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AAE 520 Uncertainity and System Response
AAE 520 Uncertainity and System Response
AAE 520 Uncertainity and System Response
Measurement Uncertainty
References
Coleman,H.W and Steele,W.G. Experimentation and Uncertainty Analysis for Engineers, John
Wiley & Sons, 1989
Matlab Signal Processing Toolbox Manual
LabView Manual
Software
Matlab
LabView
P h y s ic a l In p u t S ig n a l
T ran s d u c er C ir c u it
P ro p e rty C o n d it io n e r
T r a n s m is s io n
P r o c e s s in g D is p la y
Areas of Concern
•.Accuracy
•.Static Sensitivity
•.Frequency Response
•.Loading (Impedance Matching)
Purdue University - School of Aeronautics and Astronautics
AAE 520 Experimental Aerodynamics
“degree of goodness”
Anyone comparing results of a mathematical model with experimental data (and perhaps also
with the results of other mathematical models) should certainly consider the "degree of goodness"
of the data when drawing conclusions based on the comparisons. In Figure a the results of two
different mathematical models are compared with each other and with a set of experimental data.
In Figure b the same information is presented, but a range representing the likely amount of error
in the experimental data has been plotted for each data point.It should be immediately clear that
once the "degree of goodness" of the data is taken into consideration, it is fruitless to argue for
the validity of one model over another based only on how well the results match the data.
(a) quick-sort
Flow visualization is used to establish the global nature of a flowfield. The visual results are then used to
determine where to place probes.
In development work, one needs to know whether something will work. A fast low cost yes or no answer
is needed.
In such a cases uncertainty analysis is not essential.
Replication Levels
Three different replication levels are
Zeroth Order is described by the following conditions time is frozen; the display of
each instrument is considering to be invariant A single sample is taken.
The values of uncertainty at this level are often assigned "one-half the smallest
scale division" or some similar rule of thumb.
First Order: At this order, time is the only variable; with the experiment running, the
display for each instrument is assumed to vary stochastically about a stationary
mean. The first order uncertainty interval includes the timewise variation of the
display and its interpolation uncertainty. Valid estimates of the mean and standard
deviation are obtained.
N'th Order: At this order, time and the instrument identities are considered to be
variables. For each conceptual replication, each instrument is considered to have
been replaced by another of the same type.
An example is the wind tunnel measurements of aircraft model drag in various
facilities around the world using the same model.
Measurement Error
True Value
NBS Standard True Average
Bias Error
Systematic Error xk Measured Value
Remains Constant During Test
Estimated Based On Calibration
or judgement Bias Error Random Error
k
Precision ( Random Error )
Index - Estimate of Standard
Deviation
Total Error
k
k = k
Purdue University - School of Aeronautics and Astronautics
AAE 520 Experimental Aerodynamics
Errors
• Accuracy
– Measure of how close the result of the experiment comes to
the “true” value
• Precision
– Measure of how exactly the result is determined without
reference to the “true” value
• Bias Error
– Reproducible inaccuracy introduced by calibration or
technique. Sometimes this error is correctable
• Random Error
– Indefiniteness of result due to finite precision of experiment.
Measure of fluctuation in result after repeated experimentation
The normal distribution is a two parameter family of curves. The first parameter, , is the mean.
The second, , is the standard deviation.
The usual justification for using the normal distribution for modeling is the Central Limit Theorem
which states (roughly) that the sum of independent samples from any distribution with finite mean and
variance converges to the normal distribution as the sample size goes to infinity.
( x )2
1
4.5
y e 2 2 4.0
2
3.5
3.0
2.5
sigma,
Y
2.0
0.5
0.0
0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
Parameter Estimation.
A desirable criterion in a statistical estimator is unbiasedness. A statistic is unbiased if the expected
value of the statistic is equal to the parameter being estimated.
Unbiased estimators of the parameters, , the mean, and , the standard deviation are:
x i
estimate of the mean,
x 1
N [ mean(data) ]
i
( x x ) 2
Data Sample
Signal from Hot Wire in a Turbulent Boundary Layer
Output from an A/D Converter (in counts) at Equal Time Intervals
980
960
940
920
Amplitude
900
880
860
840
820
800
0 20 40 60 80 100
Time
800
700
600
500
400
300
200
100
0
850 900 950 1000 1050 1100
Mean
95% Confidence Intervals
0.20
0.18
s/x 1.0
x (1 t95
0.14
)
N
0.12
Error
0.10
x (1 error ) 0.08
.5
0.06
.3
0.04
.2
0.02 .1
0.00 .05
100 1000 10000
Number of Samples
Standard Deviation
95% Confidence Interval
nS 2 nS 2
2 2
p1 (n 1)
2
p2 (n 1)
N
2 - Chi Square Distributi on
(x x)
i
2
For 95% Confidence Interval
S 1
N 1 1
p1 (1 Confidence interval) .025
2
1
p2 (1 Confidence interval) .975
2
For n 100
1
2 ( p 2(n 1) 1)
2
2
Purdue University - School of Aeronautics and Astronautics
AAE 520 Experimental Aerodynamics
Standard Deviation
95% Confidence Interval
1.01
p1= .025
1.00
True Value/Estimated Value
0.99
0.98
0.97
p2= .975
0.96
0.95
0.94
0.93
100 1000 10000
Number of Samples
Propagation of Errors
General Uncertainty Analysis
Substituting for Q
2
1 N
dQ dQ
S Q2
N 1
1
(
dx1
1
dx2
2 ...) n
2
1 dQ N
dQ dQ N
S Q2
N 1 dx1
1
21 2( )(
dx1 dx2
) 1
1 2 ..........
2 N
dQ dQ dQ N
dx
2
1
22 2( )(
dx2 dx3
)
1
2 3 ........
2 2
dQ 1 N
2 dQ 1 N
S Q
2
dx1 N 1
1
dx2 N 1
22 .........................
1 1
N
1
But S1 2
1 x1
is the standard deviation in the measurement
N 1
. 1
Q
Therefore, the standard deviation in the calculated result is
2 2
dQ 2 dQ 2
SQ S S
1 dx 2 .........
dx
1 2
.Perform a statistical analysis of data where appropriate. A statistical analysis is only appropriate
when measurements are repeated several times. If this is the case, make estimates of such
parameters as standard deviation, etc.
.Estimate the uncertainties in the results. We have discussed uncertainties at length. Hopefully,
these calculations will have been performed in advance, and the investigator will already know
the influence of different variables by the time the final results are obtained.
.Anticipate the results from theory. Before trying to obtain correlations of the experimental data,
the investigator should carefully review the theory appropriate to the subject and try to glean
some information that wi11 indicate the trends the results may take. Important dimensionless
groups, pertinent functional relations, and other information may lead to a fruitful interpretation of
the data.
.Correlate the data. The word "correlate" is subject to misinterpretation. In the context here we
mean that the experimental investigator shou1d make sense of the data in terms of physical
theories or on the basis of previous experimental work in the field. Certainly, the results of the
experiments should be analyzed to show how they conform
(Ref. Holman, to or differ
J. P., ”Experimental from
Methods previous
for Engineers")
Purdue University - School of Aeronautics and
investigations or standards that may be employed for such measurements.Astronautics
AAE 520 Experimental Aerodynamics
Design of experiments
Using Uncertainty Analysis
Other Issues
• Threshold
• Resolution
• Linearity
• Hystersis
N 2 N 2
d i 0 d i 0
m 1 b 1
xi , yi
d i yi y
y
Uncertainty
y mx b N
i
b 2
d
y 1
x n2
e( a ) f ( x, a ) y ( x )
2
where e(a) is the error, y(x) is the observed data set, f(x,a) is the functional
description of the data set, and a is the set of curve coefficients which best
describes the curve.
To solve this system, you set up and solve the Jacobian system generated
by expanding equation. After you solve the system for a, you can
obtain an estimate of the observed data set for any value of x using the
functional description f(x, a).
4.5
Polynomial Fits 4
2.5
1.5
4th Order
1
20 40 60 80 100 120 140 160 180 200
Velocity (ft/sec)
5.5 5
5 4.5
4.5
4
Hot Wire Output (volts)
Linear
2.5
2.5
1.5
2
1.5
2nd Order
1 1
20 40 60 80 100 120 140 160 180 200 20 40 60 80 100 120 140 160 180 200
Velocity (ft/sec) Velocity (ft/sec)
Oscilloscope
The oscilloscope is basically a graph-displaying device -- it draws a graph of
an electrical signal. In most applications the graph shows how signals
change over time: the vertical (Y) axis represents voltage and the horizontal
(X) axis represents time. The intensity or brightness of the display is
sometimes called the Z axis.
V e r t ic a l P la t e s
H o r iz o n t a l P la t e s
E le c tr o n
B eam
Analog Oscilloscope C R T
S c re e n
V e r t ic a l A m p lif ie r D e la y T im e B a s e
V o lts /D iv L in e A m p lif ie r
I n p u t S ig n a l S w e e p G e n e ra to r
(W a v e fo rm to b e T r ig g e r S a w to o th W a v e fo rm
O b s e rv e d ) T im e / D iv
Digital Oscilloscope
In p u t
A /D C PU
A m p
B u ss
M e m o ry
D /A C R T
In p u t
( T r ig g e r ) C o m p u te r
A /D In te r f a c e
A m p
K e y b o a rd
In p u t D is k
D e v ic e A /D C o n v e rte r
B u ss
M e m o ry
C R T
O u tp u t P r in t e r
D e v ic e D is k
D /A C o n v e rte r
Purdue University - School of Aeronautics and Astronautics
AAE 520 Experimental Aerodynamics
101011
A /D
C o n v e rte r
S a m p le d A n a lo g
I n p u t S ig n a l D ig it a l O u t p u t
B b it s /S a m p le
111
110
D ig it a l 101
O u tp u t 100
011
010
001
000 0 F u ll
1 /2 L S B S c a le
A n a lo g I n p u t
Purdue University - School of Aeronautics and Astronautics
AAE 520 Experimental Aerodynamics
Conversion Rate is the speed at which an ADC or DAC can make repetitive data conversions.
Input Impedance of an ADC describes the load placed on the analog source.
Number of Channels
y Kx (t )
0.7
Amplitude
0.6 0.6
0.5 0.5
0.4 0.4
0.3 0.3
0.2 0.2 2
1
0.1 0.1
0
.5
0
0 2 4 6 8 10 0 2 4 6 8 10
t / t /
tan 1 ( )
Amplitude Decrease and Phase Shift 0
Gain dB
Sinusoidal Response - First Order System -10
1
0.8Input -20
0.6
-30 -1
amplitude
0.4 0 1
10 10 10
0.2
Output 0
0
Phase deg
-0.2 -30
-0.4
-0.6 -60
-0.8 -90
-10 0.5 1
time
1.5 2 2.5 10
-1
0
10
1
10
Amplitude
1.2
1 - critical damping - no oscillations
.7 - for fastest response 1
5% overshoot 0.8
System comes to5% of static value 0.6
in half the time for critically damped 0.4
systems
0.2
0
0 5 10 15 20
nt
Amplitude
(dB)
Phase
(deg)
/ n
Purdue University - School of Aeronautics and Astronautics
AAE 520 Experimental Aerodynamics
0.8
Logarithmic Decrement
0.6 x1 e nt
ln( ) ln n (t ) n
0.4 x2 e
2
Amplitude
0.2
0
n 1 2
2
-0.2 2
1 2
-0.4
-0.6
-0.8
0 20 40 60 80 100
1 1
A m p litud e R a tio
A m p litud e R a tio
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
0 0
0 10 20 30 40 50 0 10 20 30 40 50
Frequency (Hz) Frequency (Hz)
1.2 1.2
1 1
A m p litud e R a tio
A m p litud e R a tio
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
0 0
0 10 20 30 40 50 0 10 20 30 40 50
Frequency (Hz) Frequency (Hz)
1.2
1
Rp / 20
Elliptic Filter
10 Pass Band Ripple
0.8
Amplitude Ratio
0.6 [b,a]=ellip(5,1,20,.5)
0.4
0.2
10 Rs / 20 Stop Band Ripple
0
0 10 20 30 40 50
Frequency (Hz)
200
150
100
Phase (degrees)
50
-50
-100
-150
-200
0 10 20 30 40 50
Frequency (Hz)
Purdue University - School of Aeronautics and Astronautics
AAE 520 Experimental Aerodynamics
1 1 1
Magnitude
Magnitude
0.4 0.4 0.4
0 -1 0 1
0 -1 0 1
0 -1 0 1
10 10 10 10 10 10 10 10 10
Frequency Frequency Frequency
1 1
0.8 0.8
0.6 0.6
Magnitude
Magnitude
0.4 0.4
0.2 0.2
0 -1 0 1
0 -1 0 1
10 10 10 10 10 10
Frequency Frequency
N= 5 N= 10
0.8
N= 2
0.6
Magnitude
0.4
0.2
0 -1 0 1
10 10 10
Frequency
Example Signal
Fs = 100;
t = 0:1/Fs:1;
x =.5+ sin(2*pi*t*5)+.25*sin(2*pi*t*40);
% DC plus 5 Hz signal and 40 Hz signal sampled at 100 Hz for 1 sec
2
Total Signal
DC Level 1.5
1 Low Frequency
Amplitude (volts)
Signal
0.5
0 High Frequency
-0.5
-1
0 0.2 0.4 0.6 0.8 1
Time (sec)
Original
A m p li t u d e ( v o lts )
1 1.5
Cheby2
0.8
Recovers 1 Signal
Amplitude Ratio
Low Pass
DC + 3Hz
0.5
Filter
0.6
0
0.4
Filtfilt
-0.5
0.2
-1
0 0 0.2 0.4 0.6 0.8 1
0 10 20 30 40 50 Time (sec)
Frequency (Hz)
1.2 2
A m p li t u d e ( v o lts )
1.5
1
0.8
Cheby2 Recovers 1
Amplitude Ratio
High Pass
40 Hz
0.5
0.6
0
0.4
-0.5
0.2
-1
0 0 0.2 0.4 0.6 0.8 1
0 10 20 30 40 50 Time (sec)
Frequency (Hz)
1.2 2
A m p li t u d e ( v o lts )
1.5
1
Cheby2 1
0.8
Recovers
Amplitude Ratio
0.6
Band Pass 0.5
3Hz
0
0.4
-0.5
0.2 -1
-1.5
0 0 0.2 0.4 0.6 0.8 1
0 10 20 30 40 50 Time (sec)
Frequency (Hz)
1.2 2
A m p li t u d e ( v o lts )
1 1.5
0.8
Recovers 1
Amplitude Ratio
Cheby2
DC + 40Hz
0.6 0.5
-0.5
0.2
-1
0 0 0.2 0.4 0.6 0.8 1
0 10 20 30 40 50 Time (sec)
Frequency (Hz)
b= 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1
a= 1.0
1 2
0.9
1.5
0.8
0.7
A mplitude Ratio
Amplitude (volts)
1
0.6
0.5 0.5
0.4
0
0.3
0.2
-0.5
0.1
0 -1
0 10 20 30 40 50 0 0.2 0.4 0.6 0.8 1
Frequency (Hz) Time (sec)