Covariance-Based Vector-Network-Analyzer Uncertainty Analysis for Time- and Frequency-Domain Measurements

We develop a covariance-matrix-based uncertainty analysis for vector-network-analyzer (VNA) scattering-parameter measurements. The covariance matrix not only captures all of the measurement uncertainties of the scattering-parameter measurements, but also the statistical correlations between them. This allows the uncertainties of VNA scattering-parameter measurements to be propagated into the uncertainties of other quantities derived from scattering parameters, including temporal waveforms and circuit model parameters.