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Determination of the stochastic contribution to the error structure

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**13. D. S. Chan and C. C. Wan, J. Power Sources, 50, 261
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**Application of Measurement Models to
**

Impedance Spectroscopy

II. Determination of the Stochastic Contribution to the Error Structure

Pankaj Agarwal, *'a Oscar D. Crisalle, and Mark E. Orazem**

Department of Chemical Engineering, University of Florida, Gainesville, Florida 32611, USA

**Luis H. Garcia-Rubio
**

Department of Chemical Engineering, University of South Florida, Tampa, Florida 33620, USA

ABSTRACT

Development of appropriate models for the interpretation of impedance spectra in terms of physical properties re-

quires, in addition to insight into the chemistry and physics of the system, an understanding of the measurement error

structure. The time-varying character of electrochemical systems has prevented experimental determination of the

stochastic contribution to the error structure. A method is presented by which the stochastic contribution to the error

structure can be determined, even for systems for which successive measurements are not replicate. Although impedance

measurements are known to be heteroskedastic in frequency (i.e., have standard deviations that are functions of frequency)

and time varying over the duration of the experiment, the analysis conducted in the impedance plane suggests that the

standard deviations for the real and imaginary parts of the impedance have the same magnitude, even at frequencies at

which the imaginary part of the impedance asymptotically approaches zero. On this basis, a general model for the error

structure was developed which shows good agreement for a broad variety of experimental measurements.

This paper is part of a series intended to present the foun- identify the stochastic component of the frequency-de-

dation for the application of measurement models to pendent error structure of impedance data. A preliminary

impedance spectroscopy. The basic premise behind this model for the stochastic component of the error is pro-

work is that determination of measurement characteristics posed. The third paper of this series addresses the use of the

is an essential aspect of the interpretation of impedance measurement model for identification of the bias compo-

spectra in terms of physical parameters. The influence of nent of the error structure. ~

the error structure on interpretation of impedance spectra

is discussed elsewhere for various electrochemical and Background

electronic systems. 1-7In the previous paper of this series, it

was shown that a measurement model based on Voigt cir- The objective of impedance measurements is identifica-

cuit elements can provide a statistically significant fit to tion of physical processes or parameter values appropriate

typical electrochemical impedance spectra. BHere a method for a given system. Interpretation of impedance spectra re-

is demonstrated in which the measurement model is used to quires, in addition to an adequate deterministic model, a

thorough understanding of the error structure for the

* Electrochemical Society Student Member. measurement. The concept that the error structure plays an

** Electrochemical Society Active Member.

Present address: Department of Materials, Swiss Federal In- important role in the interpretation of experimental data is

stitute of Technology (Lausanne), Lausanne, Switzerland. well established in the scientific literature. I~ While its ap-

Instrumental artifacts may be seen frequencies which showed that the standard deviation of at high frequency resulting from equipment limitations. The measurement impedance spectra. for example.8 The characteristic time constants for k O'r.e.Zj. a method for assessing the The method for assessing the stochastic part of the error noise in the ultimate measurement is essential in deciding structure is based on using a measurement model as a filter whether the filters contribute to reduction of noise in the for nonreplicacy of impedance data. solid-state systems. knowledge of the error structure has been tively. In this work. 142. well known.. lack of fit of the model to the data (elo~)and a bias (%~as) in ments. improvement of a stationary model reduces nonstationary behavior introduces a nonnegligible time. Soc. Esystand es~ooh.k the line shapes and their dispersion are low frequency as where Zr. i. Z . structure of electrochemical impedance specfroscopy mea.g. through the model and that could arise from a changing cause these systems lend themselves to replication and. i. Systematic errors therefore. mentally determined variance for weighting has been It is not obvious that such an approach should work. ~~ A Ref. the measurement model variance to weight data ensures that data points with "low representation can be used to filter and thus identify the noise" content are emphasized and the data points with nonstationary (drift) and high frequency (noise) compo- "high noise" content are de-emphasized. The quantification of bias er- of matched filters for the input of the frequency response rors associated with experimental issues such as instru- analyzer has been proposed to be an appropriate technique mental artifacts or nonstationary phenomena will be ad- for reducing the noise in impedance spectra. but it present a procedure for assessing the stochastic contribu. The emphasis in regression of models to impedance data butions to the error structure. the measurement-model minimization of approach has been shown to represent adequately the impedance spectra obtained for a large variety of electro- (Zr. to the independent identification of the different are therefore defined to consist of contributions from the errors that contribute to the total variance of the measure. but nonstationary varying bias contribution to the error. is evident that the residual errors must contain contribu- tion to the error structure of impedance measurements and tions associated with phenomena that are independent of to develop a model for the stochastic noise of impedance the adequacy of the model. Thus.Z = ere~= esy~t+ e~toch [2] particle classification. the error associated with a lack of fit.k and %. 12. if not most. proper weighting ments in series with a solution resistance has been shown to during nonlinear regression of a model to impedance data be a useful and general measurement model (see Fig. A model composed of Voigt ele- ysis of experimental data. the stochastic contribution to the error the experiment. tribute to the bias errors. 1 in is necessary to get unbiased parameter estimates.k and Zi. Use of the experi. model).e. 20) have not been successful because the by instrumental artifacts for both electrochemical and standard deviation obtained from repeated impedance solid-state systems. Inc. 9 reduction of the noise in input signal can be readily seen by Identification of Error Structure the display of an oscilloscope.e. plication to the interpretation of optical spectra is under (randomly distributed) contributions. as a first approximation. therefore.k represent the real and imaginary part of compared to the noise.4150 J.respec- development.k) 2 J= E ~ +~ -' 2 ' [11 chemical systems. No. may be as- dard deviations determined from repeated impedance sumed to be stationary. the system- can be accomplished by calculating the standard deviation atic errors that result from model inadequacies are distin- of replicate measurements. respectively. has been limited to a priori predictions eb~ = en~ + ei~ [4] of measurement noise based on instrument noise ~3 and to standard assumptions concerning the error structure such The nonstationary contribution to the bias usually is ob- as constant or proportional errors. the caret signifies the corresponding be said to represent the low-frequency stationary compo- model value. impedance Z. ~7 This result was used to defend the mild nonstationary behavior due to changes in electrode use of modulus weighting for regression of models to exper. The presence of stochastic errors estoohin any based spectroscopic measurements such as light scattering experimental data is inevitable. base line or from instrumental artifacts. Vol. December 1995 9 The Electrochemical Society.k -. use impedance measurements. %s~ = elo~+ eblas [3] surements generally cannot be obtained from the standard deviation of repeated measurements because even a mild In principle. and cry. behavior (%s) and instrumental artifacts ( e J can still con- The discussion of error structures in impedance spec. Electrochem. troscopy. that the impedance spectrum as- tion that can be obtained from impedance measurements3 sociated with an electrochemical reaction limited by the rate of diffusion through a stagnant layer (the Warburg impedance) can be approximated by an infinite number of Classification of Measurement Errors resistance-capacitance (RC) circuits in series (the Voigt The residual errors (e~J that arise when a model is re. While the line shape parameters may not be associ- weighted least squares strategy that includes the errors in ated unequivocally with a set of deterministic or theoreti- the real and imaginary parts of the impedance is given by cal parameters for a given system. For example. Re- of the standard deviation at each frequency. nents contained in the same impedance spectrum. The line shape models therefore can the data. k . Impedance data can be corrupted scans (e. the real and imaginary parts of the impedance (and admit.~ are the real and imaginary part nents of the impedance spectra (in a Fourier sense). k) 2 (Zj. n'~2 where the caret signifies the model value for the complex Identification of the error structure for most radiation.k O'j. at any given frequency shown to allow enhanced interpretation of light scattering measurements in terms of particle size distribution or even Z . imental data. measurements includes both bias and stochastic contri.2 = e~o~ + (ens + ei~) + e~o~h [5] Knowledge of the error structure is essential in assessing experimental technique and can play a role in determining The object here is to quantify the stochastic errors in the influence of instrumental strategies. 2~ While the dressed in a subsequent paper. Ref. It is shown to increase the amount and quality of the informa. Our objective here is to is on reducing the error associated with a lack of fit. Many. measurements. model is composed of a superposition of line shapes which Knowledge of the error structure is also needed for anal. electrochemical systems show at least a tance) are correlated. then. In contrast. i. 8). a measurement model based on the gressed to experimental data can be described as being Voigt circuit should require an infinite number of parame- composed of deterministic (systematic) and stochastic ters to describe adequately the impedance response of any . ~4-~6Zoltowski reports an served most easily at frequencies that require the longest experimental assessment of the stochastic noise at selected time for measurement..Zr. For example. can be chosen arbitrarily. properties during the course of an experiment. ~749 Attempts to weight regressions by stan. In theory. The error analysis approach has guished from the experimental errors that are propagated been successful for light spectroscopy measurements be. The use of the gard]ess of their interpretation. In contrast.

r^2 : ~ (Eres. ..... In 9 ... Under the as. .. . . In effect.. ... I00000 ~ A ~~176 o o 320K mental data for five replicate experiments conducted at m ! a .. . . therefore. Because a separate fit is nonstationary systems. The the stochastic contribution to the error structure is esti. .luency. in using the measurement model.. . . . .. . .~ = e~ = e.. 18 ilIOIIOOOOOOIIIOIIIOIIIOOIO|(IIO|IfI! practice. Therefore Eq. tionary systems is illustrated by its application to im- pedance data for n-GaAs single-crystal wafer with a Ti ~~176 ~ ^ .. and the residual error eres from the mean value at each frequency triangles represent the imaginary part of the impedance. the errors due to instrumental artifact can be assumed to be constant from 1 10 100 1000 10000 100000 one experiment to another. . respectively. Hz one takes advantage of the noise present in any measure- ment. . . For replicate experiments. Circles represent the real part. e~ is equal to zero. therefore. the treatment used for stationary systems and that used for vidual successive measurement. 1 are shown in Fig. . . is limited by the 1 10 100 1000 10000 100000 noise frequency. Sac. k=l ments cannot be repeated exactly..a 8 A 9 I 9 4 "~ impedance spectra.. . An infinite number of Voigt . . ... December 1995 9 The Electrochemical Society. . . . the lack of fit is also constant. Inc. Pseudo-replicate impedance scans are ob- tained. the measurement model The results of the calculation of the stochastic contribu- can be said to act as a filter for the contribution of the lack tion to the error structure for the measurements presented of replicacy of successive measurements..1~ o parameters cannot be obtained even from synthetic data 0 6 ~ 9 12 8 because round-off errors limit the information content of the calculation. Real and imaginary parts of the impedance of single-crystal resolved... known a priori. The frequency- dependent standard deviation ~.. 1. the standard deviation (at a N is the number of data points at a given frequency.J. calculating directly the standard deviation of the real and 2. =. . 1. The standard deviations ~r and ~ are not 0..... _~ e=I &O 9 T T Io__ ~ 9 4 follow a normal distribution~ c 10~= 9 9 9 9 =o8~ e~too~: ~ N(E.. . .. Vol. . . Five replicate measurements were made at each temperature. IoO o~f~gOno 9 o ~zu~ 16 limit the number of Voigt parameters that can be obtained : o o0~ 9 9400K from experimental data.. . ~r) [7a] u~ ... . imaginary components of the residual errors.~ where Z is calculated by regression of a measurement r A model to the combined set of replicate data. . . which limits the number of parameters that can be Fig.. =o t I esto~hj ~ N(% ~j) [7b] 1 % A where the mean stochastic-error components er and ej are each equal to zero.... 5 reduces to o 2~ Z .0. '" . Fig. Electrochem. . ~ The residual errors associated with fitting 5 lO~ a Voigt model to experimental impedance data which are influenced by mass transfer.r + jesto~. . stochastic errors (or noise) in the measurement 8 . . However.~ __ ires. discussion presented here is intended to emphasize the as- mated from the standard deviation of the residual errors sumptions made and to illustrate the difference between resulting from a fit of a measurement model to each indi. .. Voigt elements may not be the most parsimonious or effi- cient model for a given spectrum.. k=l strumentation.... Frequency.. parameters to be estimated. The circles represent the real part of the impedance and Stochastic Contributions to the Error Structure the triangles represent the imaginary part of the impedance. ~ 9 400K 320 and at 400 K are shown in Fig.o I000 ma~ .. oO~o~O A~e Schottky contact and an Au/Ge/Ni ohmic c o n t a c t : Experi. . and given frequency) of the residual errors resulting from a sin- gle fit of a measurement model to successive measurements e~es= mean (elof+ e~) [9] can provide an estimate for the frequency-dependent stan- dard deviation of the stochastic contribution to the error The above procedure yields the same results as obtained by structure.. Two cases must be where ~r2and ~ are the calculated variances for the real and distinguished. . . 9 A Voigt circuit therefore can yield an 6 9 9 6 co appropriate measurement model for electrochemical 2 . No.~ 9 .9 |~ ~s ". used for each repeated spectrum. For stationary sys- 10000 oi tems. 2.--The procedure for calculation of the standard deviation of the stochastic error estoch in sta- 1000000 ! .. .i . . As one model was regressed to Frequency. the standard deviation of imaginary components of the data at each frequency. For nonstationary systems. in Fig..... .. .9 ". can be esti. 2 E = ~" o ~9 .... 2 for data taken at 320 and 400 K.~888~8oo i% . recognizing that even stable electrochemical ~ =~ [8b] N 1 systems are usually nonstationary such that measure.d .. . 142.. .. 1. and the large number of measured frequencies as n-GaAs/Ti Schottky diode held at 320 K (open symbols) and 400 K compared to the number of resolvable parameters. r~ 100 @I A oa4 9 9 sumption that the stochastic errors e~oc~ = %oc~. . 4151 electrochemical system influenced by mass transfer. . The standard deviation of the impedance measurement is a Stationary systems." ~ can be made to be of the order of the stochastic noise in the measurement. . . . . It is evident that the measurement model composed of =" E 1 .. For stationary systems. . Unfiltered standard deviation of the data presented in Fig. N istics experimentally rather than to assess the noise level . with appropriate weighting.. it does have the advantage that the maximum number of elements and. 12... .1 . .t . . Hz all data sets..o~ + em~ + es~oc~ [6] 6 ~o ..r)2 [Sa] from the published specifications of the component in. 1 mated by the standard deviation of the departure of the as a function of frec. (closed symbols). . " ... . . The approach taken to assess the error structure of impedance data is to identify the measurement character..

the nonstationary contribution to the bias error ens is Kramers-Kronig relations.. a complex nonlinear least squares regression algorithm 7'8 chemical system can change during the course of consecu. 9 I The third time scale considered here appears when s system under investigation is evolving slowly. If the system is evolving rapidly. 4 and 5. 5..3 The electrodes were held at the open-circuit condition.. o 5 t 0 5 10 15 20 Z~. changes can occur dur- ing the time in which one datum point is collected. the impedance at each frequency may be measurable.2 .. Hz Fig. Such pseudo-stationary impedance scans are typically observed for even the most stationary electrochemical systems.4152 J. 12.. 3. parts are indistinguishable at 320 K and almost indistin- guishable at 400 K. urably from one experiment to another2 To demonstrate Eq. The issues arising from these inconsistencies are discussed in the next _ 0... The smallest time scale simultaneously). 142. The normalized residual errors obtained considered here is the time to collect a datum point at one from the regression are shown in Fig..--For most electrochemical sys..J . . Imaginary residual errors for the regression of a single- electrical contact to the disk electrode (carbon brush and measurement model to the data shown in Fig. For systems showing a slower rate of change.. The extent of the correlation of the real and imaginary standard deviations at 400 K is comparable stainless steel shaft) was cleaned with alcohol before and to that reported by Zoltowski. Impedance spectroscopy may not be a feasible experimen- tal technique for such systems. Frequency. No.. 4. December 1995 9 The Electrochemical Society. b u t nonnegligible differences can be seen between successive spectra.2 5 Six replicate (consecutive) impedance spectra obtained 10 for a copper disk rotating at 1000 rpm in an alkaline (pH Frequency. Vol. a measure- bution of end to the standard deviation cannot be ignored. but a careful analysis of the not equal to zero. ment model with eight Voigt elements was regressed (using One can identify three time scales over which an electro... and the real and imaginary ment model to the data shown in Fig. ... the system changed meas- cate (or consecutive) experiments are performed.e.. i.. The Fig. The sinu- frequency. These types of nonstationarities result in the data being inconsistent with the Kramers-Kronig relations. . soidal character of the residual errors is caused by pedance scan constitutes the next time scale. method presented in Ref. Six successive impedance measurements for a copper disk rotating at 1000 rpm in an alkaline 1 M chloride solution. . 20 ' ' ' ' I ' ' ' ' I ' ' ' ' 1 ' ' ' 0..= i. . 8 leads to inaccurate estimates for r because the contri. The long (1% closure error) autointegration with respect to frequency are important results. ens data using the measurement-model approach showed that changes from one experiment to another as a set of repli. kfl -0. a tive impedance experiments in which data are collected at single measurement model was regressed to all six data sets several frequencies for each scan. Hz 11. 9 to be consistent with the tems.I ... and their cycle of the frequency-response analyzer was used.. 17The correlation of real and after each impedance scan without interrupting the rota- imaginary noise and the observation of heteroskedasticity tion of the disk. In this case the change in the system during one complete scan is small L and can be ignored. 3. but significant change can occur be- tween the start and end of a complete frequency scan.. The need for a method for analysis of such pseudo-stationary systems is illus- trated below. Soc.2 '"'"'~ '"'"'~ '"'"'q ' " ' " ' . that the impedance scans were not replicate. l . 3.. E l e c t r o c h e m . .. -0.1 .. under modulus weighting) to the combined data set (i. '"'""1 '"""1 15 7"-1o ! I o . Since the system evolves with time. .e. . Each spectrum shown in the figure was found by the Nonstationary systems.. 3. The time required to collect one complete im. J Fig. Real residual errors }or the regression o} a single-measure- strong function of frequency. significance is discussed in later sections..5) 1 M chloride aqueous solution are shown in Fig. and the third time scale is the total time elapsed from the start of the first experiment to the end of the last experiment. Inc. Hence. The data 10 -1 10 0 101 10 2 10 3 10 4 10 5 were collected after 3 days of exposure. the data were not replicate..0 paper in this series.

. 142. ... .. and 2the dashed-dot-dot-dot line is the cantri... nary vs..... 6.. Hence. 7 is distinctive features.iI. ' . The regressed parameters for the measurement model for each data set are slightly different because the system changes from one experiment 10 2 to the other. The data set from Fig.. The technique of estimating the standard Fig. the stochastic component of must contain. ... 8. .. . The cyclic behavior of Frequency. N -1000 .. . other are incorporated into the measurement model parameters. The standard deviations of the real and imagi- nary residual errors therefore can be obtained as a function b of frequency and provide a good estimate for the standard deviation of the stochastic noise in the measurement.. The imaginary departures from the mean residual error ere. modulus weighting is typically used for the regression. ' .. 1000 I 0.. '1 " . Hz the residual errors with frequency is caused by the lack of fit of the model. Q Fig.I . the regression of data that are free of bias errors.4 _ 'I . 4153 | .. the error cannot be calculated by taking the standard devi- bution to the error structure.. The plot of the imagi- I 0 . -1000 -500 0 500 1 )00 %.... 3 is used to illustrate the tech- nique. .. ''I ..2 . Inc.. 8 and 9.. a complex nonlinear least squares program was used that was developed in- 104 . by regressing the measurement model to individual data sets separately.. . December 1995 9 The Electrochemical Society.. house? '8 As a model for the stochastic contribution to the error structure is not known a priori... .. the' corresponding real values........ 10 -1 100 101 102 103 104 105 Frequency. where the real part of the standard deviation The measurement-model analysis shown in Fig..2 .. . . ual errors are shown as a function of frequency in Fig...... I . The real and imaginary departures discussed in later sections. a measurement model is regressed to each data set real and imaginary values suggests that they are not equal.. The solid line standard deviation of the residual errors is in effect a filter represents the error structure for the n-GaAs sample held at 320 K for lack of fit... ' . i .J . the portional to I Z... Electrochem. Examination of data.... . I ' " ' " 1 ' .. 10 1 0 0 1 0 1 1 0 2 1 0 `5 1 0 4 10 5 shown in Fig.. tionary data... the effects of the change of the experimental conditions from one experiment to an- . . in addition to the desired stochastic contri. 12... but examination of the residual errors ment models to the data shown in Fig... 0 ~ I L. 3. The standard devia. Fig. 9 solid line and the dash-dot-dot-dot line is caused by a change of the The real and imaginary standard deviations of the resid- value of the current measuring resistor at 100 Hz. 3.. The discontinuity apparent in the measurement.....-2--. 8 are Identification of the noise m o d e L ... ... . 11... 4 and 5 as a function of -0. . The significance of the lines in Fig. for the regression shown in Fig... ... Soc. 10. 3 as deviation of the stochastic contribution by calculating the a function of frequency. shows that the system changed from one experiment to the other and that the residuals for the six experiments can be distinguished from one another.i -... Hz errors associated with the lack of fit of the model. Vol. from the mean residual error are correlated.. The dashed line represents the contribution that is pro. . oo oo N I 0 . Unfiltered standard deviation of the data shown in Fig. out the nonstationary component of the error is outlined in tions that are corrupted by such bias errors show several the next section. using the m ax i m u m number of parameters that can be re- Both observations are counter to results obtained for sta. . . ...I . and the triangles represent the imaginary part of the standard deviation.J. The standard deviations calculated using Eq. No... Real residual errors for the separate regression of measure- parent in Fig. be of the same order as the standard deviation of the bution proportional to IZI /R. . .. ' .. 4 and 5 was observed to be equal to the imaginary part. ..... solved from the data. . I . a significant contribution ation of the residual errors directly. .. For this work... shows that the standard deviation obtained using Eq.. The normalized real and imaginary residual errors for six regressions are shown in Fig. 7 as a function of frequency. A procedure to filter from a nonstationary bias component. .. . j ..'-. . ' ....ere. further suggests that the residual errors at a given frequency are not correlated.... 8 For nonstationary systems.F o r nonstationary shown in Fig.... I ' " ' " " 500 ~ L r-- N -500 : :.. Circles represent the real. The time- varying character of the measurements is not readily ap.... Using the measured error structure to weight (see Eq.. 14)...I . the dashed-dot line represents the contribution that residual errors for the measurement model can be made to is proportional to I Zrl. as shown in Fig. I . i . real departures from the mean residual error.. The real and imaginary residual errors are randomly distributed about the mean value at a given frequency. 6. 7..

and ~j are the real and i m a g i n a r y p a r t of the s t a n d a r d devi- v i d u a l spectra serves as a filter for l a c k of replieaey... 10.. I ' '"""1 ' " . 6r is e q u a l to zero. the -200 0 200 initial postulate for the model development was e r..... in Eq.... Eq... The dashed-dot-dot line represents the contribution of the real term.. 0 tude and phase angle.. and ~r i n s t r u m e n t a t i o n is the m a g n i t u d e IZl and the phase angle (b. 15 U n d e r the a s s u m p - impedance.. Frequency. The dashed-dot line represents the contribution of the imaginary term to the error... Hz Fig... 12.. I ... Fig.. ... . Imaginary residual errors for the separate regression of The solid line represents the error structure for the n-GaAs sample measurement models to the dote shown in Fig.. 10 2 .. ... I ....... Circles represent the real and the triangles represent the imaginary part of the standard deviation.. ---. Thus. ~a ~6 M a c d o n a l d has p r o p o s e d a tion that is i n d e p e n d e n t of frequency. 10 . is proposed. f~ Fig. No. 10 4 ' ''"'"1 . 8 and 9 as a function of frequency.. held at 320 K.... 10 does not c o n f o r m to the In this section a p r e l i m i n a r y m o d e l for s t a n d a r d devia. .. The m e t h o d of regressing a m e a s u r e m e n t m o d e l to indi. Hz 10 -1 10 0 101 10 2 1 0 `5 10 4 10 5 Fig. respectively.~. '"'1 . . e x p e r i m e n t a l evidence (e..... If. Standard deviation of the residual errors presented in Frequency.. .. December 1995 9 The Electrochemical Society.... S o m e symbols used in Eq..Inc. :722 M o d e l for the Error Structure For nonzero values of 6. I . . 10 yields a s t a n d a r d devia- ture of i m p e d a n c e data.I .. a result that is also in p o w e r .. i . Fig. 142.. I . 2 and 11. Fig... the most general f o r m u l a t i o n for the error where ar.l a w m o d e l for the f r e q u e n c y .... and the real and i m a g i n a r y values are n o w equal..I . respectively... 10 have been changed to m e n t i o n e d above.. as ation..I . 7.. Been done in d e v e l o p i n g p r o p e r models for the error struc.OL~ 4. I .g.. ~r. are the standard deviation of the magni- .1 10 0 101 10 2 10 5 10 4 05 -0. Sac.... 0 . . Relatively little w o r k has of the s t a n d a r d d e v i a t i o n is e q u a l to the i m a g i n a r y part.. ~.... for example.. 11.. I .. and ~0 are p a r a m e t e r s of the m o d e l for the error structure can be w r i t t e n in terms of the m e a s u r e m e n t itself structure. I ...~.z...... Vol..... the s t a n d a r d d e v i a t i o n ~ for the real and i m a g i n a r y com- ponents can be expressed as 200 ' ' ' 8Zr 8Zr (rr = ~ Ezi (Y6 + 0 Z 6 (rlzl [11] oz~ % (~J = Odp ~zl if* + OZ ... Z~ and Z i are the real and i m a g i n a r y p a r t of the (as was done.. The error in A the phase angle was assumed to be a constant.. 3... I ... l) r = 0"~.--While it is evident t h a t the [10] stochastic c o n t r i b u t i o n to the error structure is a f u n c t i o n ~ = ~ = ~ + ~[2~1 ~-0 of frequency........ The imaginary departures from the mean residual error [12] ere. Electrochem..4154 J. respectively.... . for the regressions shown in Fig...2 .~I2r 12~0 Theoretical development.. and the dashed line is the measuring The s t a n d a r d deviations are m u c h smaller t h a n seen in resistor term......I . ?. the calculation of the s t a n d a r d d e v i a t i o n c o n f o r m w i t h the n o t a t i o n of this paper. 2 [ ' . . (~z' A + o o where a. ... '1 .. and. and the error in the magnitude was assumed to be proportional to the signal with a term added to account for the poor signal-to- noise ratio experienced when there is mismatch between --200 i i i i i i the system impedance and the measuring resistor. Eq. 10).. and ~. . "I .0 I t 9 10 -2 N-- v -4 1 0 . vi are the v a r i a n c e of the real tion t h a t the f u n d a m e n t a l i m p e d a n c e m e a s u r e m e n t in the and i m a g i n a r y p a r t of the impedance...d e p e n d e n t v a r i a n c e v is conflict w i t h Fig... "I . observed correlation b e t w e e n the s t a n d a r d deviations of real and i m a g i n a r y c o m p o n e n t s of impedance. Other authors h a v e of the residual errors for the i n d i v i d u a l fits serves as a filter s u p p o r t e d use of modulus w e i g h t i n g on the basis of the for l a c k of fit.. The development of a preliminary model for the standard deviation of measurements in the impedance plane was based on published instrument specifications. 9 and 10 as a function of O'rz j + Lzq izl the'corresponding real values.. 2 and 11) t h a t the real part tion of the error.. O O 0o b IN-- 0... however.. v.

ment was 1 Hz to 65 kHz.. 1 at temperatures ranging from by comparison to experimental data.....'... 12. Data were collected frequency by frequency using the long channel integration feature of the FRA. The standard deviation of the phase angle reaches ured impedance had a broad range of values and because.01 . The data were detrended to ensure that the mean residual error for the regression was equal to zero... These conclusions can be confirmed experimentally... Experiment.Equation 14 was regressed to the -20 standard deviation values to obtain the values of cr ~.. . Five replicate measure. ~ri = %lZil + ~jlZrl + "y~~ IZil m'~a~ . The validity ture parameters were collected for the n-GaAs Schottky of Eq. 0 weighting or proportional weighting in the regression gave 1 10 100 1000 10000 100000 poor results... !%o __ o 00%0 o ciple..02 ~ at a phase that.. a maximum of 2 ~ at a frequency between i0 and 60 Hz to a first approximation.. The results of the experiments at 320 and -70 400 K are shown in Fig. No.. 13 with the observation that the real and I0 ~ o o "N imaginary standard deviations are equal. and triangles represent the standard deviation of the phase shows that the initial assumptions about the errors in angle in degrees. and imaginary parts of the impedance to be independent men~ were made. ~. the following re. The standard deviation of the modulus ing. "~ : '.01% of the modulus at high frequencies..0E+03 . as described in the section on O Stationary systems.0E+06 temperature. The Comparison to experiment..--The error structure is de- "stationary" data set of Fig. 380... ... ] 2.. Soc.~ 100 a A a A~ co = '0 " a... or no weighting gave only one electronic state.... and R= is the value of the 1000000 : . Ti Schottky diode...:'.... i. impedance measurements.. and -10 ~. .zq dard deviation of the modulus in ohms. 1 10 100 1000 10000 100000 r IZ~I ~31Zrl i) Frequency.:. . ~.. ii. Parameters ~. 12. Unfiltered standord deviation of the data presented in [15] Fig. as discussed in the 320 K to 420 K.. and the stochastic component of the error e=toc~ and its standard deviation..'2 . cr were calculated for data sets for the GaAs sample at 320.. 9~ Q. 14 as a model for the stochastic noise was established diode discussed in Fig. Inc... i The frequency range used for the experi- subsequent section. The sion of these data using the error structure to weight the standard deviation of the modulus is as high as 400.. while use of modulus weighting.--Values for ~.e.. The wide range of tempera- ~ i -90 ture and frequency ensured a wide range of impedance val- -80 ues.. "~ ~ 1000 A A A a A %0 CO [13] 0 ~ o IZI 0. a recasting of Eq.. -3o 1. phase angle and the magnitude are incorrect and that the errors in phase angle are not independent of frequency.. As a first approximation it was -60 assumed that the system was stationary.. the sequential measurements (corresponding to a phase angle between -20 and -70 ~ could be assumed to be replicate. 14 in polar coordi...s 0% o To reconcile Eq... 12 as a function of frequency.. 13. December 1995 9 The Electrochemical Society. Vol... which completed a measurement at each frequency 1. Hz iZ12+ ~+'y~ (IZ~l+lZ~l) Fig.. The standard deviation of the standard deviation for impedance measurements was ob- Fig. 14 was suggested by the assump- tions given in Eq. i. 360...-. .. a % o 01 . Following Eq.01 A .. but it has the desirable fea... 0..... Electrochem.| vised error structure was proposed A 0 AO IZl ~ % = ~= = ~ = ~lZil + ~lZrl + ~y Rm [14] o. depend on the specific instruments being used for I00000 ~ ~oo o @...0E+07 -100 on reaching a 1% closure error. .~ ~.. proportional weight- angle of -90 ~.~ a~ o ~ 10000 .. .-.. . The data used for the estimation of the error struc- nary and real parts of the impedance is equal. Impedance response in the Bode Formot of a single-crystal tained by considering the standard deviation of the real n-GaAs/~ Schoffky diode held at 320 K. This solid-state system was chosen for tion of the phase angle and the modulus are presented in this analysis because the standard deviation of the meas- Fig. low frequencies (4% of the modulus) and reaches a value of The number of states and their energy level were confirmed 0... .. a aa A o% ~l: O'r = ~rlZjl + ~rlZrl + % ~ iZ r] o m a a 1 ~. Open circles represent the stan- ( _ .. and ~/were calculated for tures of frequency dependence embedded in the measured impedance data collected on a Solartron 1286 potentiostat values for the impedance and of implicit agreement with and a Solartron FRA1250 frequency-response analyzer the experimental observation that the noise in the imagi.. 4155 where e... ] 3.. and % in prin. The standard devia. the regression was weighted Frequency.. Previous work 1'7 showed respectively) and reaches a value as low as 0. 142. ~.J. i.. observations of the standard deviation at a given frequency... Hz by the estimated variance.000 ~at regression allowed determination of four electronic states. (FRA). The expressions for the errors in Oo ~a the real and imaginary components become . and ~ are constants..... = ! % -40 340. 1 is presented in Bode format veloped here for impedance data collected for an n-GaAs/ (phase angle and modulus) in Fig.. 27 Use of no- 1..0E+04 Regression procedure. 0.... and 400 K.. closed circles represent the O-lz== et ~IZI+ 131Z~-+ 'Y Rm/ (IZrl + IZ~l) standard deviation of the modulus as a percentage of the measured modulus..1 9 ":"'" 4 9 eee 9/ While the form of Eq. -~' ~1~'""1 nates..j 10 current-measuring resistor.. Five replicate experiments were conducted at each 1..j . by independent measurementsY Equation 14 is preliminary. regres- tracks the value for the modulus only approximately...

12. The dashed-dot line represents the contribution of tems as well as for electrochemical systems. B y giving a better estimate for the standard devi. proaches zero. for example.4156 J. Discussionand Conclusion tions for the real and imaginary components of the im- pedance was used. The weighted X2 statistic (normalized by the measurement model can be used as a filterfor lack of repli- degrees of freedom for the regression) cacy that allows accurate assessment of the standard devi- ation of impedance measurements.59-+ 0. for data col. . even at frequencies sufficientlyhigh or low that the for the average standard deviation used to weight the re. The solid line represents the model for the error structure given by Eq.045 • 10 -3 1.0021 • 10 -4 _+0. 16 and 17 show that the agree. 17 yielded more reliable estimates for the confidence intervals Aside from the obvious impact on the parsimony of the of the error-structure model parameters. and for the contribution of the real term. experimental standard deviations is good. 14.2 2. ii.0%) (-+20%) (-+69%) (_+0.052 • 10 -3 (-+0.18 1..011 • 10 4 1. three.64 15.7%) 2.03 x 10 -3 1. a definite structure for the errors is decade sampling rate used here. Unfiltered Filtered No moving Three-point moving Five-point moving No moving Three-point moving Five-point moving Parameter Average Average Average Average Average Average cr 3.i. respectively. the standard deviations deviation for the parameter estimates obtained using the for the real and imaginary parts of the impedance are moving average reflects the corresponding increased value equal.74 1. This information also provides a quantitative basis for assessment of the quality was improved for regressions using a moving average value of fits and can guide experimental design. The resulting b" 10 0 parameters for the error structure model are shown in Table I. 15. In addition. are shown in Fig.--The parameter estimates obtained are given in Table I.. *liil. . The increased standard resolved. 3. The dashed-dot-dot line represents lected under various experimental conditions.33-+ 0. presented in Fig. 1'15. ment of the model for the error structure (Eq. This result is consistent with the results pre- ation of the fitted quantity. I as a function of frequency.. The validity of the equation is supported since a three-parame. Parameter estimates for the error-structure model (Eq.9 the measurement model is used p e a r to i n f l u e n c e t h e fit of t h e m o d e l to c a s e s w h e r e t h e to assess the bias component of the error structure. Equa- tion 14 was regressed to the filtered errors.23%) (-+5.2-+ 5. Circles represent the real and the with the experimentally obtained standard deviations. T h e u s e of a m o v i n g a v e r a g e d i d n o t a p - quent paper of this series. the imaginary term to the error. 14) to the 10 . as sug- ple size for the standard deviation while retaining the gen.77 1.50 • 10 4 9. s t a n d a r d d e v i a t i o n f o r t h e i m p e d a n c e w a s l a r g e . Electrochem.4 -+0. In the subse- f o r t h e v a r i a n c e . The regression results in Fig. 14. therefore. and the results for 400 K are 10 6 ' '""9 .l . -4 i % . In the impedance plane. Unfiltered standard deviation of the 320 K data presented presented in Fig. 14) were 10 smaller than for the unfiltered case (Fig.074%) (0. As is discussed by m a n y • 1 (Yexpt~i-. The dashed lines repre- sent the contribution of the different terms in Eq. 14..Ymodel.. 10 2 cation of the noise model was applied to the above data set to give a better estimate for the stochastic errors..22%) (0.785 2. Hz Table I.072%) (0.0062_+ 10 ~ +-0. '1 ' '"'"'1 ' ' . and the dashed line is the measur- errors ranging in magnitude from 10 -3 to i0 ~ ~. 14. for filtered errors.6 • 10 3 8.46_+ 0. gested. model for the error structure (only three parameters are Results of regression.12 _+ 0.3%) (+_6.41%) X3/~ 4. and the real and imaginary parts of the standard deviations are closer. b u t t h e fit was qualitatively improved for cases where the standard The results presented here show that impedance mea- d e v i a t i o n of t h e i m p e d a n c e w a s s m a l l . Similar agree. I .. T h e u t i l i t y of t h e surements are heteroskedastic (in the sense that the stan- moving average should depend on the sampling rate.29-+ 0. The 10 4 jog in the line for the model corresponds to the frequency at which a change was m a d e in the value of the current meas- uring resistor. * .209 2. by Zoltowski. The triangles represent the imaginarypart of the standard deviation.0017 _+ 10 -4 _+0. .1%) (-+1...1%) (+-3. of resolvable time constants and asymptotic values. the eral trends. I0 ~ I01 I02 I0 ~ 104 105 ment was found at all temperatures.833 2.8%) (-+4. -2 The standard deviations for the filtered data (Fig. with "% the n e w model.and liminary analysis of impedance data in terms of the number five-point moving averages were used to increase the sam. Inc.0%) (-+4. Table I.39%) (0.12_+ 0.46%) (0.306 2.iliil[ i I. Soc.0090• 10 4 (0. The results of the regression for G a A s at 320 K are shown in Fig.13 • 10 -4 2.88%) (+-2.8%) 1. 142.268 -+ 0.020 • 10 -4 9. ililild . were used to predict the errors for corrosion of copper data shown in Fig. The results are Fig.45-+ 0. 16 and 17...832 2. The filtered errors for G a A s at 320 and 400 K. . 12). . The parameters from Frequency.2~this information is critical for selection of i weighting strategies for regression. shown in Table I. The model shows a good agreement in Fig. 14) obtained by regression to replicate data for a single-crystal n-GaAs/Ti Scholtky diode. The dard deviations are funetior~s of frequency). to weight the regression for The measurement model provides m u c h more than a pre- identification of the error structure. the moving-ayerage approach sented by Zoltowski.24_+ 0.011 • 10 4 -+0. 23'24As shown here. No. In spite of the five point moving average worked well for the ten points/ apparent complexity.43 -+ 0..i)2 authors. .64 • I0 -4 (_+4.01 • 10 3 1. ing-resistor term. .83 The square of the standard deviation of the standard devia.20-+ 0.48 • 10 -4 8.07 • 10 -3 9.. . Vol.010 • 10 . solid line represents the error structure with unfiltered parameters ter model provides a good agreement for solid-state sys. imaginary part of the impedance asymptotically ap- gression. - The filteringalgorithm described in the section Identifi. l i l l J d ... December 1995 9 The Electrochemical Society.49_+ 0.

orders of magnitude.01 10 .. 4157 106 ' ''"'"I ' '''""I ' '.0E+01 100 of some measurements [e... 14 with exception that model parameters are those given as obtained for the data collected at 320 K.... Hz Fig.. J . . [ o'/IZl ~2 lection of appropriate weighting strategies.....ul . Symbols and lines as defined in Fig... i . The upper set of lines were Fig... Electrochem.. I . 15... Symbols and lines as defined in for the no-weighting weighting strategy..... 1 as a function of frequency.'_'_iiii'iiiin ~ No Weighting t - Z 1.2 t\ -" ! -4 f 10 . the equality dependent of frequency... I . Soc.. Vol.. The dashed lines represent the corresponding comparison Fig.. 16... .%.... normalized weightings. 18..-- s i 10 ........2 f\ 14 10 . Symbols and lines as defined in in Fig.. The solid lines represent the Frequency..I . No..... . . Filtered standard deviation of the 320 K data presented in this paper... .g...i ... . in- needed in Eq. electrohydrodynamic imped- 0 +00 m 1... 100 101 102 105 104 05 1 )0 101 10 Z 105 104 05 Frequency... the equality of the real and imaginary standard deviations becomes a criterion for se. 142. 1 as a function of frequency. for example. to a first approximation.. The terms plotted are defined by Eq.. December 1995 9 The Electrochemical Society... for modulus weighting or by but "no-weighting" and modulus weighting do conform and may be useful weightings for preliminary regressions..2 "- t 10 100 1000 10000 100000 Frequency. = \(r l}~vJ [16a] commonly applied weighting strategies.% 102 "~.. Hz Frequency... 16.....0E-09 .. E1.0E-08 .. and the lower set of lines Filtered in Table I.. i ..0E-0 104~ ~ I0 o 106 .. Among the to. 104 102 1 100 100 ... .oE-o3 . .I .... %. N 1........J.i i %. Filtered standard deviation of the 400 K data presented in Fig. 12..OE-02 " ~" . . 14..4 ..... . Fig... ~o = [16b] While the heteroskedastic nature of the measurements shown here suggests that the no-weighting strategy is inap- propriate for experiments under potentiostatie modula- tion.. Inc. ance spectroscopy (EHD)] is.. pro- portional weighting does not conform to this observation. 13)... ~ In addition. 16..... 6'7 of the real and imaginary standard deviations has implica. Unfiltered standard deviation of lhe 400 K data presented Fig........ .. 14 as compared to six in Eq.. I . . 1 as a function of frequency.. To illustrate the influence of weight- tions can be applied to assess the bias contribution to the ing... . Hz 10 4 .4 I i llillll j I ' illliii t I ill'ltJ t I lllilJ i I ilail 10 = . 0... .. i ~ ~1..'""I ' ''"'"I ' ''"I 106 ' ''"'"1 ' ''"'"t ' ''"'"l ' ''""~ 104 102....z... That a severe impact on the amount of information that can be the information content of the imaginary part of the obtained by regression of models to impedance data since impedance can be obscured by noise at the asymptotic tails the weighting strategies discussed here can differ by many influences the manner in which the Kramers-Kronig rela. Comparison of modulus weighting and no-weighting 10 U 101 102 103 10 4 strategies to the weighting by the error structure given in Eq. were obtained for the data collected at 400 K..0E-04 1 " J %'. defined by measurement... 14... Hz comparison of the modulus weighting strategy to weighting by the standard deviation of the experiment determined by the methods of Fig.... Selection of inappropriate weighting strategies may have tions for the regression of models to impedance data.. this is not a general result since the standard deviation 1.. Fig. 17.0E-06 ~.0E_07 0"1 i 10 ~ ~ Z 1.

Fig. Robertson. 12. University of Florida. 142. Agarwal. E. Editors. 4.and modulus-weighting options are closer to Electrochemical Impedance: Analysis and Interpre- the optimal weighting strategy for this system. P. Philadelphia (1993).Orazem. The systems have (1994). Interfac. Modulus and no-weighting options are The work performed at the University of Florida (RA. 45 (1994). Garcia-Rubio.O) was supported by the Office of Naval Research by Eq.. NJ (1991). University of Florida. M. Christy. 20. E. New York (1980). B. Inc.R. R Agarwal. Zoltowski. Garcia-Rubio. the system under study. H. Deslouis. The modulus weighting is better.R. ASTM STP 1188. 1917 (1992). quency range (see Fig. and L. Hiser. Chem. This Journal. 142. electronic transitions in large bandgap materials such as The Electrochemical Society Proceedings Series.E. tial perturbation has not been incorporated into the model. Orazem.. in Hydrogen electrochemistry at metal hydride electrodesy corrosion of Storage Materials. pp. Bernard Tribollet are greatly appreciated. measurements that incorporates a quantitative assessment 27. 260.. and A. Orazem. Finally. Chem. a function of the instrumentation used. Thesis.. Spinolo. H. 4159 (1995). American Society for by a factor of only ten. parameter values in Eq.R. and the reference electrode did not m a k e a significant addi. perimental design. This Journal. Linear Regression Analysis. 378. Vol. 1995. Solid State Ionics. This Jour- given the observed equality of the standard deviation for nal.." in weighting options to the optimal weighting strategy for Paris. Jutan and L. 14 has been shown to and by Gates Energy Products. P. J. Thesis. 61 (1987). Acta. Jansen. studied here have had a small ohmic contribution to the 18. Chiodelli. all systems Simula. 3'7 transport across biological membranes. (1993). 1. impact on the error structure of impedance measurements 20.G. ducted under galvanostatic control. No. Inc. Electroanal. Wojcik. 4. 11 (1984). Thesis. The work performed at the yield more detailed information about the Schottky diode University of South Florida (L. Electroanal. P.O) was on sabbatical leave at the U P R 15 said to provide a comparison of the modulus. Garcia-Rubio. 10. similar agreement was seen for other experimental ing and Response Surfaces. P. of the stochastic contribution to the error structure. 135. 15. ciency of the autointegration feature of the FRA. RII- tions. A. for example. the current measuring resistor. 3. A. D. 278 (1993). Quality. Claude the frequency at which a change was made in the value of Deslouis and Dr. Scully. and the structural information so obtained was con. R. Agarwal. Moghissi. Sorenson. Orazem. the no- weighting option underweights the high-frequency re. 26 The stochastic noise seems to he primarily Pennington. The data taken at 320 K Manuscript submitted April i0. 287 (1989).. Tribollet. The role. p. D. 12. Electrochim. Orazem. 18 can be one author (M. and U. 49. The parameters can depend on the ex. J. Potter. Garcia-Rubio. of the amplitude of the poten.. A. p. of to the experimentally measured stochastic noise for a Electroanal. burini. G. 24.) was supported by than could be obtained by modulus. W. Batteries. included. In ner in which the instruments are used. J. 18 for the semiconduc. 843 (1991). and Problems. M. Soc. Deslouis. B. 375. A large ohmic resistance m a y have a striking 19. R Agarwa]. Jansen. December 1995 9 The Electrochemical Society. 38. 269 (1989). N. Electrochim. M. Empirical Model-Build- trodes. R. R. the man. Garcia-Rubio. G. J. Parameter Estimation: Principles The model parameters presented in Table I are not neces. M. Phys. 14. Acta. 1483 (1990). 2. The jog in the line for the mode] corresponds to of this work and the helpful suggestions of Dr.4158 J. Membrino. 260. in and the no. G. Boukamp. Marcel Dekker. N. in addition to those discussed here. J. New York (1987). but still REFERENCES underweights the high-frequency end by three orders of i. This Journal. 16. Acknowledgment tor d a t a of Fig.A. E Seber. 14. Ph. for no weighting. 31 (1986). error structure for the electrochemistry at a rotating copper 8. 120. D.and no. revised manuscript show a fully resolved spectrum over the measured fre. Macdonald and L. 2279 (1988). L. Harold W. The model for the error structure is stillunder develop. Agarwal. and Chemistry. C. Ph. studies of 5. 14 that were obtained with the 7. 1 and 12). 330-334. 20. Tam- The lack of importance of the perturbation amplitude ap. M. 23. The consequence is that information contained and L.E.. frequency data. With the exception of ex. A. H. Zoltowski. the National Science Foundation under Grants No.or no-weighting op. Zoltowski. P. structure has been developed here for potentiostatic modu. 9. J.. John Wiley & Sons. Garcia-Rubio. P. Draper. E. P. J. ibid. lation and m a y need to be refined for experiments con. semiconducting system provided a good prediction of the Gainesville. du C N R S "Physique des Liquides et Electrochimie. France. J. J. thereby compared to the weighting by ~2 where a is given and M. the type of instruments used. Tribollet. B. received Aug. Agarwa]. are shown in Fig. 13. and B. since use of 6..D. G. Chem. magnitude. Electrochem. Editors. Weighting according to Eq. systems mentioned above. University of Florida assisted in meeting the publication sponse by nine orders of magnitude as compared to the low costs of this article. R T. P. M. Pol.. John Wiley & Sons. H. Statist. The contribution of this work is a 26. and L. Solid State Ionics. E. P. 2~ and Corrigan and S. 17. Am. The error 23. copper. In this case. 21. E. and L. P. ibid. Srinivasan. In this case. .. impedance. H. Box and N. the real and imaginary parts of the impedance. and L. 8507956 and INT-8602578. parent in the work to date m a y be a testament to the effi. Ph. 178. sion procedure. Thompson. University of Florida. Corrosion. M. C. 51 broad range of experimental systems. under weights the high frequency end by the same factor. The use of their facilitiesto prepare portions this system.H. 68. 1403 (1972). M. Zoltowski. P. Agarwal. Zoltowski. Chem. Orazem. Inc. 135. 4O. 1171 (1994). H. other laboratories. Submitted. Process Control and ment. 14 provides good agreement 4. 25.D. F L (1992). periments in which gas evolution was seen on the elec. 1419 (1988). and M. 11. and C. 235 (1993). Kendig. disk. The carbon electrical contact to the rotating electrode This Journal. J. systematic model development strategy for impedance Gainesvilte. 35.D. PV 92-5.Garcia-Rubio. Silver- the modulus weighting overweights the high frequency end man. Z n O and ZnS. in some cases. preparation. Macdonald andW. E. tional contribution to the noise. New York (1977). Orazem. A. E. tation. Commun. whereas the no-weighting option Testing and Materials. and. H. Agarwal. 115. FL (1994). Jr. This paper was written while firmed by independent measurements} Thus. Electrochem. Moghistris. A. 139. Orazem. Macdonald. 1995. A. Agarwal. P. M. The model presented as Eq. E. E. O. sarily those that would be obtained on all systems or in 22. 1903 in the high-frequency data is not extracted by the regres. The spectrum is less fully resolved at 400 K. P.

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