MECH 215 Instrumentation and

Measurement
Week 3, Lecture 3
Uncertainty Analysis

January 7, 2009 Page 1

 At the end of this session you
should be able to

Distinguish two types of uncertainty

evaluation
Do a design stage uncertainty analysis
Calculate error of a derived variable
Handle uncertainty/error propagation
from multiple sources

January 7, 2009 Page 2

 The task of uncertainty analysis:
Use available information to estimate the
uncertainty range, ux, in the interval estimate
of the true value:

x ' = x ux ( P% )
For current analysis, assume that the true
value, x is constant (time independent).

January 7, 2009 Page 3

 Two main types of uncertainty
evaluation:
Statistical Uncertainty analysis (Type A in NIST
terminology) based on
series of repeated measurements, and
calibration tests
Judgment based Uncertainty Analysis (Type B
in NIST terminology) based on
previous measurement data,
experience with relevant materials and instruments,
manufacturer's specifications,
data provided in calibration and other reports, and
uncertainties assigned to reference data taken from
handbooks.
January 7, 2009 Page 4
 How do we combine errors:
Worst Case Scenario Method:
K
u x = ( e1 + e2 + ... + e3 ) = e j ( P% )
j =1

Root squares sum (RSS) Method:

K
u x = e12 + e22 + ... + eK2 = j
e 2

j =1
( P% )

We will always use the RSS method.

January 7, 2009 Page 5

 Stages of judgement-based
uncertainty evaluation:

Design stage
Calibration stage
Data acquisition stage
Data reduction stage

January 7, 2009 Page 6

 Design-Stage Uncertainty

We apply design-stage uncertainty analysis

when we dont have the system yet, or have
not tested it yet.
We either rely on the manufacturers data, or
on our own estimates
Major facilities may need to be built and
equipment ordered with considerable lead
time.

January 7, 2009 Page 7

 It is useful for selecting instruments, selecting
measurement techniques, and obtaining an
appropriate estimate of the uncertainty likely to
exist in the measured data.
At this point, the measurement system and
associated procedures are but a concept.
Usually little is known about the instruments,
and in many cases they are still pictures in a
catalog.

January 7, 2009 Page 8

 Design-Stage Uncertainty is made up of two
principle components.

1. Instrument resolution

1
u0 = resolution (95%)
2
2. Instrument uncertainty, uc, (an estimate of the
systematic error for the instrument)

January 7, 2009 Page 9

 Combining design-stage uncertainty.

ud = u + u ( P%)
2
0
2
c

January 7, 2009 Page 10

 Instrument errors are combined from the
manufacturers specs.

January 7, 2009 Page 11

 Why should you care about design
uncertainty analysis?!

January 7, 2009 Page 12

 Sample Problem

Consider the force measuring instrument described

by the following catalog data. Provide an estimate
of the uncertainty attributable to this instrument and
the instrument design stage uncertainty.

Resolution: 0.25 N
Range: 0 to 100 N
Linearity: within 0.20 N over range
Hysteresis: within 0.30 N over range

January 7, 2009 Page 13

 Linearity and Hysteresis are both components of
instrument error that need to be combined.

uL = 0.20 N uH = 0.30 N

uc = u + u
2
L
2
H ( P %)

uc = (0.2) + (0.3) (95%)

2 2

uc = 0.36 (95%)
January 7, 2009 Page 14
 The instrument resolution is given as 0.25N.

1
u0 = resolution (95%)
2
1
u0 = (0.25 N ) (95%)
2

u0 = 0.125 N (95%)

January 7, 2009 Page 15

 The design stage uncertainty is then

ud = u + u ( P%)
2
0
2
c

ud = (.36) 2 + (0.125) 2 (95%)

ud = 0.38 (95%)

January 7, 2009 Page 16

 The calculated design stage uncertainty for this
instrument is only an estimate based on the
information at hand.

Additional information such as, calibration data or

prior use experience could provide justification for
modifying this estimate.

January 7, 2009 Page 17

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January 7, 2009 Page 20
 Bias and Precision Errors
Systematic and Random Errors
Treat an error as:
Precision error if it can be statistically
estimated in some manner (data scatter)
Bias error other-
wise (cannot be
directly discerned
by statistical
methods, e.g. by
repeating mea-
surements).

January 7, 2009 Page 21

 Ways to handle bias errors

Calibration
Alternate (concomitant) method
Interlaboratory comparisons
Experience

January 7, 2009 Page 22

 Precision errors are affected by:

System repeatability and resolution

(measurement system)
Temporal and spatial variations
(measured variable properties)
Operating and environmental conditions
(process)
Measurement repeatability
(measurement procedure and technique)

January 7, 2009 Page 23

 Error Propagation

y y = f ( x tS x )

Uncertainty
where in x
y = f ( x ),

dy
y tSx
dx x= x

Sensitivity
January 7, 2009 Page 24
 Uncertainty propagation from
multiple sources
When the end uncertainty depends on several
sources of error (e.g. power depending on torque and
rpm measurements), we use this equation to
calculate the compound effect of component
uncertainties:
2 2 2
R R R
0.5

( )
L
uR = i u xi
2
= u x1 + u x2 + ... + u xL
i =1 x1 x2 xL

where R = f ( x1 , x2 ,..., xL ) defines the dependence of R on xi

and i = R / xi are component sensitivities of R with respect to
changes in xi .
January 7, 2009 Page 25
January 7, 2009 Page 26
 Next Time

Temperature Measurement

January 7, 2009 Page 27