Ideally, the deviations from the plane are weighted by the inverse of the width
σi. However, other weightings are also possible; for example, the weight could be made to vary with the distance from the origin to make it more local (as in splines). Minimization amounts to setting the partial derivatives to zero:
leading to the following set of linear equations:
in which
The solution is written as
in which
M is the inverse of the matrix displayed above. The task set in our experiment requires deduction of
t. The best estimate of
t follows from the solution of the matrix equation in which the measurements of
zi are used:
t =
m31Σ
zx +
m32Σ
zy +
M33Σ
z. The noise in these measurements propagate into the noise on the estimate of
t,
σt, in the following way:
This is analogous to the derivation for fitting a line in 2D:
y =
a x +
t, described in Numerical Recipes (
Press et al., 1996). In the 2D case, the variance in the
t is given by:
which reduces to
when Σ
x = 0, in which the bracket < > stands for the average. Therefore, when the tilt is well defined and Σ
x = 0, the uncertainty in the local speed of the plane reduces to (A5). When one fits a plane
z =
t to the data in a similar way as described above, one obtains:
in which case the variance in
t is described exactly (i.e., not an approximation) by (A5). This is a weighted average of all measurements, in which the weight is inversely related to the uncertainty in the measurement. When taking a normal average
m = Σ
Zi/
N, the variance is simply
To appreciate what these equations mean, one could use the analogy of a number of resistances with magnitudes equal to
σi2. The total resistance corresponds to the variance in the speed estimate of the test dot. The variance in the local planar speed resembles a situation in which the resistances are in parallel, whereas the variance in the average speed estimation resembles a situation in which the
N resistances are in series (actually,
N of these series should be placed in parallel to account for the division by
N). While the variance in the average speed estimate is determined equally by all variances, the variance in the local speed of the plane is determined largely by the smallest variance (the smallest resistance).