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Scaling%20a%20profile%20to%20fit%20data

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So what basis vectors ... In the orthogonal system we used for profile fitting: Dot product ... way: diagonalize Hessian matrix. Quadratic approximation ... – PowerPoint PPT presentation

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Title: Scaling%20a%20profile%20to%20fit%20data


1
Example
?
2
Scaling a profile to fit data
  • Using the notation weve just learned,
  • So what basis vectors correspond to
    ?
  • Answer
  • i.e. ?i is the unit of distance on the ith axis
    of data space!

3
Length scales
  • In the orthogonal system we used for profile
    fitting
  • Dot product of 2 basis vectors
  • i.e. the basis vectors are orthogonal, but not
    unit length.
  • Need to stretch axis i by factor ?i and define
    new basis vectors b

4
?? ellipses become circles
  • Old basis vectors
  • Stretched basis vectors

b2
?? contours are circles
x2 /?2
x
b1
b2
b1
x1 /?1
5
Example primordial helium abundance
  • Fitting a line to data with error bars in both X
    and Y
  • If ?x??y, get misleading point of closest
    approach
  • Horizontal stretch by factor ?y/?x

?x
yaxb
?
R
?y
6
Defining ?? with errors in both X and Y
  • Hence determine minimum distance R
  • Hence

7
Constructing orthogonal basis functions
  • First way diagonalize Hessian matrix.
  • Quadratic approximation to ?? surface
  • Orthogonal basis vectors are the eigenvectors of
    Hij along the principal axes of the ?? contours.
  • Sometimes called Principal Component Analysis
    (PCA), also related to singular-value
    decomposition (see Press et al).

8
Gram-Schmidt Orthogonalization 1
  • Second way the Gram-Schmidt process.
  • 1. Start with N vectors Vi , i1,...N. They must
    be independent, i.e. no two of them parallel.
  • 2. Normalize vector 1
  • 3. Make v2 perpendicular to e1
  • i.e. subtract component of v2 in direction of e1
  • 4. Normalize v2

v2
e1
e2
9
Gram-Schmidt Orthogonalization 2
  • 5. Make v3 perpendicular to e1
  • 6. Make v3 perpendicular to e2
  • Note v3 is perpendicular to e1 AND e2.
  • 7. Normalize v3
  • ...and so on, making v4 perpendicular to e1, e2,
    e3 and normalising to get e4
  • Repeat for all vectors up to vN to get
    ortho-normal basis e1, e2, ..., eN

10
Differences between successive ?? fits
  • Fit A B x C x2
  • A, B, C are not independent
  • 1, x, x2 are not orthogonal
  • If Pk(x) is a polynomial of degree k fitted to
    the data, then fit
  • AP0(x) BP1(x) - P0(x) C P2(x) - P1(x)
  • A, B, C are independent
  • the functions Pk(x) - Pk-1(x) are orthogonal

11
Periodic signals
  • To search a time series of data for a sinusoidal
    oscillation of unknown frequency ?
  • Fold data on trial period P?????
  • Fit a function of the form

Programming hint Use phiatan2(S,C) if you care
about which quadrant ? ends up in!
Correct ?? good ??, large A
S
Phase
0
1
C
12
Periodograms
  • Repeat for a large number of ? values
  • Plot A(?) vs ? to get a periodogram

A(?)
?
13
Fitting a sinusoid to data
  • Data ti, xi ?i, i1,...N
  • Model
  • Parameters X0, C, S, ?
  • Model is linear in X0, C, S and nonlinear in ?
  • Use an iterative ?? fit to linear parameters at a
    sequence of fixed trial ?.

14
  • Iterate to convergence
  • Error bars
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