Course on Electrical Measurement Systems Propagation of Uncertainties - Page 1 of 6

PROPAGATION OF UNCERTAINTIES Uncertainty The uncertainty is defined as the interval where the actual value is located (Fig 1).

Fig 1. Graphical representation of uncertainty Therefore, any measured value must be presented with the following format: (1) Where: : Central value (Readed value at measurement device) : Experimental uncertainty The fractional uncertainty can be calculated as: (2) Finally, the percent uncertainty can be calculated as: (3)

Author: Alejandro Snchez Salcedo, M.Sc. - Version 1.0, May 2013

Course on Electrical Measurement Systems Propagation of Uncertainties - Page 2 of 6

Propagation of uncertainty of one measured value If one measured value is required to the calculation of any mathematical function , the propagation of uncertainty can be calculated as follows: (4)

Aplying finite differences to (4): (5) Where: : First derivative of , evaluated at central value : Uncertainty of the mathematical function . Example: Lets asume that the measured value is 120 (5), the uncertainty of is: . If , aplying .

Therefore, the value of the function is:

Propagation of uncertainty of two measured values If two measured values are required to the calculation of any mathematical function , the propagation of uncertainty can be calculated as follows: (6)

Author: Alejandro Snchez Salcedo, M.Sc. - Version 1.0, May 2013

Course on Electrical Measurement Systems Propagation of Uncertainties - Page 3 of 6

Aplying finite differences to (6): (7)

Basic mathematical operations with uncertainty 1. Sum of two measured values (8) If and the uncertainty are: , aplying (7), the central value and

(9)

2. Substraction of two measured values (10) If and the uncertainty are: , aplying (7), the central value and

* * Note that the uncertainty single uncertainties.

(11)

must be calculated as the sum of

Conclusion: The uncertainty of the sum and substraction of two measured values, is equal to the sum of the single uncertainties.

Author: Alejandro Snchez Salcedo, M.Sc. - Version 1.0, May 2013

Course on Electrical Measurement Systems Propagation of Uncertainties - Page 4 of 6

3. Multiplication of two measured values (12) If and the uncertainty are: , aplying (7), the central value and

* * Note that the uncertainty sum of single uncertainties. 4. Division of two measured values (14) If and the uncertainty are: , aplying (7), the central value and must be calculated as the (13)

* * Note that the uncertainty single uncertainties.

(15)

must be calculated as the sum of

Conclusion: The uncertainty of the multiplication and division of two measured values, is equal to the sum of the single FRACTIONAL uncertainties.

Author: Alejandro Snchez Salcedo, M.Sc. - Version 1.0, May 2013

Course on Electrical Measurement Systems Propagation of Uncertainties - Page 5 of 6

Examples: 1. The measured values of resistance of two series-connected resistors were:

From the previous measured values, applying (9) the seriesequivalent resistance can be obtained: a) Calculation of the central value:

b) Calculation of the experimental uncertainty:

c) Finaly, the series-equivalent resistance is: * * Note that in all calculations performed to obtain operations with significant figures were applied. , the

2. The measured values of voltage and current in a resistor were:

From the previous measured values, applying (12) the power consumed by resistance can be obtained: a) Calculation of the central value:

Author: Alejandro Snchez Salcedo, M.Sc. - Version 1.0, May 2013

Course on Electrical Measurement Systems Propagation of Uncertainties - Page 6 of 6

b) Calculation of the experimental uncertainty: First, is necesary to obtain the fractional uncertainties of both measured values:

Now, the fractional uncertainty of the power is obtained by the sum of the previous single percent uncertainties:

Finally, the experimental uncertainty is obtained from fractional uncertainty:

c) Finaly, the power consumed by the resistor is: * * Note that in all calculations performed to obtain operations with significant figures were applied. , the

Author: Alejandro Snchez Salcedo, M.Sc. - Version 1.0, May 2013