Tema 1 Introduction To Measurement Theory-S2020 - Second Part

ETSETB-DEE-UPC ELECTRONIC INSTRUMENTATION & OPTOELECTRONICS
Unit 1. Introduction to measurement theory

• 1.1 Basic metrological terms and concepts
• 1.1.1 What is to measure?
• 1.1.2 Some definitions
• 1.1.3 Source and error classifications
• 1.2 Methods for evaluation of measurement uncertainty

• 2.2.1 Introduction
• 2.2.2 Mathematical modeling of uncertainty
• 2.2.3 Type A uncertainty evaluation
• 2.2.4 Type A uncertainty evaluation
• 2.2.5 Combined uncertainty
• 2.2.6 Uncertainty Budget
1 Juan José Ramos Castro & Mireya Fernández Chimeno

2 Methods for evaluation of measurement uncertainty

2.1 Introduction
The uncertainty in the measurement
Uncertainty of measurement is the doubt that exists about the result of

any measurement. You might think that well-made rulers, clocks and
thermometers should be trustworthy, and give the right answers. But for
every measurement - even the most careful - there is always a margin of
doubt.
A more scientific definition of uncertainty is:

Parameter that characterizes the dispersion of values that can be
reasonably attributed to the measurand
Range of values within which it must be the value of the

measurand with a certain level of confidence (probability that
effectively the value of the measurand is included within this range).

uncertainty calculation:
L: magnitude we want to measure: Measurand
True
Value ?
5.1 5.15 5.3 5.4 5.5
#1 : 5.5 cm.
#2 : 5.4 cm.
#3 : 5.1 cm.
#4 : 5.3 cm. Measurement Results
#5 : 5.15 cm.

Example of uncertainty calculation
#1 : 5.5 cm. What we can do with this measurements set?

#2 : 5.4 cm. We can calculate the average, and an indicator of dispersion for
#3 : 5.1 cm. example the standard deviation
#4 : 5.3 cm.
#5 : 5.1 cm. Mean = 5.28 cm
s = 0.08 cm
But, what about the probability (level of confidence)?
The measured values belong to a probability distribution function,
i.e. t‐student, that give us information about the “shape of error”
Degrees of freedom
(N‐1) Confidence interval
P 90 95 99
1 6.31 12.71 63.66
2 2.92 4.30 9.92
3 2.35 3.18 5.84
¿L? 4
5
2.13
2.02
2.78
2.57
4.60
4.03
6 1.94 2.45 3.71
7 1.89 2.36 3.50
8 1.86 2.31 3.36
9 1.83 2.26 3.25
10 1.81 2.23 3.17
∞ 1,6 1.96 2.58

Example of uncertainty calculation
So, we look at the tables of the probability distribution and see
#1 : 5.5 cm. that for a determinate probability there is a constant (k) that
#2 : 5.4 cm. depends of the number of readings (degrees of freedom in the
#3 : 5.1 cm. case of t‐student distribution.
#4 : 5.3 cm.
5 readings are 4 degrees of freedom, and for a probability of 95%,
#5 : 5.1 cm. we obtain a k constant : k = 2.78 (P = 95%, t‐student (N‐1 = 4))
Now, we express our measurement result as:
L= mean ± k∙ s
¿L? That is: L = 5.28 ± 0.22 cm (k = 2.78)
for a confidence margin of 95%
This should be interpreted as the length can be any value between
4.06 cm and 5.50 cm with a 95% of probability
That is, there is a 5% of probability that the length were less than
4.06 5.28 5.5
4.06 cm and more than to 5.50 cm .
P=95%
2 Methods for evaluation of measurement uncertainty

2.2 Mathematical model of uncertainty
The uncertainty estimation comes from a model of the

measurement process in which all the factors that can
affect the outcome of the measurement are included.
So the measurand (Y) can be modeled as a function of

several variables:
Y  f ( X1 , X 2 ,..., X n )
An estimate of the measurand (y) can be obtained from
estimates of the input variables (xi):
y  f  x1 , x2 ,.... xn 
Each estimator input variables xi has an associated
standard uncertainty u(xi), the uncertainty of the
measurand will depend on the uncertainty of the input
variables.
uc ( y )  g (u ( x1 ), u ( x2 )...., u ( xn ))
uc (y) is known as the combined uncertainty, because it is a

combination of the uncertainties of the input variables
u c ( y)  g (u ( x 1 ), u ( x 2 )...., u ( x n ), x 1 , x 2 ....x n )
To estimate the uncertainty of y is necessary to know the
uncertainty of each of the input variables . For this, ISO
Guide to the expression of uncertainty in measurement
describes two methods:
Type A evaluation: Use of statistical methods from a number

of independent observations of the quantity to be measured
under the same measurement conditions
Type B evaluation: use other methods (not statistical)

coming from scientific judgment (analysis of instrument
specifications, prior arrangements, calibration certificates
etc.)

2.3 Type A uncertainty evaluation

Based on statistical methods:
A set of measurements is needed.
- Measurements without bias.
- No change in the measurement conditions during the test.
- In order to have statistical significance the measurements must be
statistically independent.
True Value estimate :

f.d.p Arithmetic mean
true value: 
N
1
q
N
 qk
k 1
Dispersion estimate:
Adjusted standard deviation
sample
2
1 n
sq    qk  q 
popuation N  1 k 1

N independent measurements.
N
1
Arithmetic Mean q
N
 qk
k 1
2
Adjusted standard sq  
1 n
 qk  q 
deviation N  1 k 1
s(q)
Experimental standard u (q )  s(q ) 
N
deviation of the mean
s(q2 )
s(q1)
u(q2 ) q2 q1 u(q1)

Considerations:
The number of observations N must be high enough so

that the average q is a good estimator of the expected
value of the population ()
When the population variance is known (2(q)) the type A

uncertainty is calculated:
 (q)
u (q )  s(q ) 
N
If the N observations are not independent the uncertainty

is calculated taking into account the correlation.

Methodology to follow:
1 - Make N independent measurements

2 - Remove aberrant readings
3 - Correct systematic effects
4 - Calculate the arithmetic mean
5 - Calculate the adjusted standard deviation
6 - Calculate the uncertainty
 (q)
u (q )  s(q ) 
N

Example:
In a calibrated multimeter 10 measures of a resistance of 1 k  5%
are performed.
# 1 2 3 4 5 6 7 8 9 10
R () 1013 1016 1010 1009 1015 1017 1008 1250 1014 1012
Estimate the value of the resistor and the standard uncertainty of
the measurement.
Step 1: Analysis of the values obtained
The measurement number 8 is aberrant (with a tolerance of 5% in
the resistance the values obtained should be between 950  and
1050 ). Therefore we eliminate this reading.
Step 2: Correction values

As the meter is calibrated, no correction is required .
𝑹 𝟏𝟎𝟏𝟐, 𝟕 𝛀 𝒔 𝑹 𝟑, 𝟐𝛀 𝒔 𝑹 𝟏, 𝟏𝛀

The interval defined by q  u( q ) should be interpreted as follows:
The true value of the measure (q) will be included in the interval q  u( q )
with a probability of 68.27%.
This is true as long as q have a normal distribution.
On the other hand, you may want to express the result of the
measurement with an interval with a different probability (eg 95%).
But q does it have a normal distribution?
q is obtained from a weighted sum of N independent random variables.

N
1
q
N
 qk
k 1

Central Limit Theorem
By the central limit theorem the function of probability distribution of q

will approach a normal distribution if N , the contributions of each of
the observations (qi) are small compared to N (2( q ) < 2(qi))
We define a confidence interval with a risk , the interval containing the

true value of the measure (q) with probability 1- (confidence level).
If the population variance (2(q)) is known and the number of

observations (N) is high enough to assume that q follows a normal
(Gaussian) distribution , then the confidence interval is defined as:
 (q) (q) 
Pr ob  q  k   q qk   Pr obq  k  u( q )  q  q  k  u( q )  1  
 n n 
where k · u (q ) is known as expanded uncertainty (U (q)) and k is
known as the coverage factor.

Normal Distribution
k is obtained from the Normal distribution tables.
For = 0,05 (confidence level 95%) k=1,96 (K=2).
For = 0,01 (confidence level 99%) k=2,58.
t-student distribution
When the number of measurements N is small the coverage factor will be
obtained in the tables of t-Student distribution with N-1 degrees of freedom.
When N is large, the t-Student distribution becomes the normal distribution.
Degrees of freedom
Confidence interval
(N‐1)
P 90 95 99
1 6.31 12.71 63.66
2 2.92 4.30 9.92
3 2.35 3.18 5.84
4 2.13 2.78 4.60
5 2.02 2.57 4.03
6 1.94 2.45 3.71
7 1.89 2.36 3.50
8 1.86 2.31 3.36
9 1.83 2.26 3.25
10 1.81 2.23 3.17
∞ 1,6 1.96 2.58 t-student distribution, for different
degrees of freedom

2.4 Type B uncertainty evaluation
It use all possible information related to the magnitude

being measured.
data from previous measurements

Knowledge of the behavior of materials and tools
manufacturers specifications
calibration certificates data
...
It is not based on statistical methods, but on scientific
judgment.
A probability distribution function is assigned to each item

of information available, and the uncertainty is computed
using this pdf.

Probability Density Functions
Uniform distribution: All values within the range are equally

likely and the probability outside the range in question is null.
It is used when only the limits of the parameter being evaluated

are known. (for instance in the accuracy of equipment). It is the
distribution that gives a more pessimistic estimate .
If uncertainty obtained using the uniform distribution is much

larger than the uncertainty of the other components under
consideration, it is recommended to evaluate the uncertainty
following another path.
1/(a+-a-) a
a a
u ( x) 
a+ 3
a-

Normal distribution: This distribution is important because it

represents the statistical behavior of most of the phenomena that
occur in nature. It is the least pessimistic way of estimating the
uncertainty as it is the estimation with a lower standard
deviation. Usually the calculation is performed considering
uncertainty limits ± a, comprise a certain percentage of the
distribution
Nivel de
k confianza
1 68,27%
-a +a 1,645 90%
1,96 95%
a 3 99,73%
u ( x) 
k
Probability density functions
Triangular distribution: This distribution, as uniform distribution, is

used when the likelihood outside of the interval considered is zero.
However, the triangular distribution considers that there is greater
chance in the middle of the range than at the ends. (indeed gives a
more realistic approach to the uniform distribution where a sudden
jump in the probability at the ends of the pdf)
It offers a less conservative estimate of the uncertainty uniform

distribution but more severe than the normal distribution.
2/(a+-a-)
a- a+ a
a a
u ( x) 
6


U Distribution: It is used when it is known that the values of
the variable being analyzed have a sinusoidal cyclic behavior.
-a a a
u ( x) 
2

Probability density functions

Summary
f ( x) 
1
u ( x) 
a  a 1/(a+-a-)
a  a 12
a
a a
1
if a+ =a- =a f ( x)  u ( x)  a+
2a 3 a-

 x   2
1 a
f ( x,  ,  )  e 2 2
u ( x) 
2  k
-a +a
x  a
2/(a+-a-)
 2 a  x 0 a
f ( x)   a u ( x) 
ax 6
 2 0 xa
 a a- a+
a a
1 a
f ( x)  a  xa u ( x) 
 a x
2 2
2
-a a
Juan José Ramos Castro & Mireya Fernández Chimeno
2.5 Combined uncertainty

Generally, the result of a measurement is a combination of
several input parameters or variables xi.
y  f x1 , x2 ,....xn 
The uncertainty is then a combination of the uncertainties of

the input variables
u c ( y )  g (u ( x1 ), u ( x2 )...., u ( xn ), x1 , x2 ....xn )
The combined uncertainty is calculated as:

N
uc ( y)  
i 1
ui2 ( y )
f
u i ( y )  c i  u ( xi ) ci 
xi
The input variables are considered to be independents.

If the input variables are not independents, the combined

uncertainty is calculated as:
N N N N1 N
uc (Y)   c  c k  ux i , x k   c  u ( x i )  2    c i  c k  ux i , x k 
2 2
i i
i 1 k 1 i 1 i 1 k i 1
Where ci is the sensitivity coefficient and u(xi, xk) is the

covariance between xi and xk magnitudes that can be obtained
from the standard uncertainties of both magnitudes and its
correlation coefficient:
u( x i , x k )  u( x i )  u( x k )  r( x i , x k )
Where : -1 < r(xi,xi) < 1

2.6 Uncertainty Budget

In order to sort all the information necessary for calculating the
combined uncertainty an uncertainties budged is constructed
Magnitud Estimación Incertidumbre típica fdp ci Contribución
X1 x1 u(x1) ... c1 c1·u(x1)
X2 x2 u(x2) ... c2 c2·u(x2)
... ... ... ... ... ...
XN xN u(xN) ... cN cN·u(xN)
Y y uc(Y)

Combined Uncertainty Example.

You want to characterize a sensor that can be modeled as a voltage source
with an output resistance 10 k   1k. The voltage is measured with a
multimeter with input impedance 10 M   0.1 M  with a coverage factor
k = 3, and an accuracy of 0.0035% of reading + 0.0005% of range. Get the
equation to estimate the value of the voltage source and estimate its
uncertainty.
R in
Vm  Vs
Rg R in  R s
 
+
R
Vs  1  s   Vm

Vg Vm Rin
 R in 
-
 10k 
Vs  1    99.9V  100 V
 10 M  
To know a little bit more:

http://www.npl.co.uk/publications/good-practice-online-modules
http://www.bipm.org/

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ETSETB-DEE-UPC ELECTRONIC INSTRUMENTATION & OPTOELECTRONICS

Unit 1. Introduction to measurement theory

• 1.2 Methods for evaluation of measurement uncertainty

1 Juan José Ramos Castro & Mireya Fernández Chimeno

2 Methods for evaluation of measurement uncertainty

The uncertainty in the measurement

Uncertainty of measurement is the doubt that exists about the result of

A more scientific definition of uncertainty is:

Range of values within which it must be the value of the

2 Juan José Ramos Castro & Mireya Fernández Chimeno

L: magnitude we want to measure: Measurand

5.1 5.15 5.3 5.4 5.5

3 Juan José Ramos Castro & Mireya Fernández Chimeno

Example of uncertainty calculation

#1 : 5.5 cm. What we can do with this measurements set?

4 Juan José Ramos Castro & Mireya Fernández Chimeno

Example of uncertainty calculation

2 Methods for evaluation of measurement uncertainty

The uncertainty estimation comes from a model of the

So the measurand (Y) can be modeled as a function of

uc (y) is known as the combined uncertainty, because it is a

Type A evaluation: Use of statistical methods from a number

Type B evaluation: use other methods (not statistical)

7 Juan José Ramos Castro & Mireya Fernández Chimeno

2.3 Type A uncertainty evaluation

True Value estimate :

8 Juan José Ramos Castro & Mireya Fernández Chimeno

9 Juan José Ramos Castro & Mireya Fernández Chimeno

The number of observations N must be high enough so

When the population variance is known (2(q)) the type A

If the N observations are not independent the uncertainty

10 Juan José Ramos Castro & Mireya Fernández Chimeno

1 - Make N independent measurements

11 Juan José Ramos Castro & Mireya Fernández Chimeno

Step 2: Correction values

12 Juan José Ramos Castro & Mireya Fernández Chimeno

The interval defined by q  u( q ) should be interpreted as follows:

This is true as long as q have a normal distribution.

But q does it have a normal distribution?

q is obtained from a weighted sum of N independent random variables.

13 Juan José Ramos Castro & Mireya Fernández Chimeno

Central Limit Theorem

By the central limit theorem the function of probability distribution of q

We define a confidence interval with a risk , the interval containing the

If the population variance (2(q)) is known and the number of

14 Juan José Ramos Castro & Mireya Fernández Chimeno

15 Juan José Ramos Castro & Mireya Fernández Chimeno

2.4 Type B uncertainty evaluation

It use all possible information related to the magnitude

data from previous measurements

A probability distribution function is assigned to each item

16 Juan José Ramos Castro & Mireya Fernández Chimeno

Probability Density Functions

Uniform distribution: All values within the range are equally

It is used when only the limits of the parameter being evaluated

If uncertainty obtained using the uniform distribution is much

17 Juan José Ramos Castro & Mireya Fernández Chimeno

Probability Density Functions

Normal distribution: This distribution is important because it

Probability density functions

Triangular distribution: This distribution, as uniform distribution, is

It offers a less conservative estimate of the uncertainty uniform