Received: 3 April 2017

| Revised: 14 July 2017

| Accepted: 14 July 2017
DOI: 10.1002/col.22185

RESEARCH ARTICLE

Uncertainty evaluation and propagation for spectral

measurements

Franko Schmähling1 ubbeler1 | Udo Kr€

| Gerd W€ uger2 | Benjamin Ruggaber2 |
Franz Schmidt2 | Richard D. Taubert1 | Armin Sperling3 | Dr. Clemens Elster1

1
Physikalisch-Technische Bundesanstalt,
Abstract
Abbestrasse 2-12, Berlin 10587, Germany
2 The measurement of the spectral power distribution (SPD) of a radiation source by
TechnoTeam Bildverarbeitung GmbH,
Werner-von-Siemens-Strasse 5, Ilmenau array spectroradiometers is a technique that is widely used. In many applications,
98693, Germany quantities that are derived from the SPD by a weighted integral over a wavelength
3
Physikalisch-Technische Bundesanstalt, interval are of interest. These integral quantities ought to be accompanied by a reliable
Bundesallee 100, Braunschweig 38116, uncertainty statement, for example, to assess conformity with prescribed limits or in
Germany order to judge the consistency of results obtained at different laboratories. We have
developed a generally applicable Monte Carlo procedure for evaluating the uncertainty
Correspondence
of spectral measurements. The procedure naturally accounts for correlations in the
F. Schmähling, Physikalisch-Technische
Bundesanstalt, Abbestrasse 2-12, Berlin
SPD which turn out to be crucial. Means are provided to handle and transfer these
10587, Germany. large-scale correlation matrices easily. The proposed approach is illustrated by the
Email: Franko.Schmaehling@ptb.de determination of the SPD of colored LEDs from array spectroradiometer measure-
ments, together with the derived CIE 1931 color coordinates. MATLABTM software
Funding information implementing the proposed analysis procedure is made available.
Bundesministerium f€ur Wirtschaft und
Energie, Grant/Award Number: 03/12.
KEYWORDS
color coordinates, photometry, radiometry, spectral measurements, uncertainty

1 | INTRODUCTION entries in the measured SPD are uncorrelated (cf.4–8). However,

Array-spectroradiometers or double grating monochromator
systems are widely utilized to measure the spectral power dis-
tribution (SPD) emitted by a radiation or light source. These
measurement systems are employed in many applications
ranging from photometry, radiometry and colorimetry1–14 to
geophysics, meteorology,15,16 chemistry, biology and medi-
cine.17,18 Color coordinates and centroid wavelength are
important quantities in colorimetry used to characterize an
object or a radiation source. These quantities are derived from
the SPD by a weighted integration over a wavelength interval.
In many applications, the evaluation of the measurement
uncertainty associated with these integral quantities is crucial,
for example, when assessing the conformity of an intended
application with specified demands, or when judging the con-
sistency of measurements made at different laboratories.
Many of the current approaches to the calculation of the
uncertainty of spectral measurements assume that the single
the basic importance of correlations in spectral measurements
has already been pointed out by Nimeroff.19,20 In reference,21 a
Monte Carlo procedure has been proposed for the propagation
of the uncertainty associated with the SPD to derived integral
quantities. In the approach proposed by Gardner2,3 and subse-
quently developed further by Woolliams,13,14 correlations of the
power spectral distribution at different wavelengths are modeled
by a phenomenological approach. The induced correlations are
then used when evaluating the uncertainty associated with inte-
gral quantities. However, the correlation model employed is not
derived from all influencing quantities but rather implies a pre-
defined correlation pattern which may, or may not, be adequate
in a particular application. In references 11 and 12, a thorough
uncertainty evaluation is presented for derived color coordinates,
luminance and averaged LED responsivity7 through the propa-
gation of covariances that accounts for correlation in the SPD.
The evaluation of uncertainty is an important topic in
metrology, which is concerned with measurements at the

6 | V
C 2017 Wiley Periodicals, Inc. wileyonlinelibrary.com/journal/col Color Res Appl. 2018;43:6–16.
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SCHMAHLING ET AL.
| 7

highest level of accuracy. The “Guide to the Expression of 2 | EVALUATING SPECTRAL

Uncertainty in Measurement” (GUM)22 and its supplements22–24
serve as the de-facto standard for uncertainty evaluation in
metrology. The concept is based on a function that models the
relationship between all influencing quantities (so-called input
quantities) and the quantities of interest (so-called measurands).
Once this model has been established and estimates together
with associated uncertainties for the input quantities have been
inferred, an estimate for the measurand can be calculated along
with an associated uncertainty. Unfortunately, an explicit mathe-
matical model for spectral measurements is not available. This is
due to the mathematical complexity of the measurement process.
For example, bandpass broadening needs to be modeled by a
convolution and the analysis of the measured data requires a
deconvolution to be carried out. Dark signal, dark signal nonuni-
formity and nonlinearity effects of the responsivity scale are
further issues that can also not be expressed in terms of a simple
model.
In this article, we propose a generally applicable proce-
dure that characterizes the uncertainty for spectral measure-
ments by accounting for the relevant input quantities. The
procedure lends itself in a natural way to account for correla-
tions of the SPD at different wavelengths and is inspired by
previous work.9,25–29 The central part of the approach is
given by a mathematical model and its treatment through a
Monte Carlo procedure. The model accounts for the influ-
encing effects in the determination of the SPD from array
spectroradiometer measurements. By assigning probability
distributions that reflect our state of knowledge about the
values of these influencing effects, and by applying a Monte
Carlo procedure, an estimate of the SPD along with its asso-
ciated covariance matrix is derived in a first step. In a second
step, this information is then taken to estimate the integral
quantities. The size of the covariance matrix of the SPD
depends on the number of available pixels of the array spec-
troradiometer, and the matrix may be too large to be easily
handled and transferred. Moreover, the covariance matrix
may lose the property of being positive definite if decimal
places are canceled during the storing process. Therefore, we
also discuss and propose an adequate compression technique
that enables the efficient memory storage of the covariance
matrix. The derived procedures are finally applied to simu-
lated as well as real array spectroradiometer measurements.
The article is structured as follows. Section 2 contains the
proposed approach for the evaluation of uncertainty for the
spectral measurements and derived integral quantities. In Sec-
tion 3, compression techniques are presented, which allow
large covariance matrices to be easily transferred. The methods
MEASUREMENTS
In the following, the evaluation of the uncertainty associ-
ated with spectral measurements is given. We start by eval-
uating the uncertainty associated with integral quantities
assuming a given uncertainty characterization of the SPD.
Subsequently, the determination of the uncertainty
characterization of the SPD itself is described based on the
knowledge about its influencing factors or input quantities.
For this purpose, a mathematical model is stated that
relates these input quantities to the SPD. Finally, the
inference of the input quantities to the SPD from array
spectroradiometer measurements is discussed and practical
suggestions are made.
2.1 | Integral quantities
We consider integral quantities of the kind
ðk
Vk 5 wk ðkÞSðkÞdk; k51; . . . ; K ; (1)
k

where SðkÞ denotes the SPD, wk ðkÞ known weighting func-
tions, V5ðV1 ; . . . ; VK ÞT the multivariate integral quantity,
and k; k are given bounds of the considered wavelength
regime. Rather than treating the data analysis in this continu-
ous scheme, we replace the integral in Equation 1 through a
discretized sum
X
N
Vk 5 wk;i qi Si ; k51; . . . ; K ; (2)
i51
where Si 5Sðki Þ for k1 ; . . . ; kN , and wk;i 5wk ðki Þ denotes
the weight function at ki, additionally modified by the
weights qi of a numerical quadrature such as the
trapezoidal rule. We will assume that discretization errors
in (2) are negligible.
Let S ^ denote an estimate of S5ðS1 ; . . . ; SN ÞT ,
together with its associated covariance matrix US , where
ðUS Þii 5VarðSi Þ and ðUS Þij 5CovðSi ; Sj Þ (Following the
GUM, the same symbol is used for a quantity and a random
variable expressing one’s state of knowledge about the value
of the quantity. The corresponding meaning should be clear
from the context.). Then an estimate V5ð ^ V ^ 1; . . . ; V
^ K ÞT of
the multivariate integral quantity V is given by
X
N
^ k5
V wk;i qi ^S i ; k51; . . . ; K ; (3)
i51

are illustrated through their application to simulated and real together with the associated covariance matrix
array spectroradiometer measurements in Section 4. Finally,
UV 5CS US CTS ; (4)
we present some conclusions. MATLAB30 software can be
made available from Franko Schmähling upon request. where the K 3 N matrix CS is given by the Jacobian
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8 | SCHMAHLING ET AL.

0 1
oV1 oV1 0 1 measurand S. This probability distribution then contains the
 ðw1;1 q1 Þ  ðw1;N qN Þ
B oS1 oSN C most comprehensive uncertainty quantification. It may be use-
B C B C
B C B .. C ful to summarize this information, for example, in terms of an
B .. C 5B C:
B ⯗ . ⯗ C ⯗ . ⯗
B C @ A estimate such as the mean of the distribution and its covariance
@ oV oVK A
K
 ðwK;1 q1 Þ    ðwK;N qN Þ matrix. Alternatively, an interval for a selected component or a
oS1 oSN region for several components over which the distribution inte-
(5) grates to a specified, large value such as P 5 .95 may be
reported.
Note that V depends linearly on S. Hence, if the state of
The Monte Carlo procedure basically draws a large num-
knowledge about S can be modeled by a multivariate Gaus-
^ and covariance matrix ber M (e.g., M5106 ) of samples from the sought distribution
sian distribution with mean vector S
for S, and this sample can be used to approximate the distri-
US , then a multivariate Gaussian distribution with mean vec-
bution as well as any quantity derived from it. For example,
tor given by (3) and covariance matrix as in (5) express the
the mean SPD is obtained as
state of knowledge about V. Note further that the covariance
XM
matrix of V can be evaluated once the covariance matrix of ^ 1
S5 Sk ; (9)
S is known. The estimate S^ is not needed for that purpose. M k51
where S1 ; . . . ; SM denote M independently drawn samples
2.2 | Evaluation of uncertainty for SPD from the distribution for S. Similarly, the covariance matrix
for S is calculated as
The proposed analysis of the SPD is based on the following
1 X M
^ k 2SÞ ^ T:
model US 5 ðSk 2SÞðS (10)
~ HÞ2D ; M21 k51
S5DeconvðS; (6)
with Algorithm 1 explains how samples from the sought proba-
bility distribution for S are drawn, given the required information
~
S5c ~ ind  vnonlinSAT  vnonlinIT 1vDSNU 1vDS ;
 S (7) about the input quantities on the right-hand side of model (6).
and The notation vDS Nð^v DS ; u2 ðvDS ÞÞ, for example, indicates that
a random value is drawn for vDS which follows a Gaussian distri-
~S ind ðkk Þ5Sind ðkk 2Dk;k Þ ; (8) bution with mean ^v DS and variance u2 ðvDS Þ, and the notation
where Deconv(f, H) stands for a deconvolution of the function Sind NðS ^ ind ; US Þ means that a random vector is drawn from a
ind

f with kernel function H (given the convolution of f with the multivariate Gaussian distribution with mean vector S ^ ind and
same kernel function H), and D denotes the vector of correc- covariance matrix USind . Software providing random number
tions needed to compensate for any systematic deconvolution generators for univariate or multivariate Gaussian distributions
error. Following MATLAB syntax, the  notation indicates are readily available, for example in MATLAB30 or SciPy.34
the component-by-component multiplication of two vectors Algorithm 1 Evaluating a spectral measurement
(i.e. the Hadamard product), and Sind stands for the data of the 1: Input: M, kernel function H, all parameters of the dis-
SPD provided by the employed array spectroradiometer. The tributions used below
remaining input quantities on the right-hand side of Equation 7 2: Output: S; ^ US
are explained in the following subsections, along with a 3: for k 5 1 until M do
description as to how information about them can be obtained. 4: vDS Nð^v DS ; u2 ðvDS ÞÞð1; . . . ; 1ÞT
For the deconvolution, we applied the Richardson-Lucy 5: vDSNU Nð^ v DSNU ; UvDSNU Þ
deconvolution scheme.31 The kernel is assumed to be given on 6: vnonlinIT Nð^ v nonlinIT ; UvnonlinIT Þ
a subset of available wavelength points determined by calibra- 7: vnonlinSAT Nð^ v nonlinSAT ; UvnonlinSAT Þ
tion measurements as described by Yang et al.32 After calculat- 8: cNð^c ; Uc Þ
ing the band pass and stray light parts for every wavelength, 9: DNðD; ^ UD Þ
the kernel H contains information about the band pass and the 10: Dk NðD ~ k ; UD Þ
k
stray light simultaneously. We assume that the employed ker- 11: Sind NðS ^ ind ; U ~ Þ
S ind
nel function H is stable after the construction of the system,33 12: ~S ind ðkk Þ5Sind ðkk 2Dk;k Þ
and its uncertainty can be neglected. Model (6) depends nonli- ~
13: S5c  S~ ind  vnonlinSAT  vnonlinIT 1vDSNU 1vDS
nearly on some of the input quantities and therefore a propaga- 14: Sk 5DeconvðS; ~ HÞ2D
tion of covariances using a linearization of the model may not 15: end for
be adequate. For these reasons, we propose applying the Monte 16: return calculate S ^ and US according to Equations 9
Carlo method recommended in references 23 and 24, which and 10.
produces a probability distribution for the multivariate
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SCHMAHLING ET AL.
2.3 | Evaluation of uncertainty for input
quantities
In this section, we describe the input quantities that enter
into model (6) and explain how they can be inferred from
array spectroradiometer measurements or other sources of
information. The distributions for the input quantities in
Algorithm 1 are all Gaussian distributions. Note that while
this assumption can reasonably be made in many applica-
tions, it will not always be adequate. For example, when
repeated measurements for the indication quantity of the
array spectroradiometer Sind suggest the existence of outliers,
a Gaussian distribution would not be adequate.
2.3.1 | Indicated SPD
The uncertainty associated with the SPD indicated by the
array spectroradiometer may be determined from repeated
measurements. In our examples, we used a multivariate
Gaussian distribution with mean equal to the observed SPD
Sind in a single measurement, and a diagonal matrix US
which was determined on the basis of previous repeated
measurements for a different measurand.
2.3.2 | Stray light and band pass correction
Array-spectroradiometers are sensitive to stray light and also to
spectral distortions.35 Both effects may depend on wavelength,
which means that the band pass function and the nonzero
response in out-of-band regions (stray light) may vary with
wavelength. Stray light and bandpass effects arise concurrently
and should be corrected simultaneously, if possible, which can
be achieved by a deconvolution.32
An approach that enables a simultaneous correction of
stray light and band pass effects on the basis of measure-
ments employing a tunable laser has been proposed by
Nevas et al.32 Alternatively, iterative techniques such as
those developed by Richardson and Lucy in the early
1970s31,36–38 or the extended Gold’s method (for the shift-
variant case)31 can be employed.
All deconvolution approaches necessarily introduce a sys-
tematic error caused by the amount of regularization applied.
Usually, this error, denoted by D in Equation 6, is estimated
as 0, and no actual correction is applied. However, the uncer-
tainty associated with the estimate 0 needs to be considered.
In order to estimate the possible size of the deconvolution
error, a simulated convolution of trial distributions may be
used. Furthermore, the difference of the result of a deconvolu-
tion with the underlying trial distributions may be compared.
In this way, the size of the deconvolution error can be esti-
mated. In our examples, we have taken a multivariate Gaus-
sian distribution with mean 0 and a diagonal covariance
matrix which has been taken as a multiple of the unit matrix.
| 9
The corresponding factor was chosen such that the range of
deconvolution errors was covered that were observed when
deconvolving simulated, realistic trial distributions.
2.3.3 | Dark signal, dark signal
nonuniformity and nonlinearity effects
of the responsivity scale
Based on calibration measurements with a closed aperture, it is
possible to estimate the dark signal vDS and the dark signal non-
uniformity vDSNU .39 A similar procedure can be applied to con-
sider the nonlinearity of the responsivity scale with respect to
saturation effects vnonlinSAT of the readout unit and the integra-
tion time vnonlinIT . Based on calibration measurements, it is pos-
sible to estimate the parameters for these nonlinearity effects,
along with their variances. In our examples, we have taken mul-
tivariate Gaussian distributions, again using diagonal covariance
matrices, where the means and variances were estimated from
such calibration measurements.
2.3.4 | Calibration of the wavelength scale
In the following, we present a regression approach for the cali-
bration of the wavelength scale for a general polynomial model.
As described for example in,1,39 the calibration of the wave-
length scale of an array spectroradiometer can be carried out by
utilizing SPDs with (known) narrow responsivity lines. Low-
pressure mercury vapor lamps or tunable laser sources40,41 are
well suited for this purpose. The relationship between the inher-
ently assigned wavelength knom of the measurement device and
wavelength k is typically modeled by a low order polynomial,
that is,
k5p0 1p1 knom 1p2 k2nom 1    1pn knnom ; (11)
where p0 ; . . . ; pn denote the unknown coefficients that need to
be determined through a calibration. Manufacturers often
employ a third order polynomial for the wavelength calibration
of their spectroradiometers.40 Once the polynomial coefficients
in Equation 11 have been determined, the wavelength correc-
tion Dk is determined through
Dk 5k2knom ; (12)
where k is modeled by Equation 11 and knom denotes the
known nominal wavelength. Usually, least-squares estimation
is applied to determine the model parameters in Equation 11.
To this end, a number of pairs ððknom Þi ; ki Þ; i51; . . . ; l, are
determined in a calibration experiment and then used to estimate
the polynomial coefficients in Equation 11. Such a least-squares
model can be formulated as
Dp5k1e ; (13)
where D represents the design matrix with dimension l3ðn11Þ
with l>ðn11Þ given by
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0 1
1 ðknom Þ1 ðknom Þ21 . . . ðknom Þn1 T A BL E 1 Data used for the calibration of the wavelength scale
B C
B1 ðknom Þ2 ðknom Þ22 . . . ðknom Þn2 C Measured peak Peak of narrow responsivity
B C
D5B
B
C;
C (14) wavelength in nm lines in nm
B⯗ ..
@ ⯗ ⯗ . ⯗ C A 404.7 405.114861
1 ðknom Þl ðknom Þ2l ... ðknom Þnl 435.8 436.089867
T
p5ðp0 ; . . . ; pn Þ denotes the vector of unknown polyno- 546.1 545.904180
mial coefficients, k5ðk1 ; . . . ; kl Þ the vector of the observed
645.6 645.611780
wavelength values of the narrow responsivity lines of the radia-
tion source used or of the tunable laser source at knom , and e5 764.2 763.304439
ðe1 ; . . . ; el ÞT models the errors of the polynomial model. We
Left, Measured peak wavelength in nm. Right, Narrow responsivity lines of
assume e to be symmetrically distributed with mean 0 and known SPD. The variance for every measured peak wavelength was assumed
covariance matrix W. The least-squares estimate p ^ of the as 0.05 nm, the additional measured offset was 0 nm at 601 nm with an
unknown polynomial coefficients is then determined through associated standard uncertainty of 0.1 nm

^ 5ðDT W21 DÞ21 DT W21 k:

p (15) ~ is given as
The associated covariance matrix for p
0 1
The matrix W in Equation 15 is usually taken as a diago- 1 0 ... 0
nal matrix and the reciprocal values on the diagonal then rep- B C
B0 0 ... 0C
resent the weights for the wavelength k. The covariance 2 2 B C
U p~ 5CUp C 1u ðk0 ÞB
T
C: (20)
^ is given by
associated with p B ⯗ ⯗ ... ⯗C
@ A
Up 5ðDT W21 DÞ21 : (16) 0 0 ... 0

In our example, we assume that our knowledge about p
can be expressed in terms of a multivariate Gaussian distri-
bution with mean Equation 15 and covariance matrix Equa-
tion 16, determined by least-squares estimation from
calibration data. The measurement of l pairs ððknom Þi ; ki Þ is
time-consuming, and it is common that instead of carrying
out a complete recalibration, a previous calibration is
updated by taking into account only the calibration measure-
ment at a single wavelength k0 for ðknom Þ0 . The rationale is
the assumption that the polynomial model (11) still applies
with the exception of its offset term p0 which might have
undergone a drift. The additional calibration measurement at
k0 is then used to update the term p0 according to
Using Equations 18 and 20, an estimate for the wave-
length scale k of the measurement device and its associated
covariance matrix U k can then be determined via
^ p ; Uk 5BU p~ BT ;
k5B~ (21)
where B is defined in terms of the pixels used in the actual
experiment, constructed in the same way as design matrix D
in Equation 14. In using this estimate along with its covari-
ance matrix, the wavelength correction Dk is obtained from
the relation Dk 5k2knom (i.e. Equation 12), where knom
denotes the nominal wavelength, and an estimate of Dk along
with its covariance matrix is given by
^ k 5k2k
D ^ nom ; UD 5Uk : (22)
device

pe0 5k0 2p1 ðknom Þ0 2p2 ðknom Þ20 2    2pn ðknom Þn0 ; (17)
2.3.5 | Calibration of the responsivity scale
which altogether leads to the following expression for the
~ 5ð~p 0 ; . . . ; ~p n ÞT
updated polynomial coefficients p The calibration of the responsivity scale, that is, the relative
0 1 spectral responsivity calibration, can be carried out by a mea-
1
B C surement against a spectral irradiance transfer standard like
B0C
~ 5C^ B C FEL lamps or a variable-temperature black-body radiator
p p 1k0 B C: (18)
B⯗C that emits a spectrum closely approximating Planck’s law of
@ A
black-body radiation.1 As described in,41 the relative spectral
with 0
responsivity calibration can also be carried out by using tuna-
0 1 ble laser sources. The relative spectral responsivity c is
1 ðknom Þ0 ðknom Þ20 ... ðknom Þn0
B C defined according to
B0 ... C
B 0 0 0 C
C5I2B C: (19) Sref ðki Þ
B .. C ci 5cðki Þ5 ; i51; . . . ; N : (23)
B⯗ ⯗ ⯗ . ⯗ C meas ðki Þ
Sref
@ A
0 0 0 ... 0 Note that typically, the relative spectral responsivity is
denoted by s instead of c, but to prevent confusion with S,
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SCHMAHLING ET AL.
| 11

T A BL E 2 Input quantities and probability distributions used to encode the knowledge about them

Input quantity Symbol Probability distribution Parameters

Dark signal vDS Nð^v DS ; u2 ðvDS ÞÞð1; . . . ; 1ÞT ^v DS 50; uðvDS Þ50:005%

Dark signal nonunif. vDSNU Nð^v DSNU ; UvDSNU Þ ^v DSNU 50; UvDSNU 50:001%  I

Nonlinearity integr. time vnlinIT Nð^v nlinIT ; UvnlinIT Þ ^v nlinIT 50; UvnlinIT 50:06%  I

Nonlinearity sat. vnlinSAT Nð^v nlinSAT ; UvnlinSAT Þ ^v nlinSAT 50; UvnlinSAT 50:005%  I

Indicated SPD Sind NðS^ ind ; USind Þ S^ ind ; USind 52%  I

Calibration responsivity scale c Nð^c ; Uc Þ cf. Subsection 2.3.5

Calibration wavelength scale Dk ^ k ; UD Þ

NðD cf. Subsection 2.3.4
k

Stray light and band pass corr. D ^ UD Þ

NðD; ^
D50; UD 51%  I

All relative specifications refer to the maximum of the observed SPD S^ ind , except for the specification for stray light and bandpass correction and the contribution
for indicated SPD, which refers to the single values of S^ ind . Realistic numerical values for the distribution parameters of the input quantities were taken from discus-
sions with experts in the laboratories

we prefer c. Here, Sref represents the SPD of a reference radi-
ation source, e.g. the spectrum of a black body at a known
temperature or the emitted SPD of an FEL lamp, usually
given as part of the calibration sheet of the measurement
device, whereas Sref
meas describes the result of the actual mea-
surement of Sref . However, since Sref meas is the result of the
analysis of the observed spectrum Sind ; Sref
meas in turn depends
on the relative spectral responsivity c. We propose gathering
information about the relative spectral responsivity by apply-
ing model Equation 6 with all remaining input quantities set
measurement device. In order to ease its handling and transfer-
ability, we propose carrying out a singular value decomposi-
tion (SVD), and retaining only a (very) small part of the
decomposition. Within this approach, it is possible to signifi-
cantly reduce the amount of storage needed to represent the
covariance matrix while hardly losing any information about it.
The SVD of the covariance matrix US is given by
X
N
US 5 di ui uTi ; (24)
i51

to their estimates, starting with ck 5 1 for k51; . . . ; N, and
then estimating c via Equation 23. In order to assign an
uncertainty to the obtained estimate ^c , this procedure is
repeated many times, each time using different values for the
reference SPD, reflecting its uncertainty. The resulting covar-
iance matrix Uc is then taken as the covariance matrix associ-
ated with the estimate ^c .
where d1  d2  . . .  dN >0 denote the singular values,
and u1 ; . . . ; uN are the left-singular vectors. Since US is sym-
metric, u1 ; . . . ; uN are, at the same time, the right-singular vec-
tors of US , cf.42 Typically, the singular values decay rapidly,
and in order to provide a good approximation to the matrix
US , it is sufficient to take only very few, say k, of the terms in
the expansion Equation 24, and to approximate US by

3 | COMPRESSING TECHNIQUES

The covariance matrix US of the SPD is typically very large

because it depends on the size of the pixel array of the

FIGURE 1 Left, Covariance matrix for wavelength scale calibra-

tion. Right, Correlation matrix (normalized covariance matrix) for wave-
length scale calibration. (The covariance matrix was calculated with the FIGURE 2 Calibration factor of the responsivity scale (black) with
data described above, see Table 1) associated standard uncertainties (red) for each wavelength
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12 | SCHMAHLING ET AL.

F I G U R E 5 Results for color coordinates, estimates and ellipsoidal

FIGURE 3 Logarithmic plot of the amount of the singular values. (95% coverage region, see24) in x,y synthetic values (black dot). Color
After decreasing by 6 orders of magnitude at singular value No. k 5 80, coordinates obtained for the measured SPD lie outside the figure
singular values at k > 80 provide no significant contribution in the approx-
imation of US (see Equation 25) of US . However, while this leads to an efficient compression,
the information about correlation is lost completely. As we will
X
k
show in the examples below, ignoring existing correlation in
~ S5
U di ui uTi : (25)
i51 the SPD can lead to unreliable uncertainty evaluations.

Within this technique, the remaining N – k singular values

are taken as zero. The covariance matrix U ~ S has rank k and,
hence, is not positive definite. Nevertheless, it is possible to
draw random multivariate numbers with covariance U ~ S by
using the property that X is multivariate normally distributed
with mean vector l and covariance matrix R if X is taken as
X5AZ1l, when ZNð0; 1Þ is a vector of independent stand-
ard normally distributed random variables and R5AAT .43 For
the above-described compressing via SVD, A is taken as
X
N pffiffiffiffi
A5 di ui uTi ;
i51
Furthermore, to guarantee the positive definiteness of
~ S , it is possible to add a small value to its diagonal
U ties that were randomly drawn from the distributions specified
elements, i.e.
~ measured data, and the reconstructed SPD along with
~ S 5U
U ~ S 1qI; with q  1 ;
similarly to the techniques described in supplement 2 of the
GUM.24 Another approach is to use only the diagonal elements
4 | RESULTS
The proposed procedure for uncertainty evaluation of spec-
tral measurements is illustrated for simulated and real array
spectroradiometer measurements. Table 2 summarizes the
input quantities together with the probability distributions
that were used to characterize our knowledge about them.
(26) 4.1 | Simulated array spectroradiometer
measurements
SPDs were simulated following model (6) with input quanti-
in Table 2. Figure 4 shows the synthetic SPD, the simulated
(27) expanded uncertainties. The latter were obtained as the square
roots of the diagonal elements of the derived covariance
matrix US . The synthetic and reconstructed SPDs are

FIGURE 4 Left, Simulated (measured) SPD (dashed red) and the outcome of the evaluation (dashed green) together with the expanded uncertainties
(i.e., two times the standard uncertainties) for each wavelength (blue bars), jointly plotted with the synthetic SPD (black cross). The inset shows an enlarge-
ment of the peak area. Right, Logarithm of the absolute of the covariance matrix of the evaluated SPD
 €
SCHMAHLING ET AL.
FIGURE 6 Left, Measured SPD (dashed red) and evaluated measurement (dashed green) with associated expanded uncertainties for each wave-
length. The inset shows an enlargement of the peak area. Right, Logarithm of absolute of the covariance matrix of the evaluated SPD
consistent with each other. The integral quantities that were
considered are the CIE 1931 color coordinates. The CIE 1931
F2-F4 color coordinates were obtained according to (Figures 2–4)
x5X=ðX1Y1ZÞ; y5Y=ðX1Y1ZÞ:
The tristimulus values X, Y, and Z are obtained by a
weighted integral (with the color matching functions) over the
observed wavelength range, in this case from 380 to 780 nm.
The integrals were approximated by trapezoidal sums using
401 nodes. Estimates and covariance matrices for the color
coordinates were obtained as described in Section 2.1.
Actually, care has to be taken as to the existence of these
moments, cf.44,45 for the case of the ratio of normally distrib-
uted random variables. However, in our case, the distribution
of the denominator in Equation 28 is located far from zero and
it is reasonable to assume a truncated distribution which
excludes zero. Figure 5 shows results for the color coordinates,
achieved for a single data set. The estimates turned out to be
consistent with the synthetic color coordinates. Note that the
resulting color coordinates are (strongly) correlated.
4.2 | Array-spectrometer measurements
Figure 6 shows array spectroradiometer measurements of
colored LEDs together with the estimated SPD and its covar-
iance matrix, where the uncertainty evaluation was carried
FIGURE 7 Results for color coordinates, estimates and ellipsoids in
x,y for the evaluated spectral measurement
| 13
out by Algorithm 1 described in Section 2 with input
quantities randomly drawn from the distributions specified in
Table 2. Figure 7 displays the corresponding results for the
color coordinates. The results are similar to those given for
(28)
the simulated measurements, and again strong correlations
are observed for the SPD as well as for the color coordinates.
4.3 | Impact of correlation and compression
techniques
The SPD may show strong off-diagonal covariance, that is,
significant correlations. In order to investigate the impact of
these correlations, we redid our calculations by ignoring
them. That means that only the elements of the main diagonal
of the covariance matrix were used for the propagation. Fig-
ure 8 shows the corresponding results. Ignoring correlations
in the SPD has a significant impact on the uncertainty associ-
ated with estimates of the integral quantities, and in order to
derive reliable uncertainties, correlations cannot be ignored.
The above results also indicate that the simplest compres-
sion technique, namely to ignore correlations in the SPD,
cannot be recommended. Figures 9 and 10 show results
when applying the proposed SVD compression technique
using an expansion of k 5 80 out of 401 singular values. The
proposed compression technique appears to almost
F I G U R E 8 Color coordinates: estimates and ellipsoids with (green)
and without (dashed blue) accounting for correlations in the SPD, syn-
thetic values are printed as black dots

14 | SCHMAHLING
FIGURE 9 Covariance matrix of SPD with (right) and without
(left) compression
FIGURE 10 Color coordinates: estimates and ellipsoids with
(dashed red) and without (green) accounting for compression in the SPD,
synthetic values are printed as black dots
completely capture the information while it allows a reduc-
tion in storage of about 80%.
5 | CONCLUSIONS
SPD is required for the calculation of many important quanti-
ties in radiometry, photometry and colorimetry. Although its
measurement by array-spectroradio-meters is well estab-
lished, providing an adequate uncertainty characterization of
the obtained results is still challenging. We have proposed a
novel approach for the reliable calculation of the uncertainty
associated with spectral measurements and illustrated its
application for the analysis of array spectroradiometer meas-
urements. The results of our examples demonstrate that the
estimated SPD is generally correlated and that ignoring this
correlation may lead to unreliable uncertainty statements
about derived integral quantities. The presented approach for
uncertainty evaluation naturally accounts for the correlation
in the estimated SPD, and the proposed compression techni-
ques allow almost all of the uncertainty information about
spectral measurements to be transferred. The analysis of
spectral measurements can benefit from the proposed method
which is particularly important when, for results such as inte-
gral quantities, the conformity with prescribed limits needs
to be assessed, or in order to meaningfully compare results
obtained at different laboratories.
€
ET AL.
A CK N OW LED GM ENT S
The authors gratefully acknowledge the funding of this
research by BMWi MNPQ grant 03/12.
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A UT HO R B IO G RA PH I ES
FRANKO SCHMA€ HLING received diploma and Masters degree
in applied mathematics and computer science at the Univer-
sity of Applied Sciences Mittweida and University of Hagen,
Germany, in 2005 and 2012, respectively. In 2007, he joined
the Physikalisch-Technische Bundesanstalt, Berlin, Germany,
where he is currently working on statistical data analysis and
on the evaluation of measurement uncertainty for complex
processes.
€
DR. GERD WUBBELER joined the Physikalisch-Technische
Bundesanstalt, Berlin, Germany, in 2001, where is he is cur-
rently working on statistical data analysis and on the evalua-
tion of measurement uncertainty for complex processes.
Earlier he was a Research Associate in the Neurophysics
Group at the Klinikum Benjamin Franklin, Freie Universitt
Berlin, Germany.
DR. UDO KRU€ GER currently works as CEO of TechnoTeam
Bildverarbeitung GmbH, Ilmenau, Germany. His main
research topics are the development of image-resolved light
and color measurement systems, especially in the fields of
algorithm development, measurement uncertainties and spec-
tral matching. He is a member of the German standardization

16 | SCHMAHLING
committee for photometry at DIN and several other national
and international working groups (e.g., CEN, CIE) in this
field.
DR. BENJAMIN RUGGABER received a Ph.D. degree in Electri-
cal Engineering at the University of Ilmenau, Germany, in
2014. In the same year, he joined TechnoTeam Bildverarbei-
tung GmbH, Ilmenau, Germany, where he is the head of the
Light Laboratory.
PROF. FRANZ SCHMIDT founded Techno-Team Bildverarbei-
tung GmbH, Ilmenau, Germany, in 1991, were he currently
works as a consultant. His main research topics are the devel-
opment of image-resolved light and color measurement sys-
tems, especially in the fields of system techniques and sensor
properties. Before his retirement from his work at the Univer-
sity in 2014 he worked as a lecturer at the Ilmenau University
of Technology.
RICHARD DIETER TAUBERT has graduated in 1996 at the Tech-
nical University of Munich with a diploma degree in techni-
cal physics and received a PhD in physics at the Technical
University in Berlin in 2003. He joined the Physikalisch-
Technische Bundesanstalt in 1998, currently working as a
senior scientist in the field of radiometry and radiation
€
ET AL.
thermometry and holding the position of head of the working
group ”High-temperature Scale”.
DR. ARMIN SPERLING worked as a scientist at the Physikalisch-
Technische Bundesanstalt (PTB). Then for a of six years he
worked in the field of R&D in industry, before rejoining PTB
in 2001 again, where he currently leads PTBs working Group
Photometry. Since 2011 he is also associate Director of the
Division 2 of the International Commission on Illumination
(CIE) and member of the advisory board of the standardization
committee NA058 for Light of DIN, the German standardiza-
tion body.
DR. CLEMENS ELSTER has been at PTB since 1994. Currently
he leads PTBs working group Data analysis and measurement
uncertainty. Since 2010 he also is a member of JCGM-WG1.
His main topics of interest are statistical data analysis and
evaluation of measurement uncertainty.
How to cite this article: Schmähling F, W€ubbeler G,
Kr€uger U, et al. Uncertainty evaluation and propagation
for spectral measurements. Color Res Appl. 2018;43:6–
16. https://doi.org/10.1002/col.22185