aoe 3054 - uncertaintyaborgolt/aoe3054/classes/foundationsclass3handouts.pdfdetermining uncertainty...

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AOE 3054 - Uncertainty Relevant to everything from now on. See lab manual, “Basic Concepts in Experiments” and “Experiment 4” (or, How To Estimate Error)

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Page 1: AOE 3054 - Uncertaintyaborgolt/aoe3054/classes/FoundationsClass3Handouts.pdfDetermining Uncertainty in a Derived Result • Consider an experimental result R that is determined from

AOE 3054 - Uncertainty

• Relevant to everything from now on.• See lab manual, “Basic Concepts in

Experiments” and “Experiment 4”

(or, How To Estimate Error)

Page 2: AOE 3054 - Uncertaintyaborgolt/aoe3054/classes/FoundationsClass3Handouts.pdfDetermining Uncertainty in a Derived Result • Consider an experimental result R that is determined from

Accuracy...• Accuracy (same as error):

• Precision

• Repeatability

• Uncertainty

Thoughts

Page 3: AOE 3054 - Uncertaintyaborgolt/aoe3054/classes/FoundationsClass3Handouts.pdfDetermining Uncertainty in a Derived Result • Consider an experimental result R that is determined from

Boeing AH-64A Apache

Page 4: AOE 3054 - Uncertaintyaborgolt/aoe3054/classes/FoundationsClass3Handouts.pdfDetermining Uncertainty in a Derived Result • Consider an experimental result R that is determined from

Uncertainty

• Concept of an uncertainty interval• Determining uncertainty

– in a primary measurement– in a result

• Examples• Using a computer to estimate

uncertainty

Page 5: AOE 3054 - Uncertaintyaborgolt/aoe3054/classes/FoundationsClass3Handouts.pdfDetermining Uncertainty in a Derived Result • Consider an experimental result R that is determined from

Uncertainty Interval• Definition:

The 95% condition is sometimes referred to as “20:1 odds”. Depending on how critical the information being handled is, higher odds are sometimes specified, e.g. 100:1 or 99%

• Representation:-

---- Error bars...

-5

0

5

10

15

20

25

0 1 2 3 4

Distance (cm)

Velo

city

(m/s

)

Page 6: AOE 3054 - Uncertaintyaborgolt/aoe3054/classes/FoundationsClass3Handouts.pdfDetermining Uncertainty in a Derived Result • Consider an experimental result R that is determined from

Determining Uncertaintyin a Primary Measurement

• Primary measurement: E.g. Distance from a dial gage, height from a manometer (not velocity from a Pitot probe)

• Make an informed guess based on :---

-

- other factorsvalidity of measurement schemeoperating outside the design/calibration rangeenvironmental conditionsblunders

- experience

Page 7: AOE 3054 - Uncertaintyaborgolt/aoe3054/classes/FoundationsClass3Handouts.pdfDetermining Uncertainty in a Derived Result • Consider an experimental result R that is determined from

Determining Uncertaintyin a Primary Measurement

Example:

Uncertainty estimate = ??

Page 8: AOE 3054 - Uncertaintyaborgolt/aoe3054/classes/FoundationsClass3Handouts.pdfDetermining Uncertainty in a Derived Result • Consider an experimental result R that is determined from

Determining Uncertaintyin a Primary Measurement

• What you consider an “uncertainty” may not always be an error in the traditional sense. It depends on what you’re hopingto determine from the primary measurement.

E.g. Suppose you aim to determine the mean value of a fluctuating quantity, like the position of a wing spar vibratingin flight, by taking a series of samples…

Page 9: AOE 3054 - Uncertaintyaborgolt/aoe3054/classes/FoundationsClass3Handouts.pdfDetermining Uncertainty in a Derived Result • Consider an experimental result R that is determined from

Determining Uncertaintyin a Derived Result

• Consider an experimental result R that is determined from one or more primary measurements a, b, c… by means of a function f( ), i.e. any derived result.

,...),,( cbafR =• The uncertainty in R due to each of the primary measurements may be determined by multiplying the uncertainty in that measurement by the sensitivity of R to that measurement. Since each of the primary measurements will be independent, the total uncertainty in R is thus,

Page 10: AOE 3054 - Uncertaintyaborgolt/aoe3054/classes/FoundationsClass3Handouts.pdfDetermining Uncertainty in a Derived Result • Consider an experimental result R that is determined from

Example 1: Uncertainty in Velocity from a Pitot-Static

U

patmTatm

Determine the uncertainty in velocity measurements made with the Pitot-static probe and digital manometer used in experiment 3

EquationReadingspo-p = 0.22kPa = 220Papatm = 941.1mBar = 94110PaTatm= 17.0oC = 290.0K

Result

smU /72.19)0.290/287/94110(

2202=

×=

0.22

po-p

Page 11: AOE 3054 - Uncertaintyaborgolt/aoe3054/classes/FoundationsClass3Handouts.pdfDetermining Uncertainty in a Derived Result • Consider an experimental result R that is determined from

Step 1: Primary Uncertainties

Thermometer ?Barometer ?

Manometer ?

p-po δ(p-po) = patm δ(patm) = Tatm δ(Tatm) =

Page 12: AOE 3054 - Uncertaintyaborgolt/aoe3054/classes/FoundationsClass3Handouts.pdfDetermining Uncertainty in a Derived Result • Consider an experimental result R that is determined from

Step 2: Partial Derivatives

)//()(2

atmatm

o

TRpppU −

=

Page 13: AOE 3054 - Uncertaintyaborgolt/aoe3054/classes/FoundationsClass3Handouts.pdfDetermining Uncertainty in a Derived Result • Consider an experimental result R that is determined from

Step 3: Combine Uncertainties

[ ] [ ] [ ]

sm

d

U

/80.0000027.000029.0803.0

50000105.05.00340.0200448.0

)(

222

=++=

×−+×+×=

000105.0

0340.0

0448.0)(

−=∂∂

=∂∂

=−∂

atm

atm

o

pU

TUpp

U

δ(p-po) = 20Pa δ(patm) = 50Paδ(Tatm) = 0.5oC

Page 14: AOE 3054 - Uncertaintyaborgolt/aoe3054/classes/FoundationsClass3Handouts.pdfDetermining Uncertainty in a Derived Result • Consider an experimental result R that is determined from

Step 4. Interpretation

• Since it is (hopefully) a small fraction of the measurement, the accuracy of the uncertainty estimate itself is not that important. (e.g. it wouldn’t change any conclusions here if the uncertainty were 0.6m/s. This is why we can tolerate informed guesswork in determining the uncertainty in the primary measurements.

sm

ppUT

TUpp

ppUU atm

atmatm

atmo

o

/80.0000027.000029.0803.0

)()()()(

)(222

=++=

⎥⎦

⎤⎢⎣

⎡∂∂

+⎥⎦

⎤⎢⎣

⎡∂∂

+⎥⎦

⎤⎢⎣

⎡−

−∂∂

= δδδδ

Page 15: AOE 3054 - Uncertaintyaborgolt/aoe3054/classes/FoundationsClass3Handouts.pdfDetermining Uncertainty in a Derived Result • Consider an experimental result R that is determined from

Example 2: Uncertainty in a Statistical Result

Problem: The deflection ‘y’ of a helicopter rotor blade is measured, once per revolution, over N rotor revolutions. The data is used to estimate the mean and standard deviation σ of the deflection. Assuming the error in the individual deflection measurements is negligible, determine the uncertainty in the mean value.

∑ ==

N

i iyN

y1

1Mean

The HELINOISE Aeroacoustic ROTOR Test in the DNW

40 % geometrically and dynamically scaled highly instrumented main rotor model of the BO-105 helicopter

Page 16: AOE 3054 - Uncertaintyaborgolt/aoe3054/classes/FoundationsClass3Handouts.pdfDetermining Uncertainty in a Derived Result • Consider an experimental result R that is determined from

Step 1: Primary Uncertainties

Step 2: Partial Derivatives

Nyyyy

Ny NN

i iK++

== ∑ =21

1

1

Page 17: AOE 3054 - Uncertaintyaborgolt/aoe3054/classes/FoundationsClass3Handouts.pdfDetermining Uncertainty in a Derived Result • Consider an experimental result R that is determined from

Step 3: Combine Uncertainties

δ(yi) = 2σyNyy

i

1=

∂∂

Page 18: AOE 3054 - Uncertaintyaborgolt/aoe3054/classes/FoundationsClass3Handouts.pdfDetermining Uncertainty in a Derived Result • Consider an experimental result R that is determined from

Step 4: Interpretation

• The uncertainty in the mean value goes as the square root of the number of samples. Most statistical results behave in this way.

Page 19: AOE 3054 - Uncertaintyaborgolt/aoe3054/classes/FoundationsClass3Handouts.pdfDetermining Uncertainty in a Derived Result • Consider an experimental result R that is determined from

Determining Uncertaintyusing a computer

Suppose we write a computer program to determine our result R from the primary measurements a, b, c… We have:

or, as before:

The uncertainty in R may therefore be calculated usingthe same expression:

The only problem is determining the partial derivatives.

Page 20: AOE 3054 - Uncertaintyaborgolt/aoe3054/classes/FoundationsClass3Handouts.pdfDetermining Uncertainty in a Derived Result • Consider an experimental result R that is determined from

Determining Uncertaintyusing a computer

The δ’s musn’t be too large a fraction of the measured quantity – up to 20% is probably OK. (If δ’s are bigger, then just use a smaller fraction and multiply the result accordingly)

This can be done by perturbing, in turn, each of the inputs to our program by its uncertainty, and recording the change in output that results. (The modified program that does this is usually called a jitter program).

Page 21: AOE 3054 - Uncertaintyaborgolt/aoe3054/classes/FoundationsClass3Handouts.pdfDetermining Uncertainty in a Derived Result • Consider an experimental result R that is determined from

ExampleComputing uncertainty in measured Reynolds number

a, b, c

R

Program

,...),,( cbafR =

Page 22: AOE 3054 - Uncertaintyaborgolt/aoe3054/classes/FoundationsClass3Handouts.pdfDetermining Uncertainty in a Derived Result • Consider an experimental result R that is determined from

ExampleCopy calculation into 3 spare columns

Page 23: AOE 3054 - Uncertaintyaborgolt/aoe3054/classes/FoundationsClass3Handouts.pdfDetermining Uncertainty in a Derived Result • Consider an experimental result R that is determined from

Example

a+δa, b, c

R+(∂R/∂a)δa

Program

(∂R/∂a)δa

Page 24: AOE 3054 - Uncertaintyaborgolt/aoe3054/classes/FoundationsClass3Handouts.pdfDetermining Uncertainty in a Derived Result • Consider an experimental result R that is determined from

Example

.)()()()(222

⎥⎦⎤

⎢⎣⎡∂∂

+⎥⎦⎤

⎢⎣⎡∂∂

+⎥⎦⎤

⎢⎣⎡∂∂

= ccRb

bRa

aRR δδδδ

(∂R/∂a)δa(∂R/∂b)δb

(∂R/∂c)δc