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MEASUREMENT AND INSTRUMENTATION

BMCC 3743

LECTURE 4: EXPERIMENTAL
UNCERTAINTY ANALYSIS
Mochamad Safarudin
Faculty of Mechanical Engineering, UTeM
2010

Contents
Propagation

of uncertainties

Consideration of systematic and random


components of uncertainty
Sources of elemental error
Uncertainty of the final result
Design-stage uncertainty analysis
Applying uncertainty-analysis in digital data
acquisition system

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Propagation of uncertainties

Uncertainty analysis is important to identify


corrective measures while validating and
performing experiments.
Propagation of uncertainties => total
uncertainties, e.g. P = VI = n wP
Two important factors in uncertainty:
Random uncertainty (or precision uncertainty) :
imprecision in measurements
Systematic uncertainty (or bias uncertainty):
estimated maximum fixed error

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General consideration

If R is a function of n measured variables x1,


x2, . xn, i.e.

R f x1 , x2 , xn

(1)

R is due to small
Then a small change
in
'
changes in xis in xis via the differential
n
equations:
R
Sensitivity (2)
R xi
coefficient
xi
i 1

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General consideration
For

calculated result based on


measured xis, Eq. (2) can be rewritten
Uncertainty
n
as
R
Uncertainty
in result

wR wxi
i 1

xi

in variables

(3)

where | | is to make sure we dont get


zero uncertainty in R.
However, this can produce high
estimate for wR.
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General consideration

Hence Eq. (3) is better represented by

wR

R
w

xi

xi
i 1
n

2 1/ 2

(4)

=>root of the sum of the squares (RSS)


In this case, the confidence level must be the
same for all uncertainties (typically 95%).
Assumption is made that each measured
variables (hence, error) are independent of
each other.

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Exercise
To calculate

the power consumption of


an electric circuit, we have P = VI where
V = 100 2 V and I = 10

0.2 A

Calculate

the maximum possible error


(uncertainty) and best-estimate
uncertainty (RSS). Hint: Use Eq. (3) and
Eq. (4) respectively.

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Answer to Exercise
Because P=VI
dP/dV=I=10.0 A , dP/di=V=100.V then

w pmax

P
P

V
i 10 x 2 100 x0.2 40W
V
i

wp

i
V V
i

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2 1/ 2

10 x 2

2
100 x0.2

1/ 2

28.3W

Contents

Propagation of uncertainties

Consideration

of systematic and
random components of uncertainty

Sources of elemental error


Uncertainty of the final result
Design-stage uncertainty analysis
Applying uncertainty-analysis in digital data
acquisition system

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Consideration of systematic and


random components of uncertainty
Random

uncertainty depends on
sample size (usually large, n>30)
Systematic uncertainty is independent
of sample size & does not vary during
repeated reading
Need to separate for detailed
uncertainty analysis
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Random uncertainty

Using t-distribution, the random uncertainty


for all measurements is given by

Sx
Px t
M

(5)

where Sx is the standard deviation of the


sample
For a single measurement (also for each
individual measurement), the random
uncertainty is

Px tS x

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(6)
11

Systematic uncertainty
Sometimes

assumed as level of

accuracy
Depends on manufacturers
specification, calibration tests,
mathematical modelling, considerable
judgement as well as comparisons
between independent measurements.
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Systematic uncertainty some


examples
Radiation

heat transfer => lower


measured value
Instrument location => spatial error, e.g.
a single thermometer measures
temperature in a box oven
Dynamic errors

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Combining random & systematic


uncertainties

Total uncertainty is obtained, using RSS


(Eq. 4) for all measurements, is given by

Wx B P
2
x

2 1/ 2
x

(7)

For a single measurement of x,

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2 1/ 2
x

Wx B P
2
x

(8)

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Contents

Propagation of uncertainties
Consideration of systematic and random
components of uncertainty

Sources

of elemental error

Uncertainty of the final result


Design-stage uncertainty analysis
Applying uncertainty-analysis in digital data
acquisition system

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Sources of elemental error


Chain

of uncertainties, e.g. A/D


converter would have quantisation
errors, sensitivity errors and linearity
errors. Each of these components
contribute to further errors.
Can be random or systematic error.

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Estimation of uncertainty

Systematic uncertainty: just combine all


elemental uncertainties
Random uncertainty: 3 approaches to
determine Sx
1. Run entire test in a sufficient number of times
2. Run auxiliary tests for each measured variable x.
3. Combine elemental random uncertainties
=> Based on experiment requirement.

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5 categories of elemental errors

Calibration Uncertainties: residual systematic errors


due to; uncertainty in standards, uncertainty in
calibration process, randomness in the process
Data-Acquisition Uncertainties: during measurement
due to; random variation of measurand, A/D conversion
uncertainties, uncertainties in recording devices
Data-Reduction Uncertainties: due to interpolation,
curve fitting and differentiating data curves
Uncertainties Due to Methods: due to
assumptions/constant in calculation, spatial effects and
uncertainties due to hysterisis, instability, etc.
Other Uncertainties

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Combining elemental systematic &


random uncertainties (RSS)
Calibration
Uncertainties
Data-Acquisition
Uncertainties
Data-Reduction
Uncertainties
Uncertainties Due
to Methods

B B
2
x

i 1
m

2
i

S x2 Si2
i 1

Variable x
uncertainty

wx B tS
2
x

2 1/ 2
x

Other
Uncertainties

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Reproduced from Wheelers book:


ASME 1998

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Degrees of freedom, vx

When sample size is large, vx is simply


number of sample, n, minus 1.
When sample size is small, then vx is given
2
m
by
2
vx

S
i 1

S
m

i 1

4
i

/ vi

Degrees of freedom
of individual
elemental error

(9)

=> Welch-Satterthwaite formulation (ASME


1998)
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Contents

Propagation of uncertainties
Consideration of systematic and random
components of uncertainty
Sources of elemental error

Uncertainty

of the final result

Design-stage uncertainty analysis


Applying uncertainty-analysis in digital data
acquisition system

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Uncertainty of the final result


(Multiple measurement)

Referring to Eq. 1, then for multiple


measurements, M, the mean results is given
by
M

1
R
M

Rj

(10)

j 1

Little exercise:
Derive the standard deviation (SR) and
random uncertainty (PR) of R.
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Uncertainty of the final result


(Multiple measurement)
Rearranging

Eq. 4 (RSS), we get the


systematic uncertainty in terms of the
combination of elemental systematic
uncertainties, given by

BR

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R
Bi

xi
i 1
n

1/ 2

(11)

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Uncertainty of the final result


(Multiple measurement)

Therefore, the total uncertainty estimate of the mean


value of R is

2 1/ 2
R

WR B P
2
R

(12)

To estimate random uncertainty for multiple


measurements, results are more reliable using the
test results themselves, compared to auxiliary tests
or combination of elemental uncertainties.
Practical applications: The life of a light bulb, the life
span of a certain brand of tyre or car engine

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Uncertainty of the final result


(Single measurement)
To deal

with uncertainty of a single test


result only
Practical applications: measuring blood
pressure/ heartbeat, speed of car, etc
To estimate random uncertainty of the
result, must use or combine auxiliary
tests and elemental random
uncertainties.
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Uncertainty of the final result


(Single measurement)
Similar

to Eq. 11, standard deviation of


the result is given by

R
Si

xi
i 1

SR

1/ 2

(13)

Hence,

the total uncertainty in the final


result is given by

wR B tS

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2
R

2 1/ 2
R

(14)
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Uncertainty of the final result


(Single measurement)
For

a large n, then t is independent of v,


the degree of freedom, (and has a
value of 2.0 for a 95% confidence
level).
For a small n, again using Welch2 2
Satterthwaite formulation,
we get
SR
vR

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i 1 vi

R
x S i
i
2

(15)

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Example
The manufacturer of plastic pipes uses a scale with an
Accuracy of 1.5% of its range of 5 kg to measure the
Mass of each pipe the company produces in order to
Calculate the uncertainty in mass of the pipe. In one batch
Of 10 parts, the measurements are as follows:
1.93, 1.95, 1.96, 1.93, 1.95, 1.94, 1.96, 1.97, 1.92, 1.93 (kg)
Calculate
a. The mean mass of the sample
b. The standar deviation of the sample and the standar deviation
of the mean
c. The total uncertainty of the mass of a single product at
a 95% confidence level
d. The total uncertainty of the average mass of the product at a 95%
confidence level

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Solution:
(a)
m av

1.93 1.95 1.96 1.93 1.95 1.94 1.96 1.97 1.92 1.93
10
1.94 kg

(b)

S samp [

(m

mav ) 2 1 / 2
]
n 1
i

0.01 2 0.01 2 0.02 2 .......... 1 / 2


9

1.65 *10 2 kg
S mean

S Samp
n

1.70 *10 2
0.52 10 2 kg
10

(c)

PSingle tS samp 3.73 * 10 2 kg (95% Confidence)


t 2.262 is for n - 1 9 degrees of freedom from Student - t Table 6.6
Bsingle 0.015 Range 0.015 5kg 0.075kg
2
1/ 2
Total uncertainty : wsingle ( Psin2 gle Bsin
0.084 (95%confidence)
gle )

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(d)
Pmean tS mean 1.18 10 2 kg (95% Confidence)
B mean Bsingle 0.075kg
2
2
Total uncertainty : wmean ( Pmean
Bmean
)1 / 2 0.076(95%confidence)

As can be seen, the dominant factor is the systematic uncertainty.

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Contents

Propagation of uncertainties
Consideration of systematic and random
components of uncertainty
Sources of elemental error
Uncertainty of the final result

Design-stage

uncertainty analysis

Applying uncertainty-analysis in digital data


acquisition system

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Design-stage uncertainty analysis


(Based on ASME 1998)
Define the measurement process

1.

State test objectives, identify independent parameters and


their nominal values, etc

List all elemental error sources

2.

To do a complete list of possible error sources for each


measured parameter.

Estimate the elemental errors

3.

Estimate the systematic uncertainties and standard


deviations. If error is random in nature and/or data is
available to estimate the std dev. of a parameter, then
classify it as random uncertainties, which must have the
same confidence level. For small samples, to determine
degrees of freedom. Refer Table 1.

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Guideline to assign elemental


error (Table 1), from Wheeler
ERROR
Accuracy
Common-mode volt
Hysterisis
Installation
Linearity
Loading
Noise
Repeatability
Resolution/scale/quantisation
Spatial variation
Thermal stability (gain, zero, etc.)

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ERROR TYPE
Systematic
Systematic
Systematic
Systematic
Systematic
Systematic
Random*
Random*
Random*
Systematic
Random*

assume no. of samples > 30

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Design-stage uncertainty analysis


(Based on ASME 1998)
Calculate the systematic and random uncertainty
for each measured variable

4.

Use the RSS formulation with data & procedure in Step 3.

Propagate the systematic uncertainties and


standard deviations all the way to the result(s)

5.

Use the RSS formulation to find the final test results, with
the same confidence level in all calculations.

Calculate the total uncertainty of the results

6.

Use the RSS formulation to find the total uncertainty of the


result(s).

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Contents

Propagation of uncertainties
Consideration of systematic and random
components of uncertainty
Sources of elemental error
Uncertainty of the final result
Design-stage uncertainty analysis

Applying

uncertainty-analysis in
digital data acquisition system

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Applying uncertainty-analysis in
digital data acquisition system

A digital DAS typically consists of sensor,


sensor signal conditioner, amplifier, filter,
multiplexer, A/D converter, Data reduction and
analysis
Problem may occur due to sequential
components which may have different range
from adjacent components.
So, adjustment to uncertainty data must be
done.

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Another example
In using a temperature probe, the following uncertainties
were determined:
Hysteresis
0.10C
Linearization error 0.2% of the reading
Repeatability
0.20C
Resolution error
0.050C
Zero offset
0.10C
Determine the type of these error (random or systematic) and
the total uncertainty due to these effects for a temperature
reading of 1200C

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hysteresis
Lineariz.error

0.1C

systematic

systematic
0.2% of
reading

Resolution error

0.05C

random

0.1C

systematic

zero off set


repeatability

0.2C

random

B (0.12 [(.002)(120)]2 0.12 )1 / 2


0.28C
Assuming that the random errors have been determined with samples>30,
P (.05 2 .2 2 )1 / 2 0.21C
So total uncertainty
w [ B 2 p 2 ]1 / 2 [ B 2 (tS ) 2 ]1 / 2
w [(0.28) 2 (0.21) 2 ]1 / 2
w 0.35C

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Two resistors, R1=100.0 0.2 and R2=60.0 0.1


are connected (a) in series and (b) in parallel.
Calculate the uncertainty in the resistance of the resultants
circuits. What is the maximum possible error in each case?

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(a) In series
R
R
1,
1
R
R
1
2
R
R
2
2 1/ 2
w [(
w ) (
w ) ]
R
R
1
R
2
R
R
1
1
2
2 1/ 2
[( 0.2 * 1) ( 0.1 * 1) ]
0.22
R R R
1
2

R,max

R
R
w

w
R R1 R R 2
1
1

0.2 0.1 0.3

(b) In parallel
R

R1R2
R1 R2

R
R22
R
R12

R1 (R1 R2 )2 R2 (R1 R2 )2
50 2
(150)2
0.11

100 2
150 2
0.44

wR [(0.11* 0.2)2 (0.44 * 0.1)2 ]1/ 2 0.05


wR,max 0.11*.2 0.44 * 0.1 0.07

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Another example:
A mechanical speed control system works on the basis of
centrifugal force, which is related to angular velocity
through the formula:
F=mr2
where F is the force, m is the mass of the rotating weights,
r is the radius of rotation, and w is the angular velocity of
the system. The following values are measured to determine
:
r=20 0.02 mm, m=100 0.5 g and F=500 0.1%N
Find the rotational speed in rpm and its uncertainty. All
measured values have a confidence level of 95%.
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Solution
F 1/ 2 2
) , 250,000, 500rad / sec
mr
Eq.7.6
w
w
w
1 w
[( m ) 2 ( r ) 2 ( F ) 2 ]1 / 2

2 m
r
F
w
1 .5 2
.02 2
.5 2 1 / 2
[(
) (
) (
) ]

2 100
20
500
1
[25 * 10 6 10 6 10 6 ]1 / 2
2
w
2.60 * 10 3 ,0.26%(95%confidence level )

w 1.30rad / sec (95%confidence level )

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Next Lecture
Signal Conditioning
End of Lecture 4

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