had the same variance, I think you'd have a Rayleigh distribution. I'm not sure how that generalizes to the case of unequal variances. Does that distribution have a special name?
 

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