Method and apparatus for measuring a structure on a substrate, models for error correction, computer program products for implementing such methods and apparatus

A reconstruction process includes measuring structures formed on a substrate by a lithographic process, determining a reconstruction model for generating modeled patterns, computing and minimizing a multi-variable cost function including model errors. Errors induced by nuisance parameters are modeled based on statistical description of the nuisance parameters' behavior, described by probability density functions. From the statistical description model errors are calculated expressed in terms of average model errors and weighing matrices. These are used to modify the cost function so as to reduce the influence of the nuisance parameters in the reconstruction, without increasing the complexity of the reconstruction model. The nuisance parameters may be parameters of the modeled structure, and/or parameters of an inspection apparatus used in the reconstruction.