Uncertainty of Measurements JMSeynhaeve

TERM
12/4/2007
Measurements and uncertainty of

measurements
How to be sure of the uncertainty ?
Jean-Marie SEYNHAEVE
Unit TERM UCL
seynhaeve@term.ucl.ac.be
Measurement and uncertainty of measurements Principles and standards
Applied Regression analysis Generalised ordinary linear fitting
Measurement device calibration and use
Traceability in measurement Dissipation of the information
Redundancy in the information Lagrange multipliers
References and acknowledgment
Measurement and uncertainty of measurement
Measurement and uncertainties of measurement - Principles

Reference : GUM - Guide to the expression of the uncertainty in measurement
Approved by :
BIPM
Bureau international des poids et mesures
CEI
Commission lectrotechnique internationale
FICC
Fdration internationale de chimie clinique
ISO
International standard organization
OIML Organisation internationale de mtrologie lgale
UICPA Union internationale de chimie pure et applique
UIPPA Union internationale de physique pure et applique
Uncertainty of measurement = doubt on the validity of the measuring value

Uncertainty Error
Les coulement de fluide dans l'industrie
TERM
12/4/2007
Recall : Normal distribution, Student distribution

Mathematical interest !
Let us consider a known random variable x defined by :
Mean value
x lim n xi n
i =1
Variance
V ( x ) 2 lim n i2 n
i =1
Normal distribution if :
f ( x) =
( 2 )
0.5
( x x )2
exp
2 2
( q ) = e x x q 1dx
Gamma function :
Gamma function properties :

Recurrence :
( q ) = q ( q 1)
Particular case : if q integer then (q)

particular values :
(1 2 ) =
For all q
Factoriel function
(1) = 1
Student distribution
+1
+1
2
2 t 2
f ( t ) =
1 +

2
: number of degrees of freedom
If : Student distribution Normal distribution

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12/4/2007
Some examples of distribution
Height human body

Example 1
LDV measurements
Droplets distribution of spray
Development of QI test
frequency
frequency
800
800
700
700
600
600
500
500
400
400
300
200
300
100
200
-0.60%
-0.50%
-0.40%
-0.30%
-0.20%
-0.10%
0.00%
-0.05%
-0.10%
-0.15%
-0.20%
-0.25%
-0.30%
-0.35%
-0.40%
-0.45%
0
100
0
0.00%
Example 2
5
1. Measurement uncertainty of type A

Suppose a q quantity which varies at random : q is a random variable
Suppose n independent observation qk obtained in same conditions of measurement
Best-estimate of q :
q=
1 n
qk
n k =1
Estimate of the standard deviation : s ( qk ) =
Estimate of standard deviation on the mean

Extended uncertainty of type A:
1 n
2
( qk q )
n 1 k =1
value
U ( q ) = k s ( q ) with
s (q ) =
s ( qk )
n
k=2
Uncertainty at confidence level of about 95 %

TERM
12/4/2007
Comments
Number of degrees of freedom :
Coefficient de Student correspondant un niveau de confiance de 95 %
= n 1
14
k t95 = f ( )
If :
Coefficient de Student
12
Student coefficient at 95 % :
10
Limite acceptable
6
q True value
s ( q ) and U ( q ) 0
0
1
10
11
12
13
14
15
16
17
18
19
20
Nombre de degrs de libert
s ( qk )
t95 1.956
Confidence level of 68 %
Conclusions :
If Si n
GUM recommended value : > 10
Valeur vraie
7
2. Measurement uncertainty of type B

No repeated and independent observations available uncertainty of type B
Evaluation based on all available information :
- Results on previous measurements
- Scientific background
- Technical specification of the manufacturer
- Data from the calibration certificate
- Uncertainties assigned to reference values ...
Example of distributions :
a
a
AA+
Rectangular
a
s ( A) =
3
A-
Triangular
a
s ( A) =
6
A+
AA+
Rectangular
s ( A) =
( A+ A )
12
Justification : Limit central theorem ...

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12/4/2007
3. Evaluation of combined expended uncertainty

Suppose a output quantity F depending on n independent input quantities xi ( s(xi) known)
F = F ( xi )
( F ( xi ) )
Sensitivity coefficients :
ci
Combined standard deviation :
s(F) =
xi
n
c s ( x )
i =1
2
i
Combined expended uncertainty of F: F = F ( xi ) t95 ( ) s ( F )
NB : Theory based on the Taylor series of the first order of F

Non-linearity of F ?
9
4. Example of presentation of results : manometric weighing device

Masses
M c g (1
P=
Piston
Cylinder
Gas under pressure
0, a 0,a a
+
) +C
0,m
m
S 20 1 + ( p + c ) ( t 20 ) (1 + LP )
Pressure (bar)
Expanded uncertainty 2k (bar)
Relative expanded uncertainty 2k
139.1317
0.0042
3.01E-05
Quantity
Units
Value
Standard
Uncertainty
Sensitivity
Coefficient
Contribution to
Standard Uncertainty
M
g
0a
0m
a
m
C
S
p+ c
t
L
kg
m/s2
kg/m3
kg/m3
kg/m3
kg/m3
N/m
m
m2
1/C
C
1/Pa
69.5349771
9.81139778
1.2
8000
1.16178
7920
3.10E-02
0.024821354
4.902765E-05
9.00E-06
21
1.01E-13
3.81E-05
0.00000002
2.71E-03
39.5
3.10E-03
5.926E-08
7.354E-10
4.50E-07
0.1
-
2.00E+05
1.42E+06
-1.76E+03
-8.48E-03
5.06E+02
6.32E+02
-2.84E+11
-1.39E+07
-1.25E+02
-
7.6
0.0
-4.8
-0.3
1.6
0.0
-208.7
-6.3
-12.5
-
Pa
13913168
209
10
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12/4/2007
Simple illustration
Result of measurement :
P
P = 5 kg 5 g
5 kg 5 g
Result of measurement :
P
P = P1 + P2 + P3 + P4 + P5
ci =1...5 = 1
s (P) =
1 kg 1 g
s( P )
i =1
Consequences :
- Multiply your sources of information
- Estimate the likelihood of the information
- Verify the independence of your sources
= 5 ( 0.5 ) = 1.12 g
2
P = 5 kg 2.24 g
11
Case study : natural gas metering

q
p
Valves
q1
q2
q3
q4
q5
Flowmeter
Turbines
Main :
Reference
Flowmeter
Turbines
Back-up :
Verification
Adjusting
valve
12
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12/4/2007
q = q1 + q2 + q3 + q4 + q5
Global flowrate :
Uncertainty on the flowrate :
If q1 q2 q3 q4 q5
We have :
U ( qi ) U ( q1 ) U ( q2 ) U ( q3 ) U ( q4 ) U ( q5 )
U ( q) = n U ( qi ) where n is the number of operating lines
If Main = Back-up : 2n independent measurements

- Uncertainty on qi :
- Uncertainty on q :
- More information :
qi' =
U ( q) =
qi,main + qi,back up
2
and
U ( qi' )
U ( qi )
2
n U ( qi ) decreasing of the uncertainty of +/- 30 %

2
qi ,main = qi ,back up
Estimation under constraints with Lagrange multiplier method

13
Case study : calibration installation of gas counters
14
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12/4/2007
Determination of the flowrate through one nozzle

Qv,i = (1+ 0.169xv )
Nozzle
Number
1
2
3
4
5
6
7
Ti
1+ ci* (Pi -100000) Q20,dry,1000,i
293.15
Diameter of Nozzle
(mm)
2.0021
2.7249
3.8504
5.3881
7.6216
10.7107
15.1357
Q20,dry,1000,i
(m3/h)
2.1909
4.0884
8.1860
16.0543
32.218
63.780
127.474
Correction coefficient
ci* (Pa-1)
2.3 10-7
1.4 10-7
1.3 10-7
1.0 10-7
1.7 10-7
1.4 10-7
9.1 10-8
Determination of the uncertainty on the flowrate through one nozzle
( )
U Qv,i
2
2
Q 2
2
2
Q
Q
v,i U xv2 + v,i U Ti + v*,i U ci*
Ti
ci
xv
=
2
2
Qv,i
2
2
Qv,i
+
U Q20,dry ,1000,i
U Pi + Q
20,dry ,1000,i
Pi
( )
( )
( )
( )
Total flowrate and global expanded uncertainty

n
Qv = Qv,i
U (Qv ) =
i =1
U (Q )
n
v,i
i =1
15
Relative uncertainty
for a 95 % confidence level
Relative uncertainty ( % )
0.14
0.13
0.12
0.11
0.1
0.09
0.08
0
20
40
60
80
100
120 140
160
180
200
220
240
260
Volume flowrate ( m3/h )
16
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12/4/2007
Generalized linear ordinary fitting

General methodology
Suppose n independent observations of a set of variables (physical quantities)
k predictive variables : independent and known (true value) x1, x2 ,..., xk

1 (or more) dependent variable :
- function of xi (only)
- having a random component for each set of xi
Observation i (1 n) :
xi1, xi2 ,..., xik et yi
Examples :
QI = f(weight) :
2 observations of QI for the same person or 1 observation of QI for two person ?
Heat transfer correlation : Nu (y) Re (x1) et Pr (x2)
17
fitting model
y = f ( x1,..., xk , C1,..., Cm )
Good choice of a function :
Example : Nu = f ( Re ( ) ,Pr, Ci )
U
Good choice of the uncertainty model on y :
( y) = k f ( x1,..., xk ) = ky ou = Cte
With m constants Ci to be dertermined
Difficult choice ! - Importance to know very well the phenomenon ...

Least squares method
2
Function to minimize :
n
y y
F = i i
i =1 U ( yi )
U(yi) are the weighting coefficients
How to determine the m constants Ci : m equations
F
=0
Ci
Number de degrees of freedom:
= n m Statistical validity : > 0 10
Residuals : standard deviation
sr
2
i
Ur = t95sr
Uncertainties on the m constants s ( Ci ) et U ( Ci ) t95s ( Ci )
Bias of the model ?

Examine the residues
18
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12/4/2007
Polynomial regression Linear regression for multiple variables

Model of fitting
y = A0 + A1 x + A2 x 2 + ... + Am x m
Choice of the function :
U ( y) = k
Model for residuals :

Least squares method
n
( y y )
Function to minimize : F =
i =1
Calculation of the m+1 constants Ai :

n
x
i
xi2
...
x x
x x
x x
2
i
3
i
4
i
i
2
i
3
i
...
...
... A0 yi
... A1 xi yi
=
... A2 xi2 yi
... ... ...
A0 C00

A1 = C10
A2 C20
... ...
C01 C02 ... yi

C11 C12 ... xi yi
C21 C22 ... xi2 yi

... ... ... ...
[Cij] is the inverse matrix

19
Number of degrees of freedom :
= n ( m +1)
Residuals - standard deviation :
sr =
(y
i =1
- y i ) n
U r = t95 (n ) sr
s ( A0 ) = sr2C00
Incertainty on the coefficients Ai :
s ( A1 ) = sr2C11
s ( A2 ) = sr2C22
...
Test of statistical significance of the coefficient Ai :
Am
t95
s ( Am )
Uncertainty on a predicted value : y 0 = f ( x0 , x02 ,..., x0m )

n
s ( y 0 ) = sr
C
j =0 k =0
j k
jk 0 0
x x
Coefficient R2 :
R =
2
( y
- y)
(y
- y)
i =1
n
i =1
20
10
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12/4/2007
Example : Pressure transducer calibration

No
X (I)
mA
U(X)
mA
Y(Pref)
bar
U(Y)
bar
Polynome du 1er degr

Y est.
U(Yest.) U global
bar
bar
bar
Polynome du 2ime degr

Y est.
U(Yest.)
U global
bar
bar
bar
1
2
3
4
5
6
7
8
9
10
11
12
13
7.996617
8.996359
9.997176
10.99765
11.99811
12.99706
13.99723
14.99632
15.99681
16.99686
17.99729
18.99682
19.99715
8.00E-05
9.00E-05
1.00E-04
1.10E-04
1.20E-04
1.30E-04
1.40E-04
1.50E-04
1.60E-04
1.70E-04
1.80E-04
1.90E-04
2.00E-04
20.0004
24.9986
30.0006
35.0007
40.0008
44.9988
49.9989
54.9990
59.9971
64.9992
69.9993
74.9992
79.9993
0.0007
0.0009
0.0011
0.0012
0.0014
0.0016
0.0017
0.0019
0.0021
0.0023
0.0024
0.0026
0.0028
19.9980
24.9966
30.0006
35.0028
40.0050
44.9996
50.0003
54.9957
59.9980
64.9981
70.0001
74.9977
79.9992
19.9995
24.9974
30.0007
35.0025
40.0043
44.9987
49.9994
54.9948
59.9973
64.9978
70.0003
74.9984
80.0007
0.0025
0.0022
0.0020
0.0018
0.0016
0.0015
0.0014
0.0015
0.0016
0.0018
0.0020
0.0022
0.0025
0.0026
0.0024
0.0023
0.0022
0.0022
0.0022
0.0024
0.0025
0.0027
0.0030
0.0033
0.0036
0.0039
0.0032
0.0024
0.0018
0.0017
0.0017
0.0018
0.0019
0.0018
0.0017
0.0017
0.0018
0.0024
0.0032
0.0033
0.0026
0.0022
0.0022
0.0023
0.0025
0.0027
0.0028
0.0028
0.0030
0.0032
0.0037
0.0044
Diagnostic :
1.00E-05
Relative expanded uncertainty on X
3.50E-05
Relative expanded uncertainty on Y
Linear regression
P (bar) = A0+A1*I
Degree
Ai
s(Ai)
Test
Test result
0
1
-19.9841
4.99988
0.00228969
0.00015804
8728
31638
Degree of freedom
Standard deviation on linear fitting (bar)
t coefficient for 95 % confidence level
R2 coefficient of regression
1.00E-05
Relative expanded uncertainty on X
3.50E-05
Relative expanded uncertainty on Y
P (bar) = A0+A1*I+A2*I^2
Fitting degree 2
Degree
Ai
s(Ai)
Test
test result
+
+
11
0.0021
2.202
-1.99718E+01
8.5099E-03
2346.90
1
2
4.99800E+00
6.71703E-05
1.2750E-03
4.5228E-05
3920.09
1.49
+
-
Degree of freedom
Standard deviation on curve fitting (bar)
Student coefficient for 95 % confidence level
0.999999989
10
0.0020
2.229
21
Example of Global Uncertainty on the fitting model

0.005
Uglobal (bar)
0.004
0.003
Linear fitting
Degree 2 fitting
0.002
0.001
0.000
6
10
12
14
16
18
20
22
Current (mA)
22
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12/4/2007
Comments on the linear regression with multiple variables

Model on the uncertainty ? : U ( y ) = k
y
U ( y )
U(y)
x
U(y) is not a function of x (constant)
U ( y ) decreases if increases : level of confidence on the model
U ( y ) = k. f ( x) ?
Verification of the model of uncertainty :
Various possible tests (Durbin-Watson) Determination of the bias of the model

23
Particular case : linear regression passing through the origin

Test of statistical significance on the coefficients Ai :
U ( y) = k
Model 1 :
n
A1 =
x y
i
i =1
n
sr =
x
i =1
s ( A1 ) =
2
i
sr2
Model 2 :
- yi )
x02
n
x
i =1
y
2
= abs ( x0 ) s ( A1 )
2
i
U ( y) = k x
s ( A1 ) =
y
s i
xi
n
s ( y 0 ) = abs ( x0 ) s ( A1 )
Generalisation :
U ( y) = k f ( x)
Ai 1
t95 (n )
s ( Ai 1 )
n -1
2
i
y
xi
i =1 i
A1 =
n
i =1
s ( y 0 ) = sr
i =1
(y
A1
t95 (n )
s ( A1 )
24
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12/4/2007
Example Model 2 Chromatograph calibration

Standard deviation on Area for n-C4
1.6
Standard deviation
1.2
0.8
0.4
0
0
50
100
150
200
250
Area
Expanded Uncertainty on X (%)

U(X)=C1*X+C2
C1
3.15E-04
C2
6.11E-05
Linear regression
Area = A1*[n-C4](%)
Degree
Ai
s(Ai)
Test
Test result
1
643.730
3.65
176.29
+
14
Degree of freedom
2.145
0.999315
R2 coefficient of regression
Expanded Uncertainty (%)
FID : Uncertainty of n-C4 calibration

Chromatograph HP12000
0.03
0.02
0.02
0.01
0.01
0.00
0.0
0.2
0.4
0.6
0.8
1.0
1.2
1.4
1.6
1.8
2.0
Mole fraction (%)
25
The measurement apparatus Calibration and use

Calibration
Qref
Reference
Transmitter
Qref
Reference physical quantity
Qout
Signal of the transducer
Output
Measuring
Device
Qout
Choice of the model of fitting :

Qref = f(Qout) or Qout = f(Qref ) ?
Compare U(Qref) and U(Qmes)
Examples : Calibration of thermometric sensors, calibration of weighing device

Which model ?
Choice of the function : linear or other Statistical relevance
Choice of the model of uncertainty U(y) =k f(x) ? : test Durbin-Watson
26
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Choice of the calibration range :
Range of use of the transducer
Choice of the calibration points : Experimental plans with multiple levels
The choice depends on what you need

Random property of the procedure ?
Interpretation of the results

Analysis of the residuals Statistical Relevance
Is U(y) model well known Are the results in concordance of the initial model
27
The use
Inverse or direct regression ? :
Q ref = f (Qout )
direct
inverse
Q out = f (Qref )
Suppose q independent observations of Qout for an inverse regression
( )
( )
U Q out = t95 ( ) s Q out
Uncertainty on the fitting
q Qout
( )
Combined uncertainty
dQ out
dQref
s (Qout )
U (Qmes )
U Qref
Uncertainty on Qref
c 1
( )
s Q out
Uncertainty on the observation U (Qout ) = t95 s (Qout )

Uncertainty on the output device
Qout
Qref
( )
U (Q ) = c 2 U Q out
( )
2
2
+ U (Qout ) + U (Qmes ) + U Qref
28
14
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12/4/2007
Traceability Continuous ramified chain

Example : Determination of PCi ou s of a natural gas
Toutes mesures doivent tre traables vis--vis de rfrences primaires
Preparation of the
gravimetric mixtures
ISO 6142
Calibration of the
chromatograph
ISO 6975
Determination of the
calorific value
ISO 6976
Preparation of
29
Primary references
ISO 6142
Reference masses
Parent gas
Parent gas : Nitrogen N2 - N57
Component
H2
CH4
H2O
CO
N2
C2H4
C2H6
O2
Ar
CO2
C3H6
C3H8
C4H10 n
CnHm
C4H10 i
Autre 2
Autre 3
Mole fraction St. deviation

-6
-6
x 10
x 10
0.05
0.03
0.5
0.25
999998.75
0.29
0.14
0.36
0.25
0.14
0.1
0.06
0.1
0.06
IUPAC Commission on Atomic Weights (1993)
Reference masses and uncertainties

Reference Mass
Mass (g)
U(mass)
10
10
0.000060
20A
20
0.000080
20B
20
0.000080
10 + 20A
30
0.000100
20A + 20B
40
0.000113
50
50
0.000100
50 + 10
60
0.000117
50 + 20A
70
0.000128
50 + 10 + 20A
80
0.000141
50 + 20A + 20B
90
0.000131
100
100
0.000150
Molar masses
Atome
H
C
N
O
Ar
Atomic weight
kg/kmole
1.00794
12.011
14.00674
15.9994
39.948
Standard Uncertainty
kg/kmole
0.00007
0.001
0.00007
0.0003
0.001
30
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TERM
12/4/2007
Preparation of
Ramified chain
ISO 6142
Pure gas
Reference masses
Calibration of the weighing device
Preparation of the parent gas
Weighing
Masses of parent gas
Molar mass
Determination of molar
fractions of the mixture
Preparation of
31
Results
ISO 6142
Component
H2
CH4
H2O
CO
N2
C2H4
C2H6
O2
Ar
CO2
C3H6
C3H8
n-C4H10
CnHm
i-C4H10
Autre 2
Autre 3
Mole fraction
x 10-6
0.05
970340.95
0.99
0.01
29657.63
0.00
0.05
0.25
0.00
0.05
0.00
0.00
0.00
0.03
0.00
0.00
0.00
Expanded Uncertainty
x 10-6
0.06
5.23
1.12
0.01
5.13
0.00
0.06
0.28
0.00
0.06
0.00
0.00
0.00
0.03
0.00
0.00
0.00
St. Dev. Mol. St. Dev. Mass St. Dev. Compo.

x 10-6
x 10-6
x 10-6
0.00
0.00
0.03
1.87
1.65
0.78
0.00
0.00
0.56
0.00
0.00
0.00
1.87
1.65
0.59
0.00
0.00
0.00
0.00
0.00
0.03
0.00
0.00
0.14
0.00
0.00
0.00
0.00
0.00
0.03
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.01
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
32
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Calibration of the
chromatograph
Ramified Chain
Results
ISO 6975
No
Cylinder
N4@dz68
N4@dz68
N4@dz68
n4@dz62
n4@dz62
n4@dz62
n4@dz57
n4@dz57
n4@dz57
n4@dz46
n4@dz46
n4@dz46
n4@dz55
n4@dz55
n4@dz55
Gravimetric
mixtures
Chromatograph
calibration
Normalisation at Patm
Calibration results
- Fitting model and Ufitting
- U ( Area)
- U (gravimetric mixtures)
Gases
Mixture
nC4+C2+C1
nC4+C2+C1
nC4+C2+C1
nC4+C2+C1
nC4+C2+C1
nC4+C2+C1
nC4+C2+C1
nC4+C2+C1
nC4+C2+C1
nC4+C2+C1
nC4+C2+C1
nC4+C2+C1
nC4+C2+C1
nC4+C2+C1
nC4+C2+C1
X (Ref)
%
1.82225
1.82225
1.82225
1.58759
1.58759
1.58759
0.75182
0.75182
0.75182
0.19478
0.19478
0.19478
0.47936
0.47936
0.47936
U(X)
%
0.000635
0.000635
0.000635
0.000561
0.000561
0.000561
0.000298
0.000298
0.000298
0.000122
0.000122
0.000122
0.000212
0.000212
0.000212
Patm
bar
1.0181
1.01805
1.01795
1.01817
1.01814
1.0181
1.01775
1.01768
1.01762
1.01731
1.01743
1.01755
1.01712
1.01707
1.01699
Aera
Y(Aera st.)
1205.5518
1199.81
1210.9127
1205.20
1210.9059
1205.31
1044.6101
1039.56
1052.6324
1047.58
1053.1123
1048.10
473.28247
471.19
477.08435
475.01
480.84372
478.78
122.8237
122.33
125.28597
124.77
126.14828
125.62
302.20477
301.05
302.22177
301.09
305.42725
304.30
Expanded Uncertainty on X (%)

U(X)=C1*X+C2
C1
3.15E-04
C2
6.11E-05
Area = A1*[n-C4](%)
Linear regression
Degree
Ai
s(Ai)
Test
Test result
1
643.730
3.65
176.29
+
14
Degree of freedom
2.145
Determination of
Calorific Value
33
Ramified chain
ISO 6975
Calibration results
- Fitting model and Ufitting
- U ( Area)
- U (gravimetric mixtures)
Natural Gas
Chromatograph
measurement
Normalisation at 100 %
Constants
- Calorific value of the components
- Compressibility factor Zn
- Universal constant : 8314.51 J/kmole/K
Results
34
17
TERM
12/4/2007
Determination of the
Calorific Value
Results
ISO 6975
Units
Value
Uncertainty (2k)
kJ/Nm3
kJ/Nm3
kg/kmol
Nm3/kmol
kg/Nm3
kJ/Nm3
Nm3/Nm3
kg/Nm3
Nm3/Nm3
36454
32914
0.9029
18.71
22.36
0.9976
0.6473
0.8369
45311
29
29
0.0005
0.02
0.01
0.0005
0.0006
0.0008
32
Physical properties
Gross calorific value -Volumetric basis GCV
Low calorific value -Volumetric basis LCV
LCV/GVC
Molar Mass
Molar Volume
Compression factor
Relative density
Density
Wobbe index
Stoichiometric air-to-gas requirement
H2O combustion
CO2 Total combustion
REMARKS : Combustion at 25 C - Metering at 0 C and 101325 Pa
35
Redundancy in the information

Lagrange Multipliers
General methodology
Suppose n independent observations of a set of quantities
Independent quantities
x1*,..., xn*
( )
*
( )
*
Uncertainties on the quantities U x1 ,...,U xn
Suppose q constraints (relations) which link these quantities
Estimated quantities
x1 ,..., xn
Form of constraints
C1 ( xi ) = 0,..., Cq ( xi ) = 0
Number of degrees of freedom
= nq
36
18
TERM
12/4/2007
Least squares methodology
Principle of the maximum likelihood
Function to minimize :
( )
n C x * - C x , x*
k
i
k
j
i( j)
F =
j
wCk
k =1 j =1

q
q
+ l C (x )
k k
i

k =1
2
1,..., q
q Lagrange multipliers :
Number of unknowns : n xi et q k
Equations :
F
=0
xi
n equations
wCjk =
Weighing coefficients ? :
n+q
Ck
xj
F
=0
k
q constraints
U ( x*j )
x j =x*j
Determination of the best-estimate of quantities xj et U(xj)

37
Simple example : Flowrate measurement Metering station
Main :
Reference
Observed quantities
Back-up :
Verification
q1*, q2*
U ( q1* ) ,U ( q2* )
Uncertainties on the observed quantities

Best-estimate
q1 , q2
Constraints q1 q2 = 0
U ( q1* ) q2* +U ( q2* ) q1*

2
Results :
q = q1 = q2 =
q q* q q*
F = 1 *1 + 2 * 2 + ( q1 q2 )
U ( q1 ) U ( q2 )
Function to minimize
U ( q1* ) +U ( q2* )
2
U ( q1* ) U ( q2* ) +U ( q2* ) U ( q1* )

4
U ( q) =
U ( q1* ) +U ( q2* )
2
38
19
TERM
12/4/2007
Illustration of results : Metering station

Best-estimate of the flowrate and uncertainty
5
4.5
50.6
50.4
3.5
50.2
Q1 observed = 49 kg/s
Q2 observed = 51 kg/s
Relative uncertainty on Q2 = 5 %
Constraint : Q1 = Q2 =Q
50
49.8
49.6
2.5
2
1.5
49.4
49.2
0.5
49
Incertitude relative sur le dbit estim (%)
Valeur estime du dbit (kg/s)
51
50.8
0
0
10
12
14
16
18
20
Incertitude relative sur Q1 (%)
39
Case study : Normalisation at 100 % of the molar fractions

Observed quantities
xi*
U ( xi* )
Uncertainty on the observed quantities

Best-estimate
xi
x 1 = 0
Constraint
Functions least squares to minimize

n
F = xi* - xi
i =1
+ l 1 - xi
i =1
F =
i =1
1 *
xi - xi
xi*
+ l 1 - xi
i =1
n *
n
x -x
F = i * i + l 1 - xi
i =1
i =1 U xi
( )
Results
n
xi = x +
*
i
1 - xi*
i =1
xi =
xi*
n
xi*
xi = xi* +
i =1
n
2
U xi* 1 - xi*
i =1
( )
U ( x )
n
i =1
* 2
i
40
20
TERM
12/4/2007
Case study : Normalisation at 100 % of the molar fractions

Relative uncertainty on CH4 estimated mole fraction
Relative uncertainties on others components equal to 1 %
Rel. Uncertainty on CH4 estimated mole fraction (%)
0.3
CH4 mole fraction deduced from other components (Pure gas model)
Case 1 : unweighted coefficients
Case 2 : weighted coefficients based on mole fractions (ISO-6976)
Case 3 : weighted coefficients based on mole fractions uncertainties
0.2
0.1
Estimated mole fraction of CH4

Pure gas model : 85.5 %
Case 1 : 85.10 %
Case 2 : 85.43 %
Case 3 : ...85.49... %
0
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
Rel. uncertainty on CH4 measured mole fraction (%)
41
References and acknowledgment

N.C. BARFORD Experimental measurements : precision, error and truth Second edition, 1987
N. DRAPER, H. SMITH Applied regression analysis Third edition, 1998
R. WALPOLE, R. MYERS Probability and statistics for engineers and scientists 2d edition, 1989
Mthode statistiques Recueil de Normes, ISO 3, 1989
Guide pour lexpression de lincertitude de mesure First edition 1993, corrected and reprinted
1995, ISO 14216
Expression of the Uncertainty of Measurement in calibration EAL R2 and EAL R2 S1,
April 1997.
Assessment of uncertainty in calibration and use of flow measurement devices. Part 1: Linear
calibration relationships - Part 2: Non-linear calibration relationships ISO 7066, 1988.
Engineering Analysis of Experimental Data ASHRAE Guideline 2-1986 (RA 96),1996
Gas analysis Preparation of calibration gas mixture Gravimetric method ISO 6142, 1999.
Natural gas Extended analysis Gas-chromatograph method ISO 6975, 1997
Natural gas Calculation of calorific values from composition ISO 6976, 1995.
IUPAC Commission on Atomic Weights.
J.V. NICHOLAS and D.R. WHITE Traceable temperatures An introduction to temperature
measurement and calibration Second Edition, 2001 ISBN 0 471 49291 4
42
21

Uncertainty of Measurements JMSeynhaeve

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TERM

Measurements and uncertainty of

Measurement and uncertainties of measurement - Principles

Uncertainty of measurement = doubt on the validity of the measuring value

Measurement and uncertainty of measurement

Les coulement de fluide dans l'industrie

Recall : Normal distribution, Student distribution

Measurement and uncertainty of measurement

Gamma function properties :

Particular case : if q integer then (q)

If : Student distribution Normal distribution

Les coulement de fluide dans l'industrie

Some examples of distribution

Height human body

Measurement and uncertainty of measurement

1. Measurement uncertainty of type A

Suppose n independent observation qk obtained in same conditions of measurement

Estimate of the standard deviation : s ( qk ) =

Estimate of standard deviation on the mean

Uncertainty at confidence level of about 95 %

Les coulement de fluide dans l'industrie

Nombre de degrs de libert

Measurement and uncertainty of measurement

2. Measurement uncertainty of type B

Justification : Limit central theorem ...

Les coulement de fluide dans l'industrie

3. Evaluation of combined expended uncertainty

Combined standard deviation :

Combined expended uncertainty of F: F = F ( xi ) t95 ( ) s ( F )

NB : Theory based on the Taylor series of the first order of F

Measurement and uncertainty of measurement

4. Example of presentation of results : manometric weighing device

Gas under pressure

Measurement and uncertainty of measurement

Les coulement de fluide dans l'industrie

Measurement and uncertainty of measurement

Case study : natural gas metering

Measurement and uncertainty of measurement

Les coulement de fluide dans l'industrie

U ( q) = n U ( qi ) where n is the number of operating lines

If Main = Back-up : 2n independent measurements

n U ( qi ) decreasing of the uncertainty of +/- 30 %

Estimation under constraints with Lagrange multiplier method

Case study : calibration installation of gas counters

Measurement and uncertainty of measurement

Les coulement de fluide dans l'industrie

Determination of the flowrate through one nozzle

Determination of the uncertainty on the flowrate through one nozzle

Total flowrate and global expanded uncertainty

Measurement and uncertainty of measurement

Volume flowrate ( m3/h )

Measurement and uncertainty of measurement

Les coulement de fluide dans l'industrie

Generalized linear ordinary fitting

k predictive variables : independent and known (true value) x1, x2 ,..., xk

xi1, xi2 ,..., xik et yi

Heat transfer correlation : Nu (y) Re (x1) et Pr (x2)

Measurement and uncertainty of measurement

Good choice of a function :

Difficult choice ! - Importance to know very well the phenomenon ...

U(yi) are the weighting coefficients

How to determine the m constants Ci : m equations

Number de degrees of freedom:

= n m Statistical validity : > 0 10

Uncertainties on the m constants s ( Ci ) et U ( Ci ) t95s ( Ci )