What I want is the uncertainty in the coefficients

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Discussion Overview

The discussion centers around determining the uncertainty in the coefficients of an 8th order polynomial fitted to data from an ion engine experiment. Participants explore the use of the design matrix and the covariance matrix to calculate these uncertainties.

Discussion Character

  • Homework-related
  • Mathematical reasoning

Main Points Raised

  • One participant states that the square root of the diagonals of the matrix \(C_{ij}=(A^T A)^{-1}\) provides the uncertainties, but notes that their matrix is not invertible since it is not square.
  • Another participant clarifies that while the matrix \(A\) may not be square, the product \((A^T A)\) is square and thus invertible.
  • A participant expresses confusion regarding the inverse of the covariance matrix and mentions potential issues with the command used to compute it.
  • One participant later reports successfully finding the covariance matrix and associated uncertainties, expressing relief at resolving their issue.

Areas of Agreement / Disagreement

Participants do not reach a consensus on the initial confusion regarding the invertibility of the matrix, but there is agreement on the eventual resolution of the uncertainty calculation.

Contextual Notes

The discussion includes assumptions about the properties of the design matrix and the conditions under which the covariance matrix can be computed. Specific details about the data or the fitting process are not fully explored.

Winzer
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Homework Statement


I was given a set of data from a Ion engine experiment. I fitted the data with an 8th order polynomial that seems pretty reasonable. What I want is the uncertainty in the coefficients.
One way I read was through the design matrix.

Homework Equations


[tex]C_{ij}=(A^T A)^{-1}[/tex]

The Attempt at a Solution


The square root of the diagonals give the uncertainties. But my matrix in not invertible since its not square.
What am I missing?
 
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Winzer said:

Homework Statement


I was given a set of data from a Ion engine experiment. I fitted the data with an 8th order polynomial that seems pretty reasonable. What I want is the uncertainty in the coefficients.
One way I read was through the design matrix.

Homework Equations


[tex]C_{ij}=(A^T A)^{-1}[/tex]


The Attempt at a Solution


The square root of the diagonals give the uncertainties. But my matrix in not invertible since its not square.
What am I missing?

The matrix A may not be square, but

[tex](A^T A)[/tex]

is square, so it's invertible.
 
The Electrician said:
The matrix A may not be square, but

[tex](A^T A)[/tex]

is square, so it's invertible.
Thank you. Yes it turns out square but the inverse gives me problems.
Maybe I am using the command wrong.
Here are the results of a test.

I threw in .1 just for error sake. My model is a+bx+cx^2. The uncertainties are suppose to be given by the square root of the diagonals of
[tex](A^T A)^{-1}[/tex] A being the design matrix.
 

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Never mind I got it.
I was able to find the covariance matrix and the associated uncertainties. I feel stupid.
 

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