2141-375

Measurement and Instrumentation

Uncertainty Analysis
Measurement Error
True data
x'
Measured value, x Bias error

x Precision
error in xi

Measurement number

Uncertainty defines an interval about the measured value within

which we suspect the true value must fall
We call the process of identifying and quantifying errors as
uncertainty analysis.
Design-Stage Uncertainty Analysis
Design-stage uncertainty analysis refers to an initial analysis
performed prior to the measurement
Useful for selecting instruments, measurement techniques and
to estimate the minimum uncertainty that would result from the
measurement .
Design-Stage Uncertainty Analysis

u d = u02 + uc2 ( P %) RSS method for combining error

Design-state uncertainty
ud = u02 + uc2

Interpolation error Instrument error

u0 uc
 Design-Stage Uncertainty Analysis
Zero-Order Uncertainty (Interpolation Error)
Even when all error are zero, the value of the measurand must be
affected by the ability to resolve the information provided by the
instrument. This is called zero-order uncertainty. At zero-order, we
assume that the variation expected in the measurand will be less than
that caused by the instrument resolution. And that all other aspects of
the measurement are perfectly controlled (ideal conditions)
y

u0 = 1 / 2 resolution (95%)
yo

Instrument Uncertainty, uc
This information is available from the manufacturers
catalog
x

resolution uncertainty
1/2 resolution
Design-Stage Uncertainty Analysis

Specifications: Typical Pressure Transducer

Operation
Input range 0-1000 cm H2O
Excitation 15 V dc
Output range 0-5 V
Temperature range 0-50oC nominal at 25oC
Performance
Linearity error eL 0.5%FSO
Hysteresis error eh Less than 0.15%FSO
Sensitivity error eS 0.25%of reading
Thermal sensitivity error eST 0.02%/oC of reading from 25oC
Thermal zero drift eZT 0.02%/oC FSO from 25oC

The root of sum square approach:

erss = e12 + e22 + e32 + L en2 (95%)

 Design-Stage Uncertainty Analysis
Example: Consider the force measuring instrument described by the catalog data that follows.
Provide an estimate of the uncertainty attributable to this instrument and the instrument design
state uncertainty.
Force measuring instrument
Resolution: 0.25 N
Range: 0 - 100 N
Linearity: within 0.20 N over range
Repeatability: within 0.30 N over range

Known: Instrument specifications

Assume: Values representation of instrument 95% probability
Solution: Design-state uncertainty
ud = u + u
2 2 u d = 0.1252 + 0.36 2 = 0.38 N
0 c

u0 uc
Resolution = 0.125 N el2 + er2 = 0.2 2 + 0.32 = 0.36 N
 Design-Stage Uncertainty Analysis
Example: A voltmeter is to be used to measure the output from a pressure transducer that outputs
an electrical signal. The nominal pressure expected will be ~3 psi (3 lb/in2). Estimate the design-
state uncertainty in this combination. The following information is available:

Voltmeter
Resolution: 10 V
Accuracy: within 0.001% of reading
Transducer
Range: 5 psi
Sensitivity: 1 V/psi
Input power: 10 Vdc 1%
Output: 5 V
Linearity: within 2.5 mV/psi over range
Repeatability: within 2 mV/psi over range
Resolution: negligible
Known: Instrument specifications
Assume: Values representation of instrument 95% probability

Solution:
Design-Stage Uncertainty Analysis
Design-state uncertainty
ud = (ud )2E + (ud )2P

Design-state uncertainty Design-state uncertainty

(ud )E = (u )2
0 E + (u )2
c E
(ud )P = (u0 )2P + (uc )2P
Error Propagation
Computation of the overall uncertainty for a measurement system consisting
of a chain of components or several instruments
Let R is a known function of the n independent variables xi1, xi2 , xi3, , xiL
R = f ( x1 , x2 , K , xL )
L is the number of independent variables. Each variable contains some
uncertainty (ux1, ux2, ux3,, uxL) that will affect the result R.
Application of Taylors expansion gives, (neglect the higher order term)
R R = f ( x1 u x1 , x2 u x 2 ,..., xL u xL ) f ( x1 , x2 ,..., xL ) +
f f f
u x1 + u x 2 + ... + u xL
x1 x2 xL

The best estimate value, R

R' = R u R ( P%)

Where R = f ( x1 , x2 ,..., xL )
Error Propagation
The combination of uncertainty of all variables (probable estimate of uR)
2 2 2
f f f
u R = u x1 + u x 2 + K + u xL
x1 x2 xL
L
= (
i xi
u )2
( P %)
i =1

Where i is the sensitivity index relate to the uncertainty of xi

f
i =
xi
 Error Propagation
Example: For a displacement transducer having a calibration curve y = KE, estimate the
uncertainty in displacement y for E = 5.00 V, if K = 10.10 mm/V with uk = 0.10 mm/V and uE =
0.01 V at 95% confidence
Known: y = KE
E = 5.00 V uE = 0.01 V
K = 10.10 mm/V uk = 0.10 mm/V
Solution: Find uy y ' = y u y = KE u y

u y = ( E u E ) + ( K u K )
2 2

y y
E = =K K = =E
E K
uE = 0.01 V uK = 0.10 mm/V

uy = (Ku E )2 + (Eu K )2
= (10.10 mm/V 0.01 V ) + (5 V 0.10 mm/V ) = 0.51 mm
2 2
Sequential Perturbation
A numerical approach can also be used to estimated the propagation of
uncertainty. This refers to as sequential perturbation. This method is
straightforward and uses the finite difference to approximate the
derivatives (sensitivity index)
1) Calculate the average result from the independent variables
R = f ( x1 , x2 ,..., xL )
2) Increase the independent variables by their respect uncertainties
and recalculate the result based on each of these new values. Call
these values Ri+
R1+ = f ( x1 + u1 , x2 ,..., xL ),
R2+ = f ( x1 , x2 + u 2 ,..., xL )
RL+ = f ( x1 , x2 ,..., xL + u L )
3) Decrease the independent variables by their respect uncertainties
and recalculate the result based on each of these new values. Call
these values Ri
Sequential Perturbation
R1 = f ( x1 u1 , x2 ,..., xL ),
R2 = f ( x1 , x2 u2 ,..., xL )
RL = f ( x1 , x2 ,..., xL u L )

4) Calculate the difference for each element

Ri+ = Ri+ R
Ri = Ri R
5) Finally, evaluate the approximation of the uncertainty contribution from
each variables

Ri+ + Ri
Ri = i ui
2
The uncertainty in the result
1/ 2
L
2
u R = (Ri )
i =1
 Error Propagation
Example: For a displacement transducer having a calibration curve y = KE, estimate the
uncertainty in displacement y for E = 5.00 V, if K = 10.10 mm/V with uk = 0.10 mm/V and uE =
0.01 V at 95% confidence
Known: y = KE
E = 5.00 V uE = 0.01 V
K = 10.10 mm/V uk = 0.10 mm/V
Solution: Find uy
y ' = y u y = KE u y

u y = (RE ) + (RK )
2 2

y = KE = (10.10 )(5) = 50.50 mm

i xi ui x i +u i x i -u i Ri+ Ri- Ri+ Ri- Ri

1 E 5 0.01 5.01 4.99 50.60 50.40 0.10 -0.10 0.10
2 K 10.1 0.1 10.20 10.00 51.00 50.00 0.50 -0.50 0.50
Error Sources
Steps in measurement process
1) Calibration
2) Data-acquisition
3) Data-reduction (Analysis)
Calibration Data-acquisition Data-reduction
error error error
e11, e12, K e21, e22, K e31, e32, K

eij

i = Error source group j = Elemental error

i = 1 for Calibration Error
i = 2 for Data-acquisition Error
i = 3 for Data-reduction Error
 Calibration Error Source Group
Element (j) Error Source
1 Primary to interlab standard
2 Interlab to transfer standard
3 Transfer to lab standard
4 Lab standard to measurement system
5 Calibration technique
Etc.

Data-Acquisition Error Source Group

Element (j) Error Source
1 Measurement system operating conditions
2 Sensor-transducer stage (instrument error)
3 Signal conditioning stage (instrument error)
4 Output stage (instrument error)
5 Process operating conditions
6 Process installation effects
7 Environmental effects
8 Spatial variation error
9 Temporal variation error
Etc.

Data-Reduction Error Source Group

Element (j) Error Source
1 Calibration curve fit
2 Truncation error
Etc.
Multiple-Measurement Uncertainty Analysis
This section develops a method for the estimate of the uncertainty in the
value assigned to a measured variable based on repeated measurements

The procedure for a multiple-measurement uncertainty analysis

e1j=P1j+B1j e2j=P2j+B2j e3j=P3j+B3j

Calibrate Data acquisition Data reduction

e11, e12 ,... e21, e22 ,... e31, e32 ,...

Identify the elemental errors in each of the three source groups

(calibration, data acquisition, and data reduction)
Estimate the magnitude of bias and precision error in each of the
elemental errors
Estimate any propagation of uncertainty through to the result
Multiple-Measurement Uncertainty Analysis
Consider the measurement of variable, x which is subject to elemental
precision errors, Pij and bias, Bij in each of three source groups. Let i = 1, 2,
3 refer to the error source groups ( calibration error i = 1, data acquisition
error i = 2, data-reduction i = 3) and j = 1,2,,K refer to each of up to any K
error elements of error eij
Source Precision index Pi

[
Pi = Pi12 + Pi 22 + ... + Pik2 ]
1/ 2
i = 1, 2, 3

Measurement Precision index P

[
P = P12 + P22 + P32 ]
1/ 2

Source Bias limit Bi

[
Bi = Bi21 + Bi22 + ... + Bik2 ]
1/ 2
i = 1, 2, 3

Measurement Bias limit B

[
B = B12 + B22 + B32 ]
1/ 2
Multiple-Measurement Uncertainty Analysis
The measurement uncertainty in x, ux

u x = B 2 + (tv ,95 P )
2
(95%)

The degrees of freedom, v (Welch-Satterthwaite formula)

2
3 K 2
Pij

i =1 j =1
v= 3 K

Pij4 / vij ( )
i =1 j =1
 Multiple-Measurement Uncertainty Analysis
Measurement uncertainty, ux

[
u x = B 2 + (tv ,95 P ) ]
2 1/ 2
(95%)

Measurement precision index, P Measurement bias limit, B

[
P = P12 + P22 + P 3 ]
2 1/ 2
[
B = B12 + B22 + B32 ]1/ 2

Source precision index, Pi Source bias limit, Bi

[
Pi = Pi12 + Pi 22 + ... + P ]
2 1/ 2
ik [
Bi = Bi21 + Bi22 + ... + Bik2 ]
1/ 2

eij=Pij+Bij

Identify elemtal errors

in measurement, eij

Measurand, x
Multiple-Measurement Uncertainty Analysis
Example: After an experiment to measure stress in a load beam, an uncertainty analysis reveals
the following source errors in stress measurement whose magnitude were computed from
elemental errors
B1 = 1.0 N/cm2 B2 = 2.1 N/cm2 B3 = 0 N/cm2
P1 = 4.6 N/cm2 P2 = 10.3 N/cm2 P3 = 1.2 N/cm2
v1 = 14 v2 = 37 v3 = 8
If the mean value of the stress in the measurement is 223.4 N/cm2, determine the best estimate of
the stress
Known: Experimental error source indices
Assume: All elemental error have been included

Solution: Find u
Measurement uncertainty, ux

[
u x = B 2 + (tv ,95 P ) ]
2 1/ 2
(95%)

Measurement precision index, P Measurement bias limit, B

[
P = P12 + P22 + P 3 ]
2 1/ 2
[
B = B12 + B22 + B32 ]
1/ 2
 Propagation Uncertainty Analysis to a result

Consider the result, R which is determined from the function of the n independent
variables xi1, xi2 , xi3, , xiL
R' = R u R ( P%)

The measurement uncertainty, uR

u R = BR2 + (tv ,95 PR )

2
(95%)

L
where
[i Pxi ]2
L
PR =
i =1
BR = [ B
i =1
i xi ] 2

The degrees of freedom, v

2
L 2
[ i Pxi ]
v = L i =1
{
[ i Pxi ] / vxi
4
}
i =1
 Propagation Uncertainty Analysis to a result
Example: The density of a gas, , which is believed to follow the ideal gas equation of state, =
p/RT, is to be estimated through separate measurements of pressure, p, and temperature, T. the
gas is housed with in a rigid impermeable vessel. The literature accompanying the pressure
measurement system states an accuracy to within 1% of the reading an that accompanying the
temperature measuring system suggest 0.6oR. Twenty measurements of pressure, Np = 20, and
ten measurements of temperature, NT = 10, are made with the following statistical outcome:
p = 2253.91 psfa S p = 167.21 psfa
T = 560.4o R ST = 3.0o R

Where psfa refers to lb/ft2 absolute. Determine a best estimate of the density. The gas constant is
R = 54.7 ft lb/lbm oR

Known: p , S p , T , ST
= P / RT R = 54.7 ft lb/lbm o R
Assume: Gas behaves as an ideal gas
Solution: Find ' = + u
Propagation Uncertainty Analysis to a result

[
u = B 2 + (tv ,95 P ) ]
2 1/ 2
(95%) where v =
[( P ) + ( P ) ]
p p
2
T T
2 2

( P )
p p
4
/ v p + ( T PT ) / vT
4

B = ( p B p ) + (T BT ) P = ( p Pp ) + (T PT )
2 2 2 2

where = P / RT R = 54.7 ft lb/lb m o R

1 p
p = = T = =
p RT T RT 2