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Electrical Measurement and Instrument

Lecture 3 – Measurement Uncertainty


Content of Lecture 3

3.1 Static Characteristics of Instruments


3.2 Dynamic Characteristics of Instruments
3.3 Sources of Systematic Error
3.4 Reduction of Systematic Errors
3.5 Quantification of Systematic Errors
3.6 Sources and Treatment of Random Errors
3.7 Statistical Analysis of Measurements Subject to Random Errors
3.8 Aggregation of Measurement System Errors
3.9 Exercises

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3.1 Static Characteristics of Instruments (1)

3.1.1 Accuracy and Inaccuracy (Measurement Uncertainty)


 The accuracy of an instrument is a measure of how close the output reading
of the instrument is to the correct value (prefer to call the inaccuracy or
measurement uncertainty value rather than the accuracy value for an
instrument).

(a) The maximum likely error is 1.0% x 10 bar = 0.1 bar.


(b) When measuring a pressure of 1 bar, the maximum possible error of 0.1 bar is 10%
of the measurement value.

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3.1 Static Characteristics of Instruments (2)

3.1.2 Precision/Repeatability/Reproducibility

Precision describes an Repeatability describes Reproducibility describes


instrument’s degree of the closeness of output the closeness of output
freedom from the readings when the same readings for the same
random errors. input is repetitively input when there are
applied over a short changes in the method
If a large number of period of time, with the of measurement,
readings are taken of same measurement observer, measuring
the same quantity by a conditions, same instrument, location,
high-precision instrument and observer, conditions of use, and
instrument, same location, and same time of measurement.
then the spread of conditions of use
readings will be very maintained throughout.
small.

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3.1 Static Characteristics of Instruments (3)

3.1.2 Precision/Repeatability/Reproducibility (cont.)

Both the accuracy and the precision of Robot 1


are shown to be low in this trial.

Robot 2 consistently puts the component down


at approximately the same place but this is the
wrong point  high precision but low accuracy.

Robot 3 has both high precision and high


accuracy because it consistently places the
component at the correct target position.

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3.1 Static Characteristics of Instruments (4)

3.1.3 Tolerance
Tolerance is a term that is closely related to accuracy and defines the maximum
error that is to be expected in some value.

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3.1 Static Characteristics of Instruments (5)

3.1.4 Sensitivity of Measurement


The sensitivity of measurement is a measure of the change in instrument output
that occurs when the quantity being measured changes by a given amount.
The sensitivity is the ratio of:

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3.1 Static Characteristics of Instruments (6)

3.1.5 Hysteresis Effects

Dead space is defined as the range of


different input values over which there is
no change in output value.

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3.2 Dynamic Characteristics of Instruments (1)

 The dynamic characteristics of a measuring instrument describe its behavior


between the time a measured quantity changes value and the time when the
instrument output attains a steady value in response
 the time of change at input and the time of response at output.

where qi is the measured quantity, qo is the output reading, and ao ... an, bo
... bm are constants.

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3.2 Dynamic Characteristics of Instruments (2)

3.2.1 Zero-Order Instrument

If all the coefficients a1 ... an other than a0 in


Equation are assumed zero, then

where K is a constant known as the


instrument sensitivity as defined earlier.

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3.2 Dynamic Characteristics of Instruments (3)

3.2.2 First-Order Instrument

The time constant of the step response is the time taken


for the output quantity q0 to reach 63% of its final value.

Linear
input-output
relationship

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3.2 Dynamic Characteristics of Instruments (4)

3.2.3 Second-Order Instrument

Nonlinear
input-output
relationship

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3.2 Dynamic Characteristics of Instruments (5)

3.2.3 Second-Order Instrument (cont.)

Nonlinear
input-output
relationship

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3.2 Dynamic Characteristics of Instruments (6)

3.2.3 Second-Order Instrument (cont.)

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3.3 Sources of Systematic Error (1)

 The main sources of systematic error in the output of measuring instruments:


• effect of environmental disturbances, often called modifying inputs
• disturbance of the measured system by the act of measurement
• changes in characteristics due to wear in instrument components over a
period of time
• resistance of connecting leads

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3.3 Sources of Systematic Error (2)

(a) Circuit in which the voltage


across R5 is to be measured

(b) Equivalent circuit by Thevenin’s


E0 theorem
To calculate the internal resistance of the
network, all current sources within it are
treated as open circuits and all voltage
sources as short circuits

(c) Circuit used to find the


equivalent single resistance

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3.3 Sources of Systematic Error (3)

It is obvious that as Rm gets larger, the


ratio Em/Eo gets closer to unity, showing
that the design strategy should be to make
Rm as high as possible to minimize
disturbance of the measured system

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3.3 Sources of Systematic Error (4)

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3.3 Sources of Systematic Error (5)

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3.4 Reduction of Systematic Errors (1)

 Careful Instrument Design


 Calibration
 Method of opposing inputs
 High-gain feedback
 Signal filtering
 Manual correction of output reading
 Intelligent instruments

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3.7 Statistical Analysis of Measurements Subject to Random Errors (1)

3.7.1 Mean and Median Values


 For any set of measurements x1, x2, …, xn of a constant quantity, the most
likely true value is the mean given by:

 The smaller the spread of the measurements, the more confidence we have in
the mean or median value calculated.

 The median value tends toward the mean value as the number of
measurements increases.

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3.7 Statistical Analysis of Measurements Subject to Random Errors (2)

3.7.2 Standard Deviation and Variance


 The deviation (error) di of each measurement xi from the mean value xmean in a
set of measurements x1,x2,…,xn:

 The variance (Vs) of the set of measurements is defined formally as the mean
of the squares of deviations:

 The standard deviation (s) of the set of measurements is defined as the


square root of the variance:
by applying the Bessel correction factor

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3.7 Statistical Analysis of Measurements Subject to Random Errors (3)

3.7.2 Standard Deviation and Variance (cont.)

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3.7 Statistical Analysis of Measurements Subject to Random Errors (4)

3.7.3 Graphical Data Analysis Techniques—Frequency Distributions


 The simplest way of graphical data analysis is to draw a histogram, in which
bands of equal width across the range of measurement values are defined and
the number of measurements within each band is counted.
 The number of bands (Sturgis rule):
Number of bands = 1 + 3.3log10(n)
where is the number of measurement values.

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3.7 Statistical Analysis of Measurements Subject to Random Errors (5)

3.7.3 Graphical Data Analysis Techniques—Frequency Distributions (cont.)

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3.7 Statistical Analysis of Measurements Subject to Random Errors (6)

3.7.3 Graphical Data Analysis Techniques—Frequency Distributions (cont.)

Mean = 406.5

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3.7 Statistical Analysis of Measurements Subject to Random Errors (7)

3.7.3 Graphical Data Analysis Techniques—Frequency Distributions (cont.)

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3.7 Statistical Analysis of Measurements Subject to Random Errors (8)

3.7.4 Gaussian (Normal) Distribution

, …
n is the number of measurements
where is the mean value of the data set

With , we have:

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3.7 Statistical Analysis of Measurements Subject to Random Errors (9)

3.7.4 Gaussian (Normal) Distribution (cont.)

The effect of this is to change the error distribution curve


into a new Gaussian distribution that has a standard
deviation of one ( 1) and a mean of zero ( 0).
This new form is known as a standard Gaussian curve (or
sometimes as a ), and the dependent
variable is now instead of .

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3.7 Statistical Analysis of Measurements Subject to Random Errors (10)

3.7.5 Standard Gaussian Tables ( !") Area under a Gaussian curve

#$ % – cumulative density function

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3.7 Statistical Analysis of Measurements Subject to Random Errors (11)

3.7.5 Standard Gaussian Tables ( !")

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3.7 Statistical Analysis of Measurements Subject to Random Errors (12)

3.7.5 Standard Gaussian Tables ( !")

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3.7 Statistical Analysis of Measurements Subject to Random Errors (12)

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3.7 Statistical Analysis of Measurements Subject to Random Errors (13)

3.7.5 Standard Gaussian Tables ( !")

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3.7 Statistical Analysis of Measurements Subject to Random Errors (14)

3.7.6 Standard Error of the Mean


 If several subsets are taken from an infinite data population with a Gaussian
distribution, then, by the central limit theorem, the means of the subsets will
form a Gaussian distribution about the mean of the infinite data set.
 The standard deviation of the sample means (called standard error of the
mean, &, is calculated as (The Central Limit Theorem):

when n,   0

where  is the standard deviation of the population, is the measurement of


the sample sets.
 We use the mean value of a finite set of measurements to predict the true
value of the measured quantity, what is the likely error in this prediction?

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3.7 Statistical Analysis of Measurements Subject to Random Errors (14)

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3.7 Statistical Analysis of Measurements Subject to Random Errors (15)

3.7.6 Standard Error of the Mean (cont.)


 A range of one standard deviation (i.e., '() encompasses 68% of the deviations
of sample means either side of the true value. The measurement value obtained
by calculating the mean of a set of n measurements, x1, x2,…, xn, can be
expressed as:

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3.7 Statistical Analysis of Measurements Subject to Random Errors (16)

 A range of one standard deviation (i.e., '2() encompasses 95.4% of the


deviations of sample means either side of the true value. The measurement
value obtained by calculating the mean of a set of n measurements, x1, x2,…, xn,
can be expressed as:

 A range of one standard deviation (i.e., '3() encompasses 99.7% of the


deviations of sample means either side of the true value. The measurement
value obtained by calculating the mean of a set of n measurements, x1, x2,…, xn,
can be expressed as:

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3.7 Statistical Analysis of Measurements Subject to Random Errors (17)

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3.7 Statistical Analysis of Measurements Subject to Random Errors (18)

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3.7 Statistical Analysis of Measurements Subject to Random Errors (19)

3.7.7 Chi-Squared (2) Distribution


To look at distribution of the variance of successive sets of samples of
+ measurements that form part of a Gaussian distribution.
The chi-squared distribution F(2):

a level of
significance ()
= the level of
random chance
100(1-)% of the
area under 2 the
distribution curve

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3.7 Statistical Analysis of Measurements Subject to Random Errors (20)

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3.7 Statistical Analysis of Measurements Subject to Random Errors (21)

 Use of the 2 distribution is to predict the variance 2 of an infinite data


set, given by the measured variance x2 of a sample of , measurements
drawn from the infinite population.

 The boundaries of the range of 2 values expected for a particular level of


significance  can be expressed by the probability expression:

 There is a probability of (1 )% that 2 lies within the range bounded by


for a level of significance of .

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3.7 Statistical Analysis of Measurements Subject to Random Errors (22)

3.7.7 Chi-Squared (2) Distribution (cont.)

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3.7 Statistical Analysis of Measurements Subject to Random Errors (23)

3.7.7 Chi-Squared (2) Distribution (cont.)

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3.7 Statistical Analysis of Measurements Subject to Random Errors (23)

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3.7 Statistical Analysis of Measurements Subject to Random Errors (24)

3.7.7 Chi-Squared (2) Distribution (cont.)

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3.7 Statistical Analysis of Measurements Subject to Random Errors (24)

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3.7 Statistical Analysis of Measurements Subject to Random Errors (25)

3.7.7 Chi-Squared (2) Distribution (cont.)

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3.7 Statistical Analysis of Measurements Subject to Random Errors (26)

3.7.7 Chi-Squared (2) Distribution (cont.)

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3.7 Statistical Analysis of Measurements Subject to Random Errors (27)

3.7.8 Goodness of Fit to a Gaussian Distribution


- All of the analysis of random deviations belong to a Gaussian distribution;
- Goodness of fit tests:
(a) Inspecting the shape of the histogram: The simplest way to test for
Gaussian distribution of data is to plot a histogram and look for a “bell shape”
of the form.
(b) Using a normal probability plot: This line should be a straight line if the
data distribution is Gaussian. However, the careful judgment is required, as
only a finite number of data values can be used and therefore the line drawn
will not be entirely straight even if the distribution is Gaussian.

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3.7 Statistical Analysis of Measurements Subject to Random Errors (28)
Using a normal probability plot

(1/23=4.3%) (6/23=26.1%) (17/23=73.9%) (22/23=95.7%) (23/23=100%)


Range (or bands)

Cumulative number of data items (%)

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3.7 Statistical Analysis of Measurements Subject to Random Errors (29)

3.7.8 Goodness of Fit to a Gaussian Distribution (cont.)


- All of the analysis of random deviations belong to a Gaussian distribution;
- Goodness of fit tests:
(c) The 2 test: The principle of the 2 test is to divide data into p equal width
bins and to count the number of measurements ni in each bin, using exactly
the same procedure as done to draw a histogram. The expected number of
measurements n’i in each bin for a Gaussian distribution is also calculated.

The 2 test then examines whether the calculated value of 2 is greater than
that would be expected for a Gaussian distribution according to some
specified levels of chance.

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3.7 Statistical Analysis of Measurements Subject to Random Errors (30)

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3.7 Statistical Analysis of Measurements Subject to Random Errors (31)

We now calculate the values corresponding to the measurement values (x) at


the upper end of each data bin ( /) and then calculate #$ %. #$ % gives the
proportion of values that are , which gives the proportion of measurements
less than the corresponding values.
(each bin)

(0.037 x 100 = 3.7)


(11.6 – 3.7 = 7.9)
(27.4 – 11.6 = 15.8)
The number of
samples is 100

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3.7 Statistical Analysis of Measurements Subject to Random Errors (32)

In this case, . is the number of bins minus 2, because data are manipulated
twice to obtain the  and  statistical values used in the calculation of n’i.
In this example, . 8 2 6

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3.7 Statistical Analysis of Measurements Subject to Random Errors (33)

3.7.8 Goodness of Fit to a Gaussian Distribution (cont.)


 Note: Not more than 20% of data bins can have a data count less than the
threshold of four if the 2 test is to operate reliably. Otherwise, reduce the
number of pins.

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3.8 Aggregation of Measurement System Errors (1)

 If a measurement is affected by both systematic and random errors that are


quantified as a (systematic errors) and b3 (random errors), the likely
maximum error is:

 Error in a sum:

The absolute errors:


Alternatively,

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3.8 Aggregation of Measurement System Errors (2)

 Error in a sum (cont.)

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3.8 Aggregation of Measurement System Errors (3)

 Error in a difference

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3.8 Aggregation of Measurement System Errors (4)

 Error in a product

Both 4 and are very much less than one in magnitude and thus terms in 43 are
negligible compared with other terms. Therefore, we have,

It is very unlikely that the errors in 3 and will both be at the maximum or minimum
value at the same time. A statistically better estimate of the likely maximum error 5
in product 6, provided that the measurements are uncorrelated, is given by:

NOTE: 5 is calculated in terms of fractional errors.

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3.8 Aggregation of Measurement System Errors (5)

 Error in a product (cont.)

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3.8 Aggregation of Measurement System Errors (6)

 Error in a quotient

The likely maximum error 7 in quotient 8 is:


NOTE: 5 is calculated in terms of fractional errors.

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3.8 Aggregation of Measurement System Errors (7)

 Error in a quotient (cont.)

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3.8 Aggregation of Measurement System Errors (8)

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Homework (1)
1)

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Homework (2)
2)

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Homework (3)
3)

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Homework (4)

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Homework (5)

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VIETNAMESE-GERMAN UNIVERSITY (VGU)

Bui Minh Duong


Lecturer in Electrical Power System
EEIT program, Faculty of Engineering
Email: duong.bm@vgu.edu.vn
Mobile phone: 0918163356

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