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Uncertainty Analysis
ME 310 – Engineering
Experimentation I
Only two things are infinite,
the universe and human stupidity,
and I’m not sure about the former.
- Albert Einstein
Measurement Errors
• Now that we know how to quantify errors, we have to
apply these to sensors and DAQ systems and the
experiments we perform with them
• Just as we did with sample measurements, we wish to
express measurement uncertainty as
• To do this with some assurance, we would like to
determine the error of each component or portion of the
exper€im ent or procedure and determine the total error
Determination of Total Error
• At minimum, determine total error by finding error due to
equipment (bias) and due to environment (precision)
• If possible, find error of each component or portion of
experiment to determine where error may be minimized
• Errors propagate in post-processing phase
– Quantities that are non-linear functions of a
measurement or functions of multiple measurements
will errors based upon the functional relationship
Bias and Single-Sample Uncertainty
• Provides no direct evidence of either bias
error’s
magnitude or its presence
• Can only be found definitively by repeating
measurement
on another piece of equipment, which is
seldom done
• Estimated by examining
– Applicability of handbook or manufacturers
values for
physical properties used
– Calibration; standards used during
calibration
procedure
Contribution of Bias & Precision Error
• Both bias and precision errors are present in an experiment
• The precision is measured; the bias error is usually
determined from equipment vendor specs
• The total error is the vector sum of these errors
• Note that errors in estimating each error affect your value
of the total error
Propagation of Uncertainty
• Assume that a calculated result y is a function of several different
measured variables x1, x2, x3,…,xn having uncertainties u1, u2, u3,…,un
.
If the individual uncertainties are statistically independent the uncertainty
of y is:
Example: Determine the uncertainty of the estimate of a
cylinder’s density from measurements of its mass, diameter,
and
length:
Measurement Procedure & Sources of Error
Sources of Error
• Calibration
• Data Acquisition
• Post-Processing and data reduction
• Even assuming no mistakes are made, there are
multiple
possibilities of errors in each step
• Any of these can be bias or precision; in general
– Precision: random and can be statistically estimated
– Bias: typically fixed and must be estimated by
comparison
General Procedure
• Determine possible sources of error
• Obtain bias errors from vendor specs for each
component
or subsystem of the measurement system
• Calibrate the instruments before the experiments
• Determine maximum reasonable number of
measurements
possible
• Statistically find the precision errors; determine
confidence
• Find sums of precision and bias errors
• Find total error
Approaches for Minimizing Experimental Error
• Best time to minimize error is in experiment’s design stage
• Perform an uncertainty analysis before an experiment is built
• General precautions to observe during the design of an experiment
– Avoid approaches that require two large numbers to be measured in
order
to determine the small difference between them
– Design experiments or sensors that amplify the signal strength in
order to
increase sensitivity
– Build null designs where the output is measured as a change from
zero
(reduces bias and precision error – e.g. Wheatstone Bridge)
– Avoid experiments in which large correction factors are required
– Attempt to minimize the influence of measuring system on the
measurand
– Calibrate entire systems, rather than individual components, to
minimize
calibration-related bias error
Summary
Use z- or t-tables to determine confidence from means and
standard deviations
Total error = vector sum of precision and bias errors
Propagation of error is vector sum of all errors

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Presentation5.ppt

  • 1. Uncertainty Analysis ME 310 – Engineering Experimentation I Only two things are infinite, the universe and human stupidity, and I’m not sure about the former. - Albert Einstein
  • 2. Measurement Errors • Now that we know how to quantify errors, we have to apply these to sensors and DAQ systems and the experiments we perform with them • Just as we did with sample measurements, we wish to express measurement uncertainty as • To do this with some assurance, we would like to determine the error of each component or portion of the exper€im ent or procedure and determine the total error
  • 3. Determination of Total Error • At minimum, determine total error by finding error due to equipment (bias) and due to environment (precision) • If possible, find error of each component or portion of experiment to determine where error may be minimized • Errors propagate in post-processing phase – Quantities that are non-linear functions of a measurement or functions of multiple measurements will errors based upon the functional relationship
  • 4. Bias and Single-Sample Uncertainty • Provides no direct evidence of either bias error’s magnitude or its presence • Can only be found definitively by repeating measurement on another piece of equipment, which is seldom done • Estimated by examining – Applicability of handbook or manufacturers values for physical properties used – Calibration; standards used during calibration procedure
  • 5. Contribution of Bias & Precision Error • Both bias and precision errors are present in an experiment • The precision is measured; the bias error is usually determined from equipment vendor specs • The total error is the vector sum of these errors • Note that errors in estimating each error affect your value of the total error
  • 6. Propagation of Uncertainty • Assume that a calculated result y is a function of several different measured variables x1, x2, x3,…,xn having uncertainties u1, u2, u3,…,un . If the individual uncertainties are statistically independent the uncertainty of y is:
  • 7. Example: Determine the uncertainty of the estimate of a cylinder’s density from measurements of its mass, diameter, and length:
  • 8. Measurement Procedure & Sources of Error
  • 9. Sources of Error • Calibration • Data Acquisition • Post-Processing and data reduction • Even assuming no mistakes are made, there are multiple possibilities of errors in each step • Any of these can be bias or precision; in general – Precision: random and can be statistically estimated – Bias: typically fixed and must be estimated by comparison
  • 10. General Procedure • Determine possible sources of error • Obtain bias errors from vendor specs for each component or subsystem of the measurement system • Calibrate the instruments before the experiments • Determine maximum reasonable number of measurements possible • Statistically find the precision errors; determine confidence • Find sums of precision and bias errors • Find total error
  • 11. Approaches for Minimizing Experimental Error • Best time to minimize error is in experiment’s design stage • Perform an uncertainty analysis before an experiment is built • General precautions to observe during the design of an experiment – Avoid approaches that require two large numbers to be measured in order to determine the small difference between them – Design experiments or sensors that amplify the signal strength in order to increase sensitivity – Build null designs where the output is measured as a change from zero (reduces bias and precision error – e.g. Wheatstone Bridge) – Avoid experiments in which large correction factors are required – Attempt to minimize the influence of measuring system on the measurand – Calibrate entire systems, rather than individual components, to minimize calibration-related bias error
  • 12. Summary Use z- or t-tables to determine confidence from means and standard deviations Total error = vector sum of precision and bias errors Propagation of error is vector sum of all errors