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    MEASUREMENT AND INSTRUMENTATION

    BMCC 3743

    LECTURE 4: EXPERIMENTALUNCERTAINTY ANALYSIS

    Mochamad Safarudin

    Faculty of Mechanical Engineering, UTeM

    2010

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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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    Propagation of uncertainties

    Uncertainty analysis is important to identifycorrective measures while validating andperforming experiments.

    Propagation of uncertainties => totaluncertainties, e.g. P= VI= n

    Two important factors in uncertainty:

    Random uncertainty(or precision uncertainty) :imprecision in measurements

    Systematic uncertainty(or bias uncertainty):estimated maximum fixed error

    Pw

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    General consideration

    If Ris a function of nmeasured variablesx1,x2, .xn, i.e.

    Then a small change in is due to smallchanges in s inxis via the differential

    equations:

    nxxxfR

    ,, 21

    R'

    ix

    n

    i i

    ix

    RxR

    1

    Sensitivity

    coefficient

    (1)

    (2)

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    General consideration

    For calculated result based onmeasuredxis, Eq. (2) can be rewritten

    as

    where | | is to make sure we dont get

    zero uncertainty in R. However, this can produce high

    estimate for wR.

    (3)

    n

    i i

    xRx

    Rww

    i

    1

    Uncertainty

    in result

    Uncertaintyin variables

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    General consideration

    Hence Eq. (3) is better represented by

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

    In this case, the confidence level must be thesame for all uncertainties (typically 95%).

    Assumption is made that each measuredvariables (hence, error) are independent ofeach other.

    (4)

    2/1

    1

    2

    n

    i i

    xR

    x

    Rww

    i

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    Exercise

    To calculate the power consumption of

    an electric circuit, we have P= VIwhere

    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)andEq. (4)respectively.

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    Answer to Exercise

    Wxxi

    P

    V

    P

    w iVp 402.0100210max

    Because P=VIdP/dV=I=10.0 A , dP/di=V=100.V then

    Wxxi

    P

    V

    Pw iVp 3.282.0100210

    2/122

    2/122

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    Contents

    Propagation of uncertainties

    Consideration of systematic andrandom components of uncertainty

    Sources of elemental error

    Uncertainty of the final result

    Design-stage uncertainty analysis

    Applying uncertainty-analysis in digital dataacquisition system

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    Consideration of systematic and

    random components of uncertainty Random uncertaintydepends on

    sample size (usually large, n>30)

    Systematic uncertaintyis independentof sample size & does not vary during

    repeated reading

    Need to separate for detaileduncertainty analysis

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    Random uncertainty

    Using t-distribution, the random uncertaintyfor all measurements is given by

    where Sxis the standard deviation of thesample

    For a single measurement (also for eachindividual measurement), the randomuncertainty is

    M

    S

    tP x

    x (5)

    xx tSP (6)

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    Systematic uncertainty

    Sometimes assumed as level of

    accuracy

    Depends on manufacturersspecification, calibration tests,

    mathematical modelling, considerable

    judgement as well as comparisonsbetween 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

    For a single measurement ofx,

    2/122 xxx PBW (7)

    2/122 xxx PBW (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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    Estimation of uncertainty

    Systematic uncertainty: just combine all

    elemental uncertainties

    Random uncertainty: 3 approaches todetermine Sx

    1. Run entire test in a sufficient number of times

    2. Run auxiliary tests for each measured variablex.

    3. Combine elemental random uncertainties

    => Based on experiment requirement.

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    5 categories of elemental errors

    Calibration Uncertainties: residual systematic errorsdue to; uncertainty in standards, uncertainty incalibration process, randomness in the process

    Data-Acquisition Uncertainties: during measurementdue to; random variation of measurand, A/Dconversion uncertainties, uncertainties in recordingdevices

    Data-Reduction Uncertainties: due to interpolation,curve fitting and differentiating data curves

    Uncertainties Due to Methods: due toassumptions/constant in calculation, spatial effectsand uncertainties due to hysterisis, instability, etc.

    Other Uncertainties

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    Combining elemental systematic &

    random uncertainties (RSS)

    m

    i

    ix

    k

    i

    ix

    SS

    BB

    1

    22

    1

    22

    Calibration

    Uncertainties

    Data-Acquisition

    Uncertainties

    Data-Reduction

    Uncertainties

    Uncertainties Due

    to Methods

    Other

    Uncertainties

    2/122yuncertaint

    Variable

    xxx tSBw

    x

    Reproduced from Wheelers book:

    ASME 1998

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    Degrees of freedom, vx

    When sample size is large, vxis simplynumber of sample, n, minus 1.

    When sample size is small, then vxis givenby

    => Welch-Satterthwaiteformulation (ASME1998)

    m

    i

    ii

    m

    i

    i

    x

    vS

    S

    v

    1

    4

    2

    1

    2

    /

    (9)Degrees of freedomof individual

    elemental error

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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

    Little exercise:

    Derive the standard deviation (SR) and

    random uncertainty ( ) of R.

    M

    j

    jRM

    R1

    1(10)

    RP

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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 systematicuncertainties, given by

    2/1

    1

    2

    n

    i i

    iRx

    RBB

    (11)

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    Uncertainty of the final result

    (Multiple measurement)

    Therefore, the total uncertainty estimate of the mean

    value of Ris

    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

    2/122

    RRR PBW (12)

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    Uncertainty of the final result

    (Single measurement)

    To deal with uncertainty of a single testresult only

    Practical applications: measuring bloodpressure/ heartbeat, speed of car, etc

    To estimate random uncertainty of theresult, must use or combine auxiliarytests and elemental randomuncertainties.

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    Uncertainty of the final result

    (Single measurement)

    For a large n, then tis 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 Welch-

    Satterthwaite formulation, we get

    n

    i

    i

    ii

    RR

    Sx

    R

    v

    Sv

    1

    2

    22

    1

    (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 theMass 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 ata 95% confidence level

    d. The total uncertainty of the average mass of the product at a 95%

    confidence level

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    Solution:

    10

    93.192.197.196.194.195.193.196.195.193.1

    n

    mm

    i

    av

    kg94.1

    (a)

    (b)

    2/1

    2

    ]1

    )([

    n

    mmS

    avi

    samp

    kgn

    SS

    kg

    Samp

    mean

    22

    2

    2/1

    222

    1052.010

    10*70.1

    10*65.1

    ]9

    ..........02.001.001.0[

    )Confidence(95%k10*73.32 gtSP sampSingle

    )%95(084.0)(:yuncertaintTotal

    075.05015.0015.0B

    6.6Tablet-Studentfromfreedomofdegrees91-nforis2.262t

    2/12

    sin

    2

    sinsingle

    single

    confidenceBPw

    kgkgRange

    glegle

    (c)

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    )%95(076.0)(:yuncertaintTotal075.0B

    )Confidence(95%1018.1

    2/122

    mean

    singlemean

    2

    mean

    confidenceBPwkgB

    kgtSP

    meanmean

    mean

    (d)

    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)1. Define the measurement process State test objectives, identify independent parameters and

    their nominal values, etc

    2. List all elemental error sources To do a complete list of possible error sources for each

    measured parameter.

    3. Estimate the elemental errors Estimate the systematic uncertainties and standard

    deviations. If error is random in nature and/or data isavailable to estimate the std dev. of a parameter, thenclassify it as random uncertainties, which must have thesame 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 WheelerERROR ERROR TYPEAccuracy

    Common-mode volt

    Hysterisis

    Installation

    Linearity

    Loading

    Noise

    RepeatabilityResolution/scale/quantisation

    Spatial variation

    Thermal stability (gain, zero, etc.)

    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)4. Calculate the systematic and random uncertainty

    for each measured variable

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

    5. Propagate the systematic uncertainties and

    standard deviations all the way to the result(s)

    Use the RSS formulation to find the final test results, with

    the same confidence level in all calculations.

    6. Calculate the total uncertainty of the results 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 randomcomponents of uncertainty

    Sources of elemental error Uncertainty of the final result

    Design-stage uncertainty analysis

    Applying uncertainty-analysis indigital 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 reductionand analysis

    Problem may occur due to sequential

    componentswhich 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 0.050CZero 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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    C

    B

    28.0

    )1.0)]120)(002[(.1.0( 2/1222

    CP 21.0)2.05(. 2/122

    Cw

    w

    tSBpBw

    35.0

    ])21.0()28.0[(

    ])([][

    2/122

    2/1222/122

    Assuming that the random errors have been determined with samples>30,

    So total uncertainty

    hysteresis 0 1. C

    systematic

    Lineariz.error 0 2%. of reading

    systematic

    Resolution error 0.05C random

    zero off set 0.1C systematic

    repeatability 0 2. C random

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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 resultantscircuits. What is the maximum possible error in each case?

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    R R R R

    R

    R

    R

    wR

    RR

    wR

    RR

    wR

    wR

    R

    Rw

    R

    R

    Rw

    R

    1 21

    1

    2

    1

    112

    12

    2 1 2

    0 2 12

    01 12 1 2

    0 22

    11

    12

    0 2 01 0 3

    ,

    [( ) ( ) ] /

    [( . * ) ( . * ) ]/

    .

    ,max

    . . .

    R R R

    R R

    R

    R

    R

    R R

    R

    R

    R

    R R

    w

    w

    R

    R

    1 2

    1 2 1

    22

    1 2

    2

    2

    12

    1 2

    2

    2

    2

    2

    2

    2 2 1 2

    50

    150

    100

    150

    0 11 0 44

    0 11 0 2 0 44 0 1 0 05

    0 11 2 0 44 0 1 0 07

    ( ),

    ( )

    ( )

    . .

    [( . * . ) ( . * . ) ] .

    . *. . * . .

    /

    ,max

    (a) In series

    (b) In parallel

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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=200.02 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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    )%95(sec/30.1

    )%95(%26.0,10*60.2

    ]101010*25[2

    1

    ])

    500

    5.()

    20

    02.()

    100

    5.[(

    2

    1

    ])()()[(2

    1

    6.7.

    sec/500,000,250,)(

    3

    2/1666

    2/1222

    2/1222

    22/1

    levelconfidenceradw

    levelconfidencew

    w

    F

    w

    r

    w

    m

    ww

    Eq

    rad

    mr

    F

    Frm

    Solution

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    43

    Next Lecture

    SignalConditioning

    End of Lecture 4