Lithographic apparatus and device manufacturing method

A method of characterizing a deformation of a plurality of S substrates, each substrate comprising a plurality of m alignment marks, the method comprising:

• performing for each substrate of the plurality of S substrates:
• for each of the plurality of m alignment marks on the respective substrate of the plurality of S substrates:
• measuring, for each of a plurality of n different alignment measurement parameters λ, a position of the respective alignment mark using the respective alignment measurement parameter so as to obtain n alignment mark position measurements for the respective alignment mark on the respective substrate;
• and
• determining, for each of the plurality of n different alignment measurement parameters λ, a positional deviation as the difference between the n alignment mark position measurements and a nominal alignment mark position, thereby obtaining n positional deviations for the respective alignment mark of the respective substrate;
• grouping the positional deviations into a plurality of data sets;
• determining an average data set;
• subtracting the average data set from each of the plurality of data sets to obtain a plurality of variable data sets;
• performing a blind source separation method on the variable data sets, thereby decomposing the variable data sets into a set of eigenwafers representing principal components of the variable data sets;
• and
• subdividing the set of eigenwafers into a set of mark deformation eigenwafers and a set of substrate deformation eigenwafers.