INSTITUTEOFPHYSICSPUBLISHING METROLOGIA Metrologia43(2006)278–286 doi:10.1088/0026-1394/43/3/010 The evaluation of uncertainties in − [UTC UTC(k)] WLewandowski1,DMatsakis2,GPanfilo3,4 andPTavella4 1BureauInternationaldesPoidsetMesures,Se`vres,France 2UnitedStatesNavalObservatory,USA 3PolitecnicodiTorino,Italy 4IstitutoElettrotecnicoNazionaleGalileoFerraris,Italy E-mail: [email protected],[email protected],panfi[email protected] [email protected] Received24November2005 Published19May2006 Onlineatstacks.iop.org/Met/43/278 Abstract Thisworkpresentsastudyofthedeterminationofuncertaintiesin [UTC−UTC(k)]neededforpublicationintheBureauInernationaldes PoidsetMesures’s(BIPM’s)CircularTandtheKeyComparisonDatabase, asrequiredbytheMutualRecognitionArrangement. Inthefirstpartofthe paper,ananalyticalsolutionbasedonthelawofthepropagationof uncertaintyisderived. Inthesecondpart,thesolutionisverifiednumerically usingthesoftwareusedbytheBIPMforthegenerationofUTC. (Somefiguresinthisarticleareincolouronlyintheelectronicversion) 1. Introduction In this work, a study of the determination of the uncertainties of [UTC −UTC(k)] is presented. In the first Coordinated Universal Time (UTC), the worldwide time part of the paper, an analytical solution based on the law of standard, is disseminated monthly through publication of the propagation of uncertainty is derived. The second part [UTC −UTC(k)] in Circular T by the Bureau Inernational presentsanumericalverificationoftheanalyticalresultsusing desPoidsetMesures(BIPM).UTC(k)isarealizationofUTC thesoftwareusedforthegenerationofUTC. bylaboratoryk. Thesevaluesbefore2005havebeenpublished withouttheiruncertainties,buttherulesoftheCIPMMutual RecognitionArrangement(CIPMMRA)requiretheevaluation 2. ThealgorithmsofEAL,TAIandUTCandthe ofthisuncertainty. Thispaperreportsthefirststepstowards workinghypothesis computingtheseuncertainties. UTCisderivedfromInternationalAtomicTime(TAI)by Theuncertaintyof[UTC−UTC(k)]canbederivedusingthe the addition of leap seconds; while TAI is derived from the Free Atomic Timescale (EAL) through the addition of pre- generalequationoftheFreeAtomicTimescale(EAL),which announced frequency steers determined by comparison with isdefinedusingtheALGOSalgorithm[1–3]as a weighted set of primary frequency standards. EAL is a worldwideweightedaverageofalargenumberoffree-running, (cid:1)N effectively uncalibrated, frequency standards [1–3]. The EAL(t)= wi[hi(t)+h(cid:1)i(t)], (1) uncertaintyinthedeterminationofEAL,TAIandUTC,assteps i=1 intherealizationofTerrestrialTime(TT),isaffectedbythree where N is the number of the atomic clocks, w the relative major elements: clock variations, the means of comparisons i weight of the clock H, h(t) is the reading of clock H at ofremoteclocks(timetransfer)andthetime-scalealgorithm. i i i The uncertainties of time transfer are particularly significant time t and h(cid:1)i(t) is the prediction of the reading of clock Hi over averaging times of up to a few tens of days and also to guarantee the continuity of the time scale. The weight influence the uncertainty in the access of the participating attributedtoagivenclockreflectsitslong-termstability,since laboratories k to UTC (in other words, the uncertainty of theobjectiveistoobtainaweightedaveragethatismorestable [UTC−UTC(k)]). inthelongtermthananyofthecontributingelements[4,5]. 0026-1394/06/030278+09$30.00 ©2006BIPMandIOPPublishingLtd PrintedintheUK 278 Report Documentation Page Form Approved OMB No. 0704-0188 Public reporting burden for the collection of information is estimated to average 1 hour per response, including the time for reviewing instructions, searching existing data sources, gathering and maintaining the data needed, and completing and reviewing the collection of information. Send comments regarding this burden estimate or any other aspect of this collection of information, including suggestions for reducing this burden, to Washington Headquarters Services, Directorate for Information Operations and Reports, 1215 Jefferson Davis Highway, Suite 1204, Arlington VA 22202-4302. Respondents should be aware that notwithstanding any other provision of law, no person shall be subject to a penalty for failing to comply with a collection of information if it does not display a currently valid OMB control number. 1. REPORT DATE 2. REPORT TYPE 3. DATES COVERED 2006 N/A - 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER The Evaluation of Uncertainties in [UTC-UTC(k)] 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 6. AUTHOR(S) 5d. PROJECT NUMBER 5e. TASK NUMBER 5f. WORK UNIT NUMBER 7. PERFORMING ORGANIZATION NAME(S) AND ADDRESS(ES) 8. PERFORMING ORGANIZATION Library U.S. Naval Observatory 3450 Massachusetts Avenue, N.W. REPORT NUMBER Washington, DC 20392-5420 9. SPONSORING/MONITORING AGENCY NAME(S) AND ADDRESS(ES) 10. SPONSOR/MONITOR’S ACRONYM(S) 11. SPONSOR/MONITOR’S REPORT NUMBER(S) 12. DISTRIBUTION/AVAILABILITY STATEMENT Approved for public release, distribution unlimited 13. SUPPLEMENTARY NOTES 14. ABSTRACT 15. SUBJECT TERMS 16. SECURITY CLASSIFICATION OF: 17. LIMITATION OF 18. NUMBER 19a. NAME OF ABSTRACT OF PAGES RESPONSIBLE PERSON a. REPORT b. ABSTRACT c. THIS PAGE SAR 9 unclassified unclassified unclassified Standard Form 298 (Rev. 8-98) Prescribed by ANSI Std Z39-18 Theevaluationofuncertaintiesin[UTC−UTC(k)] Theweightsoftheclocksobeytherelation Because[UTC−EAL]dependsonlyonpre-determined leapsecondsandfrequencysteersthatdonotadduncertainty, (cid:1)N and because UTC(k) is deterministically derived from the wi =1. (2) laboratory clock readings, the uncertainties of [UTC − i=1 UTC(k)]areidenticaltotheuncertaintiesof[TAI−UTC(k)], Subtractingthesamequantityfrombothsidesofequation(1), [EAL−UTC(k)] and [EAL−Hk]. Thus, the uncertainties of the links between laboratories are the only source of the (cid:1)N (cid:1)N (cid:1)N uncertaintyof[UTC−UTC(k)]. Inthefollowingsectionsits EAL(t)− wh(t)= w[h(t)+h(cid:1)(t)]− wh(t). i i i i i i i propagationwillbestudied. i=1 i=1 i=1 Usingequation(2)andrearranging, 2.1. Thelawofpropagationofuncertainty (cid:1)N (cid:1)N According to [6], the uncertainty in the x (t) can be found w(EAL(t)−h(t))= wh(cid:1)(t). (3) j i i i i using the law of the propagation of uncertainty. Defining y i=1 i=1 asagenericquantityindirectlymeasuredbymeansofdirect Setting measurementsoftheinputquantityxi, x(t)=EAL(t)−h(t), (4) i i y =f(x ,x ,....,x ). 1 2 M itisclearthatequation(3)isoftheform Theexpressionofthelawofthepropagationofuncertainty (cid:1)N (cid:1)N wx(t)= wh(cid:1)(t). (5) [6]isgivenby i i i i i=1 i=1 (cid:1)M (cid:4)∂f (cid:5)2 M(cid:1)−1 (cid:1)M ∂f ∂f u2 = u2 +2 u , (9) ThesoftwarepackagetermedALGOSisusedintheTime y ∂x xi ∂x ∂x (xi,xk) SectionoftheBIPMtogenerateUTC.Weightsaredetermined i=1 i i=1 k=i+1 i k fromthevarianceofmonthlyaveragefrequencies,subjecttoa where the first term corresponds to the effect of the maximumvalue[5]. ThedatausedbyALGOStaketheform uncertainties on the input quantities x and the second term i ofthetimedifferencesbetweenreadingsofclocks,writtenas accountsforthecorrelationbetweenthem. x (t)=h (t)−h(t). (6) The uncertainty of the quantity xk = [EAL −UTC(k)] i,j j i defined in equation (8) plays here the role of the indirect Equation(5)inconjunctionwiththeN−1equations(6)results quantityyandtheuncertaintycontributionsareonlyduetothe inasystemwithN equationsandN unknowns: measurementnoiseofthelinksxi,j(t). Applyingequation(9) (cid:2)(cid:3) (cid:3) tothemodel(8)yields xi(Nit=)1−wxixji((tt))==xi,jNi(=t1)wih(cid:1)i(t). (7) u2xj =(cid:1)N (cid:4)∂∂xxj (cid:5)2u2xi,j +2N(cid:1)−1 (cid:1)N ∂∂xxj ∂∂xxj u(xi,j,xk,j) i=1 i,j i=1 k=i+1 i,j k,j Thesolutionis (cid:1)N N(cid:1)−1 (cid:1)N xj(t)=EAL(t)−hj(t)=(cid:1)N wi[h(cid:1)i(t)−xi,j(t)]. (8) = i=1wi2u2xi,j +2 i=1 k=i+1wiwku(xi,j,xk,j), (10) i=1 whereu2 =u2 . xj EAL−hj ThedifferencebetweenanyclockH andEAL(8)depends The weights of the clocks are available from the BIPM j onweights,clockpredictionandmeasuredclockdifferences. website,andtheuncertaintiesoflinksbetweentheclocks[7] The clock H may also represent a UTC(j) time scale; arepublishedinCircularT (seetheBIPMTimeSection’sFTP j therefore,x (t)mayalsobeinterpretedas serverathttp://www.bipm.org/jsp/en/TimeFtp.jsp). j The propagation of uncertainty (10) could as well be xj =EAL−UTC(j) expressed by a matrix formulation using a multivariate weighted approach [8,9]; the scalar approach presented in havingdroppedthetimeinstanttinthenotationforsimplicity. thispaperallowsonetoclearlyunderstandhowthedifferent Thepredictionsandtheweightsarefixedbyappropriate componentscontributetothecombineduncertainty. algorithmsbasedonpastclockbehaviour,and,inequation(8), ItcanbedemonstratedthattheALGOSalgorithmwould they can be considered as time-varying deterministic generate the same results if each laboratory’s clocks were parameters. Suboptimalestimationoftheseparameterswould replacedbyasingle‘equivalent’clockwhosereadingwasthe affecttheuncertaintyofTAIasarealizationoftheTT,butthey weightedaverageoftheindividualclockreadingsandwhose donotaffecttheknowledgeofthedifferencebetweenEALand weightinEALwasthesumoftheindividualclockweights. clockHj;themeasuresxi,jarethustheonlycontributorstothe Therefore,thecomputationscanbesimplifiedbysummingthe uncertaintiesinxj. Thecontributionoftheuncertaintygiven weightsoftheclocksateachlaboratoryasfollows: by measures of clocks located inside the same laboratory is considerednegligible,andintermsoftheALGOSalgorithm N(cid:1)Labk itcanbeignoredbecauseitisinseparablefromthenoiseofthe WLabk = wi, (11) clock. i=1 Metrologia,43(2006)278–286 279 WLewandowskietal where N is the number of clocks of the considered studyisinprogressandapreliminaryevaluationindicatesthat Labk laboratory k and all the clocks at a laboratory are treated as the final uncertainty would change to a small extent. Some one equivalent clock whose reading is the weighted average detailsarereportedinthelastsectiondevotedtofuturework. ofindividualclockreadings. Theformalismofequation(10) Inthiswork,thenoiseaffectingdifferentnonoverlapping couldstillbeappliedwithoutthesesimplifyingassumptions,as linksisassumedtobeuncorrelated. Correlationscanandwill thedoublesummationwouldaccountforthe100%correlation appear when the same intermediate link appears in multiple ofthetimetransfernoisebetweenclocksinthesamelab. links,aswillbeshownintheexamplebelow. 2.2. Extensionofthecomputation 2.4. Examplesofapplicationofthemethod Itispossiblebutnotnecessarytoapplyequation(10)toevery Someexamplesareprovidedinordertoillustratetheapplied laboratory. Iftheuncertaintyforanyoneclockisknown,for procedure. Ineachexample,theuncertaintyofeachclockH k example, x = EAL −h , the evaluation of uncertainty on with respect to UTC increases as the noise of the laboratory j j x =EAL−h maybeobtainedbyusingthesecondequation klinkincreases,butalsodecreasesastheweightoftheclock i i in(7)andapplyingthepropertyofthevariancetoobtain increases. u2 =u2 +u2 +2u . (12) Case A1. Let us consider the simple case of only two xi xj xi,j xj,xi,j clocks(labelled1and2)formingUTCandmaintainedinthe The last term is the covariance of the measures x and samelaboratoryk. Externallinksarenotneeded. Thecaseis i,j thequantityx =EAL−h . Sincealltheclocksareincluded depictedinthesketchbelow. j j in EAL, the measure x will produce a nonzero covariance i,j termbycouplingtothesamemeasuresx ,whichenterinto i,j theEALdefinitionasmanytimesasthereareclocksinsideor behindthelaboratoryi,obtaining u =u(cid:3) =−u(cid:3) xj,xi,j ( N(cid:2)=1w(cid:2)(h(cid:1)(cid:2)−x(cid:2),j),xi,j) ( N(cid:2)=1w(cid:2)x(cid:2),j,xi,j) N(cid:1)eqlabi =− w u2 =−W u2 (13) TheensembletimeUTCwouldbecomputedwiththese (cid:2) xi,j eqi xi,j (cid:2)=1 twoclocksinsidethelaboratoryk. SupposeclockH1realizes awlshoerienNcleuqdlainbigisththeecelqouckiveaxletnertnnaulmtobethraotflcalboockrastionryla,bbourtawtohryicih, oUfTeCq(uka)t.ioTnh(e1u0n),cwerotauilndtybeofxk =[UTC−UTC(k)],bymeans are connected to UTC through laboratory i. The equivalent u2 =u2 =w2u2 . (15) weight Weqi can be defined as the sum of the Neqlabi clock [UTC−UTC(k)] [UTC−h1] 2 x1,2 weights. This will be explained further in the next section, Theuncertaintyofthemeasurex isnegligiblebecause whereexamplesaregiven. Inthiscase,equation(12)becomes 1,2 theclocksarewithinthesamelaboratory. Thus u2 =u2 +u2 −2u2 W . (14) xi xj xi,j xi,j eqi u2[UTC−UTC(k)] ≈0. (16) Equation(14)givestheuncertaintyofeachclockH,given i Case A2. Consider two clocks (labelled 1 and 2), but the uncertainty of any clock H and the uncertainties of the j maintainedintwodifferentlaboratories(kandl,respectively) chainsofmeasureslinkingclockH toclockH . i j connectedbyonemeasurementlinkx . k,l 2.3. Correlationsandanticorrelations The BIPM provides the link uncertainties in Circular T (section 6), but every time a link x appears in a multiple i,j linksuchasx = x +x itisnecessarytoestimatethe i,k i,j j,k, correlationswithrespecttox ,andthisisthemeaningofthe i,j lastcovarianceterminequation(10). A more refined evaluation should take into account the Inthiscase,theuncertaintyofthemeasurementlinkwould differentcorrelationpropertiesoftheseverallinks,including benon-negligibleandthefinaluncertaintyforUTC(k),realized TWSTFT,GPS/Glonasscommonview(CV)andMeltingPot inlaboratorykwithclockH ,wouldbe 1 (also termed All-in-View) [10,11]. For example, in some casestheuncertaintyisdominatedbycalibrationuncertainties u2 =w2u2 =(1−w )2u2 . (17) betweenlaboratoryiandlaboratoryj,whileinothercasesthe [UTC−UTC(k)] 2 xl,k 1 xl,k linkuncertaintyreportedinBIPMCircularTismostlydueto Equation(17)showsthatincreasingtheweightofclock thenoiseofthereceiversatbothsites. H from laboratory k decreases the uncertainty of [UTC − 1 Correlations will always occur in situations where the UTC(k)]. samereceiverorsystemisusedtolinktwodifferentexternal Case B1. Consider three clocks (labelled 1, 2 and 3), laboratories. Theanalysisoftheseeffectsrequiresmoredetails maintained in two different laboratories (k and l) connected thanarereadilyavailableforcorrelationofthelinks. Further byameasurementlinkx accordingtothesketchbelow. k,l 280 Metrologia,43(2006)278–286 Theevaluationofuncertaintiesin[UTC−UTC(k)] Assumingthetwolinksx andx areuncorrelated,one k,l l,m obtainsfromequation(10) u2 =w2u2 +w2[u2 +u2 ]+2w w u [UTC−UTC(k)] 2 xl,k 3 xl,k xm,l 2 3 (xl,k,xm,k) =(w +w )2u2 +w2u2 , (21) 2 3 xl,k 3 xm,l where the correlation between x and x is due to the k,l k,m commonpath(l,k): For site k, with UTC(k) realized by clock H , the 1 uncertaintyon[UTC−UTC(k)]wouldbe u(xl,k,xm,k) =u2xl,k. (22) u2 =w2u2 +w2u2 +2w w u This example shows that, for uncorrelated links, the [UTC−UTC(k)] 2 x2,k 3 x3,k 2 3 (x2,k,x3,k) weightoflaboratoriesbehindapivotlaboratoryisaddedtothe =(w +w )2u2 =(1−w )2u2 , (18) 2 3 xl,k 1 xl,k weightofthepivotlaboratoryitselfandthisisthemotivation sinceu22,k = u23,k = u(x2,k,x3,k) = u2l,k,becauseclocksH2 and boefhthinedptihveotdleafibnoirtaiotonroyfi‘peqluusivtahleenwtewigehigtshot’fWtheeqicaloscthkesbweehiignhdt H areinthesamelaboratory. 3 thatpivotlaboratory,whichwasintroducedinequation(13). CaseB2. WecomputetheuncertaintyforUTC(l)realized Thelastterminequation(21)takesintoaccountthenoisefrom withclockH insidelaboratorylforasystemofthreeclocks 2 thepivot(laboratoryl)totheremotelaboratorym,weighted (labelled1,2and3)inthreedifferentlaboratories(k,landm) bytheweightofclocksinlaboratorym. connectedaccordingtothesketchbelow. In the case of links correlated through site-based noise, with the same assumptions leading to equation (20) and assuming that the noise of the receiver in laboratory l is cancelledwhileconnectinglaboratorymtolaboratorykwith contemporaneous measurements, the same equations would apply,and u2 =(w2+w w +w2)u2 . (23) [UTC−UTC(k)] 2 2 3 3 xl,k Thiswouldbeexpectedforlinksdominatedbysite-based noise, because the site-based noise of each site combines in such a way that all possible combinations of links yield the If the links between laboratories (l,k) and laboratories sameresults. (l,m) are uncorrelated, then the double summation in equation(10)iszeroand 2.5. FormulaefortheUTCnetwork u2 =w2u2 +w2u2 . (19) Startingfromtheexamplesabove,theuncertaintycorrespond- [UTC−UTC(l)] 1 xk,l 3 xm,l ingtothenetworkoflinkscurrentlyusedforthecomputation ofUTCasreportedinfigure1canbeevaluated. If the links between laboratories (l,k) and laboratories Figure1showsthatUSNO,NISTandNICT1,andNTSC2 (l,m) are correlated through site-based noise in the receiver actas‘intermediate’pivotsandthecentralroleofthePTB. in laboratory l, but the total noise in both links is the same Since the PTB plays a central role, equation (10) can and equally contributed by the two laboratories: u = (xl,k,xl,m) be used to obtain the uncertainty for [UTC − UTC(PTB)] 0.5u2 =0.5u2 and l,k l,m considering the equivalent weights W for the intermediate eqi u2 =w2u2 +w2u2 +2w w u pivot laboratories USNO, NIST, NICT and NTSC. The final [UTC−UTC(l)] 1 xl,k 3 xl,m 1 3 (xl,k,xl,m) expressionturnsouttobe =(w2+w w +w2)u2 (20) 1 1 3 3 xl,k N(cid:1)1+1 (N1(cid:1)+N2)+1 Comparing equation (19) with equation (20), the effect u2[UTC−UTC(PTB)] = Wi2u2xi,UTC(PTB) + Wk2u2xk,UTC(USNO) of considering partial correlations between the link noises i=2 k=N1+2 becomesevident. (N1+N(cid:1)2+N3)+1 (N1+N2(cid:1)+N3+N4)+1 CaseB3. ThesameconfigurationasCaseB2,exceptthat + Wk2u2xk,UTC(NIST) + Wk2u2xk,UTC(NICT) theuncertaintyforlaboratorykistobeevaluated. Theclocks k=(N1+N2)+2 k=(N1+N2+N3)+2 inlaboratorymareconnectedtolabkthroughthepivotlabl +W2 u2 +W2 u2 withx =x +x : eqUSNO xUTC(PTB),UTC(USNO) eqNIST xUTC(PTB),UTC(NIST) k,m k,l l,m +W2 u2 +W2 u2 eqNICT xUTC(PTB),UTC(NICT) eqNTSC xUTC(PTB),UTC(NTSC) +W2 u2 (24) JACT xUTC(NTSC),UTC(JACT) HereN =25isthenumberoflaboratoriesdirectlylinked 1 toPTBwithonesinglelink(IEN,AOS,SP,LT,etc)excluding 1 NICTisthenewnameforCLR. 2 All the acronyms appearing in this paper are in agreement with the list published by the BIPM Time Section at http://www.bipm.org/jsp/en/ TimeFtp.jsp?TypePub=publication. Metrologia,43(2006)278–286 281 WLewandowskietal North America Europe Asia ORB DLR IFAG CH LDS JV SP NIMT NMLS BIRM NRC SMU KRIS OP NMC APL NIM SG IEN UME USNO NAO CRL PTB NPLI TP INPL NMIJ CNMP CNM NIST NPL OMH VSL CAO NTSC TL JATC ROA DTAG BEV AOS PL LT SU NIMB JATC SCL HKO NIS ONBA TCC IGMA ONRJ CSIR AUS MSL South America Africa Oceania ORGANIZATION OF THE INTERNATIONAL TIME LINKS MJaurlyc2h0 024004 Laboratory equipped with TWSTFT GPS CV single-channel link TWSTFT GPS CV single-channel back-up link TWSTFT by Ku band with X band back-up GPS CV multi-channel link Laboratory equipped with dual frequency reception GPS CV multi-channel back-up link GPS CV dual frequency link GPS CV dual frequency back-up link Figure1. InternationaltimelinksusedforcomputationofUTC(July2004). the four laboratories acting as intermediate pivots; N = 4 mean value equal to the obtained measurement value a and 2 isthenumberoflaboratorieslinkedtoUSNO(namelyNRC, standarddeviationequaltou . xi,j CNMP,APL,ONBA);N3 = 4isthenumberoflaboratories The Monte Carlo simulation consists of picking up linkedtoNIST(namelyTCC,ONRJ,CNM,IGMA);N4 =13 different values for the measure xi,j from its statistical isthenumberoflaboratorieslinkedtoNICT(SG,TL,NAO, distributionandcomputing[UTC−UTC(k)]withthedifferent MSL,etc)andWeqi areequivalentweightsoflaboratoriesas simulated measure values. This gives an indication of the introducedinequation(13). variabilityoftheresults[UTC−UTC(k)]duetothevariability TheequivalentweightoftheUSNOis,forexample, of the measures x ,which have been shown to be the only i,j sourceofvariabilityand,hence,ofuncertainty. WeqUSNO =WNRC+WCNMP+WAPL+WONBA+WUSNO. Thesimulationproceededbyfirstevaluatingtheeffecton [UTC−UTC(k)]ofonlyonenoisylink(alltheotherlinksare Similarexpressionsholdfortheotherintermediatepivots, consideredwithnegligiblenoise);thenthenoisewasinserted NIST,NICTandNTSCandWLabwasdefinedinequation(11). link by link. This ‘experimental’ variability was compared Oncetheuncertaintyof[UTC−UTC(PTB)]isevaluated, withtheexpectedtheoreticalresultscomingfromtheanalytical theexpression(14)canbeusedtocomputetheuncertaintyof estimation(10). [UTC−UTC(k)]foreveryotherlaboratoryk. 3.1. Exampleofasinglelink 3. AMonteCarlosimulation The effect of the uncertainty of the link between the PTB Theanalyticalapproachpresentedintheprevioussectionwas and the LT laboratories using the data of July 2004 was testedbyaMonteCarlosimulationusingtheBIPM’ssoftware evaluated. LaboratoryLThasoneclockofpercentageweight ALGOS,onthefullsetofclockandtimetransferdatausedto wLT =0.119;thesquareduncertaintyofthelink[UTC(LT)− generateCircularTpublishedinJuly2004. Forthatmonth,the UTC(PTB)] is u2[UTC(LT)−UTC(PTB)] = 27.25 ns2 and on MJD pivotlaboratorieswerePTB,USNO,NIST,NICTandNTSC. 53144[UTC(LT)−UTC(PTB)]wasfoundtobe−242.8ns. Since the source of uncertainty in [UTC −UTC(k)] is A large number, N, of values of [UTC(LT) − UTC(PTB)] the links whose uncertainty u is listed in Circular T, a was generated normally distributed around the central value simulationwasperformedassumxii,jngthateverylinkmeasureis [UTC(LT)−UTC(PTB)]=−242.8nsandwithavarianceof describedbyarandomvariablewithaGaussiandistribution, u2[UTC(LT)−UTC(PTB)] =27.25ns2. 282 Metrologia,43(2006)278–286 Theevaluationofuncertaintiesin[UTC−UTC(k)] 70 0.08 nit 60 unit 0.07 distribution/ arbitrary u 345000 distribution/ arbitrary 0000....00003456 e e ativ 20 ativ 0.02 Rel Rel 10 0.01 0 0 -16.75 -16.74 -16.73 -16.72 -16.71 -16.7 -16.69 -16.68 -16.67 205 210 215 220 225 230 235 240 245 250 [UTC – UTC (PTB)]/ns [UTC – UTC (LT)]/ns Figure2. Theoreticalandexperimentaldistributionofthevalues Figure3. Theoreticalandexperimentaldistributionofthevalues [UTC−UTC(PTB)]consideringonlyonelinkwithnoise. [UTC−UTC(LT)]consideringonlyonelinkwithnoise. Usingequation(10),withonlythelinkPTB/LTcorrupted 0.09 withnoise 0.08 u2[UTC=−U(cid:4)TC01(.P10T10B9)](cid:5)=2×wL2(T2u72[.U2T5Cn(LsT2))−=UTC3(.P8T5B)×] 10−5ns2. bitrary unit 00..0067 ar n/ 0.05 o Thus uti u[UTC−UTC(PTB)] =0.0062ns, distrib 0.04 e 0.03 andfromequation(14) v ati u[UTC−UTC(LT)] =5.21ns. Rel 0.02 0.01 Alternatively, using equation (10) directly referenced to 0 laboratory LT, which corresponds to having the total clock -30 -25 -20 -15 -10 -5 0 5 10 15 weight in PTB with the exception of the LT clock, the same [UTC – UTC(NIST)]/ns theoreticalresultwasobtained: (cid:4) (cid:5) √ Figure4. Theoreticalandexperimentaldistributionofthevaluesof u[UTC−UTC(LT)] = 1− 0.119 × 27.25ns2 =5.21ns. [UTC−UTC(NIST)]. 100 Using N = 10000 simulated measurement values, a 3.2. Completesystem normaldistributionofvalues[UTC−UTC(PTB)]wasobtained withameanvalueequalto−16.7087nsandstandarddeviation The Monte Carlo results are reported here for the complete equal to 0.0063ns. The value [UTC −UTC(PTB)] for that system of links, using N = 20000 simulated data for any date published in Circular T was equal to −16.7ns and link. Figure 4 shows the close agreement, for example, the standard uncertainty from the above computation was betweenthetheoreticalandexperimentalresultsforthevalues u[UTC−UTC(PTB)] = 0.0062ns. Therefore, the mean value of[UTC−UTC(NIST)].Intable1theanalyticalresultsare and the standard deviation of [UTC −UTC(PTB)] obtained comparedtothesimulationsassumingthateverylinkhadthe by simulating the noisy link PTB/LT corresponded to the noisecorrespondingtotheuncertaintylistedinCircularT.The publishedvalueandtotheexpectedtheoreticaluncertainty. agreementbetweenthetwoestimationmethodsisevidentand ForthelaboratoryLTanormaldistributionofmeanvalue givesconfidencetotheanalysis. equal to 226.161ns was obtained, with a standard deviation of 5.2ns. The published value in Circular T was [UTC − UTC(LT)] = 226.1nsandthestandarduncertaintyfromthe 4. ApplicationtothecomputationofCircularT abovetheoreticalcomputationwasu[UTC−UTC(LT)] =5.21ns. The results are depicted in figures 2–4, where the The formulae developed in section 2.5 for the evaluation of histogram reports the results obtained from the Monte Carlo [UTC−UTC(k)] uncertainties have been applied using the simulation,whilethesolidline(inred)representstheexpected link uncertainties as listed in section 6 of Circular T. They statisticaldistributionofthevaluesaccordingtothetheoretical have been used operationally since January 2005, reporting analysis. theuncertaintiesinCircularT.ResultsforCircularTno205 Ascanbeseen,theanalyticalandsimulationresultsagree. ofJanuary2005arereportedinfigure5. Metrologia,43(2006)278–286 283 WLewandowskietal Table1. AnalyticalandnumericallyestimateduncertaintiesofalltheUTCparticipatinglaboratoriesconsideringeverylinkwithnoise. u[UTC−UTC(k)]/ns u[UTC−UTC(k)]/ns k Analyticalmethod Numericalmethod k Analyticalmethod Numericalmethod AOS 5.6 5.6 NIS 20.3 20.6 APL 5.7 5.7 NIST 5.0 5.0 AUS 7.3 7.3 NMC 20.7 20.8 BEV 5.5 5.5 NMIJ 7.0 7.0 BIRM 20.6 20.6 NPL 5.3 5.2 CAO 21.2 21.0 NPLI 20.3 20.4 CH 5.4 5.3 NRC 15.2 15.1 CNM 21.0 21.1 NTSC 7.1 7.0 CNMP 8.4 8.4 OMH 20.2 20.5 CSIR 20.3 20.6 ONBA 8.9 8.9 DLR 5.4 5.4 ONRJ 21.2 21.3 DTAG 10.6 10.5 OP 5.4 5.4 HKO 7.3 7.3 ORB 5.3 5.4 IEN 2.4 2.4 PL 5.4 5.3 IFAG 5.3 5.3 PTB 1.9 1.9 IGMA 20.8 20.9 ROA 5.4 5.4 INPL 10.9 11.0 SCL 11.6 11.6 JATC 21.2 21.3 SG 20.5 20.6 JV 20.7 20.6 SMU 20.7 20.7 KRIS 7.1 7.2 SP 10.4 10.5 LDS 20.3 20.2 SU 6.1 6.1 LT 5.6 5.6 TCC 21.2 20.9 MSL 20.7 20.8 TL 6.7 6.7 NAO 20.6 20.7 TP 5.8 5.8 NICT 4.4 4.4 UME 25.1 25.1 NIM 20.4 20.3 USNO 2.3 2.3 NIMT 20.7 20.9 VSL 5.3 5.3 CIRCULAR T 205 ISSN 1143-1393 2005 FEBRUARY 15, 16h UTC BUREAU INTERNATIONAL DES POIDS ET MESURES ORGANISATION INTERGOUVERNEMENTALE DE LA CONVENTION DU METRE PAVILLON DE BRETEUIL F-92312 SEVRES CEDEX TEL. +33 1 45 07 70 70 FAX. +33 1 45 34 20 21 [email protected] 1 - Coordinated Universal Time UTC and its local realizations UTC(k). Computed values of [UTC-UTC(k)]. From 1999 January 1, 0h UTC, TAI-UTC = 32 s. Date 2004/05 0h UTC DEC 30 JAN 4 JAN 9 JAN 14 JAN 19 JAN 24 JAN 29 Uncertainty/ns Notes MJD 53369 53374 53379 53384 53389 53394 53399 Laboratory k [UTC-UTC(k)]/ns u u u A B AOS (Borowiec) -21.2 -14.8 -18.7 -13.6 -11.2 -12.1 -17.9 1.6 5.4 5.6 BEV (Wien) 84.9 87.5 90.2 90.2 94.8 96.9 99.9 1.5 5.3 5.5 CH (Bern) -27.4 -25.2 -27.4 -31.1 -28.6 -23.8 -21.1 0.8 5.3 5.4 DLR (Oberpfaffenhofen) 1.4 -3.1 -7.8 -14.1 -19.1 -22.3 -31.3 0.8 5.4 5.5 IEN (Torino) -58.2 -71.8 -77.9 -79.8 -78.5 -84.6 -87.5 0.7 2.2 2.3 LT (Vilnius) 486.0 519.1 547.4 549.6 528.4 533.6 542.7 1.6 5.3 5.5 NICT (Tokyo) 4.5 -0.7 6.8 6.1 -1.7 1.1 3.9 1.2 4.3 4.5 NIST (Boulder) 3.5 2.6 1.3 1.5 0.8 -0.6 -1.7 0.6 5.1 5.1 NPL (Teddington) 8.0 11.2 14.6 18.5 22.7 25.7 33.7 0.7 2.2 2.3 NTSC (Lintong) 17.7 20.4 26.7 31.1 27.4 19.6 19.1 2.7 6.5 7.0 ONBA (Buenos Aires) -923.0 -967.0 -1200.8 -1407.0 -1666.2 -3418.7 -3392.1 5.0 7.3 8.8 ONRJ (Rio de Janeiro) 155.1 153.1 162.1 159.6 161.7 158.4 176.0 5.0 20.6 21.2 OP (Paris) 41.7 45.8 49.4 43.6 40.3 39.8 36.4 0.6 2.1 2.2 ORB (Bruxelles) -42.9 -41.2 -39.3 -37.5 -35.2 -34.5 -32.3 0.8 5.3 5.4 PL (Warszawa) -3.9 -1.8 -5.7 -6.5 -4.5 -4.1 -7.8 1.5 5.2 5.4 PTB (Braunschweig) -0.6 1.2 2.5 3.0 5.5 5.9 4.7 0.4 1.9 1.9 ROA (San Fernando) -63.1 -62.0 -68.3 -67.9 -67.1 -65.8 -74.1 0.8 5.3 5.4 UME (Gebze-Kocaeli) 599.8 595.1 593.2 603.0 608.3 611.2 612.5 15.0 20.1 25.1 USNO (Washington DC) -4.9 -4.7 -5.1 -4.6 -3.5 -3.5 -2.5 0.5 2.2 2.3 VSL (Delft) -76.9 -77.0 -77.9 -77.4 -56.4 -41.8 -21.2 0.7 2.2 2.3 Figure5. AsampleofthefirstsectionofCircularTno. 205showinguncertaintiesin[UTC−UTC(k)]. 284 Metrologia,43(2006)278–286 Theevaluationofuncertaintiesin[UTC−UTC(k)] In Circular T, the last column (see figure 5), denoted andalltheexternalclockswouldbeseenthroughthatdominant by u, corresponds to the combined standard uncertainty of noise independently of their location. If different satellite [UTC −UTC(k)] for any laboratory k. The values u and schedulesareusedintherelevantlinks,uncertaintiesintime A u arethecomponentsofthecombinedstandarduncertainty transfer using GPS CV are largely, though not entirely, site- B u originating from type A and type B evaluations listed in based. EvenforCVobservationsmadeusingeveryavailable section6,respectively. Thefollowingrelationshipholds: satellite, closure violations will only arise if simultaneous (cid:6) satellite observations are recorded at only two of the three u= u2 +u2. sites. In such cases, orbit misestimation and receiver noise A B will contribute uncertainties, and any azimuth or elevation- Itisnotedthattheapplicationofequations(24)and(14) dependent asymmetries in the multipath environment would separately to the type A and type B evaluations is permitted cause both uncertainties and biases. Since calibration is only when all the other quantities involved are constant, in achievedbyanall-skysamplingthatissystematicallydifferent particularthenumberofclocksandtheirweightsareconstant; from the sky-sampling of CV, a different multipath will thisiscurrentlytrueonlywithineachseparatemonthofUTC also lead to uncertainties. Despite these noise sources, the computation. closurerelationlargelyholdsforCV,andthelargestsourceof Theapplicationoftheabovetheorytotheactualcaseof uncertaintyistypicallyduetovariationsofthereceiversystem [UTC−UTC(k)]suggestsanadditionalexperimentaltestto thatarecommontoalldata. checkthevalidityoftheobtainedestimates. Infact,underthe For Two-Way Satellite Time and Frequency Transfer assumptions that the values of [UTC−UTC(k)] are almost (TWSTFT), the noise is again largely site-dependent. Some constantorveryslowlyvaryingintime,whichisareasonable closureviolationscanoccurbecausetheobservationsbetween assumption in case of the UTC(k) time scale realized with pairs of sites are typically made with different codes and hydrogenmasers, onecanascribetheobservedinstabilityof slightly different frequencies. The largest source of closure thevalues[UTC−UTC(k)],atafive-dayobservationinterval, errors is probably due to the fact that the received signals mostlytothecombinedeffectoftimetransfernoiseratherthan are shaped by the product of the transmitting and receiving toclocknoise. ByestimatingtheAllandeviationortheTime bandpasses, while the delay and certain noise components Deviation(TDEV)ofthequantity[UTC−UTC(k)]onehas suchasthecable-dependentmultipathcansystematicallyvary thusaroughideaofthecombinedtimetransfernoiseofallthe over the bandpass [12]. While TWSTFT closure violations linksinTAIasobservedfromlaboratorykandthereforegetsan are seen at the 1ns level in the data sent to the BIPM, they independentestimateoftheu uncertaintyforthatlaboratory. couldbereducedthroughbaseline-dependentcalibrations. In A AsimpletestevaluatingtheTDEVforafewtimelaboratories the cases where a TWSTFT system is calibrated with GPS, gavereasonablygoodagreementwiththecalculatedvaluesof the uncertainties in the calibration are determined by the u reportedhere. uncertaintiesintheGPScalibration. A Special situations arise when one site is a pivot site, connected to some sites by one technique and other sites by 5. Futureextension a different technique. By means of an illustration, we can consider a very simplified situation in which every site is Torefinetheevaluationofuncertainties,itisnecessarytohave directly linked to one central pivot site, either by AV GPS moredetailsthanarereadilyavailableaboutthecorrelationof orTWSTFT;thiscaneasilybegeneralizedtodescribemore the links. This is largely because, as noted in the examples, complextopologies. Wewillassumethatvariationsbetween the correlated noise between two sites should include the contribution from site-based uncertainties at sites along the any two links are completely uncorrelated with respect to path of links and because the correlation between two links variationsatthelinkextremities,butthatthelinksare100% with a common site that uses the same equipment for both correlated with respect to variations of the equipment at the linksshouldincludethesite-basednoisecontributionfromthat centralpivotsite,providedbothlinksarebyeitherTWSTFTor site. Thisisdifficulttoestimatewhencalibrationsaredoneby GPS.LetusalsoassumeabiasBexistsintheGPSequipment linksratherthanbysites. Incomputationsassumingsite-based atthepivotsite. Inthiscase, itiseasytoshowthatthebias noise, which supplemented the link uncertainties reported in wouldaffectthoselaboratoriesklinkedbyGPStothepivotas CircularT,itwasfoundthatonthewholetheeffectsofthese follows: simplificationsaresmall. (cid:3)[UTC−UTC(k)] =(1−WG)B Furtherextensionofthisevaluationwouldbebasedonthe following consideration. If all time transfers were achieved where WG is the sum of all the weights of the laboratories usingasinglesystempersiteandifallsourcesofnoisewere linkedtothepivotsitebyGPS. site-based,suchasmostlyhappensforMeltingPotGPS,also Thebiaswouldaffectthepivotlaboratoryandthoselinked termedAll-in-View(AV)[10,11],thenallpossiblelinkswould toitbyTWSTFTasfollows: obeythefollowingclosurerelation: (cid:3)[UTC−UTC(k)] =−WGB. x (t)+x (t)+x (t)=0. (25) i,j j,k k,i Underthenormalcircumstancesdescribedinthispaper, In this situation, the noise of each site’s time transfer the existence of any biases would not carry any significant systemwouldbeindistinguishablefromthenoiseofitsclocks statistical implications, as they would be directly related to andthedominantuncertaintywouldbegivenbythesitenoise, thetabulateduncertaintiesinthelinksthemselves. However, Metrologia,43(2006)278–286 285 WLewandowskietal theaboveequationsillustratethedependenceofTAIandUTC [2] GuinotBandThomasC1988EstablishmentofInternational upontheequipmentatanycentralpivot,whichmaynotalways AtomicTimeAnnualReportoftheBIPMTimeSection1 [3] TavellaPandThomasC1991Comparativestudyoftimescale follow the Gaussian behaviour assumed here, particularly in algorithmsMetrologia2857–63 thecaseofequipmentfailure. [4] ThomasCandAzoubibJ1996TAIcomputation: studyofan alternativechoiceforimplementinganupperlimitofclock 6. Conclusions weightsMetrologia33227–40 [5] AzoubibJ2001Arevisedwayoffixinganupperlimittoclock weightsinTAIcomputationWorkingDocument This paper presents a study of the determination of the CCTF/01-14ofthe15thMeetingoftheCCTF,Se`vres(see uncertainties in [UTC − UTC(k)]. An analytical solution http://www.bipm.org/cc/AllowedDocuments.jsp?cc=CCTF) is derived from the law of the propagation of uncertainty, [6] ISO1993GuidetotheExpressionofUncertaintyin taking into account that leap seconds and deterministic Measurement(Geneva:InternationalOrganizationfor Standardization) frequency steering of EAL do not affect these uncertainties. [7] AzoubibJandLewandowskiW2002Uncertaintyoftime The analytical results were verified through Monte Carlo linksusedforTAI2002Proc.34thAnnualPreciseTime simulations using the software used to generate UTC, and andTimeInterval(PTTI)Meeting(USNavalObservatory, agreement was found, giving confidence in the analytical WashingtonDC)pp413–24 estimation. [8] JointCommitteeforGuidesinMetrologyGuidetothe ExpressionofUncertaintyinMeasurement(GUM) A more detailed analysis is in progress, including full Supplement2: ModelswithanyNumberofOutput inclusion of site-based noise contributions, all available Quantities(tobepublished,seehttp://www.bipm.org/ calibration information, more details for the correlation en/committees/jc/jcgm) betweenthelinks,methodsforoptimizingthelinkstructure, [9] HahnJandTavellaP2000Atimescaleforsatellite given uncertainty information, non-Gaussian behaviour and navigationsystems: whyandhow? Int.J.Satell.Commun. 18305–24 different correlation properties of uncertainties due to [10] MiranianMandKlepczynskiW1991TimeTransfervia calibrationorduetorandomnoise. GPSatUSNOProc.4thInt.TechnicalMeetingof ION-GPS-91(InstituteofNavigation,Alexandria,VA) References pp215–22 [11] JiangZandPetitG2004TimetransferwithGPSsatellites All-in-viewProc.ATF2004(Beijing)pp236–43 [1] ThomasC,WolfPandTavellaP1994TimeScalesBIPM [12] DavisDanddeJongG1992privatecommunication Monographie94/1 286 Metrologia,43(2006)278–286