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Error propagation expressions [message #27112]

Tue, 09 October 2001 14:25

john.copley
Messages: 8
Registered: October 2001

Junior Member

Does anyone know of, or has anyone written, an IDL procedure that takes an
input string expression such as
"w4=w1+4*w2/(w3+con)"
and creates an output string expression that expresses the variance of
the quantity on the left hand side?
In this case the output string expression would be something like
"v4=v1+16*((w3+con)^2*v2+w2^2*v3)/(w3+con)^4.
In these expressions wi, where i is an integer, e.g. w4, represents a
quantity whose variance is vi, e.g. v4.
Other quantities, e.g. con in the above expressions, are treated as
constants.
The assumption is that variances add, i.e. standard deviations add
root mean square.
I am looking for a routine that can handle arbitrarily complicated
combinations of (at least) addition, subtraction, multiplication and
division.
I look forward to your thoughts!
John Copley

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Error propagation expressions

By: john.copley on Tue, 09 October 2001 14:25

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