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Calibration of

measurement devices
and data evaluation
Prof. Dr.-Ing. Jörg M. Hoffmann
Content (1)
1 Importance and history of Metrology, Measurement and
Instrumentation (MMI)

2 Structure of MMI and scientific fields around in different countries

3 Measurement system as information system


3.1 Static behaviour
3.2 Dynamic behaviour

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 2


Content (2)
4 Errors
4.1 Random errors
4.2 Systematic errors
4.2.1 Movement of a characteristic curve
4.2.2 Correction of a characteristic curve
4.3 Separation of random and systematic errors
4.4 Example for a Correction of a characteristic curve
4.5 Range and precision
4.6 Error propagation
5 Evaluation of series of measurements
5.1 Empirical histogram and histogram
5.2 Empirical cumulative histogram and cumulative histogram

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 3


English sources:
Sources
Most important: This script!
Bolton, W.: Instrumentation & measurement. Second edition
Oxford: Newnes, 1996, ISBN 0 7506 2885 5, 295 pages, £14,99
German sources:
1. Hoffmann, Jörg (Hrsg.): Taschenbuch der Meßtechnik. 6. Aufl., München, Wien:
Fachbuchverlag Leipzig im Carl Hanser Verlag 2010, ISBN 978-3-446-42391-6
682 Seiten, 29,90 Euro
2. Hoffmann, Jörg (Hrsg.): Handbuch der Meßtechnik. 4. Aufl., München, Wien:
Carl Hanser Verlag, 2012, ISBN 978-3-446-42736-5, 816 Seiten, 149,- Euro
3. Hoffmann, Jörg: Messen nichtelektrischer Größen. Berlin: Springer Verlag,
1996, ISBN 3-540-62231-4 und Düsseldorf: VDI-Verlag, 1996, ISBN 3-18-
401562-9, 240 Seiten, 39,- Euro
4. Hoffmann, Jörg; Trentmann, Werner: Praxis der PC-Messtechnik. München,
Wien: Carl Hanser Verlag, 2002, ISBN 3446217088, 300 Seiten und CD-ROM,
44,90 Euro

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 4


1 Importance of Metrology, Measu-
rement and Instrumentation (MMI)
The measurability of a quantity is prerequisite:

● to sell and trade products


● for assurance of quality and/or enabling of the production
● for danger protection
●for acquisition and providing information for operating equipment
and so on ...

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 5


History of length - 1

Year 1101:
King Henry I. from England: ”One
yard is the distance between my
own (!) thumb and the top of my
nose by stretched arm!”
Disadvantage: Limited living-time of
the standard.

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 6


History of length - 2

Exposition of the linear measure “Rute” (rod) as 16 “Fuß” (Feet)


(Jacob Köbel, Geometrie, Frankfurt 1616)

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 7


History of length - 3

Year 1799:
The standard for one meter was cast by
Fortin from platinum and placed in
Sèvres near Paris.
Disadvantage: Single, more inaccurate
copy’s where distributed by lottery
(Germany get the No.18)

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 8


History of length - 4

Year 1983:
One meter is the distance, which light
crosses a vacuum during a time of
1/299794458 seconds. One second is the
oscillating-period in resonance of a atom
133Cs (Caesium), multiplied by
9192631770.

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 9


The time


Primary, the second was derived from astronomical cycles.

Since 1967 is the second defined as 9192631770 – fold of the resonance
oscillation period of the caesium isotope 133C (and for this reason based on a
natural constant).

Problem: The rotation speed of the earth is unsteadiness and continuously
decreasing. (Up to 0,01 s time difference by the same position. If the time
difference is more than 0,7 s between the “earth time” and the “atomic time” a
leap second is set.

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 10


Economical importance

Historians have found, that in old Egypt exists two measures fot the lengths:
a “holy meter” and a “normal meter”. The “holy meter” was longer and used
for the tax of the king. The normal meter was shorter and used for the
normal trade.

Friedrich Wilhelm der III (Prussian King, 1797-1840) has introduced New
miles. That means, that the distance of 4 old miles was equal to the distance
of 7 new miles. Because he got tax per miles, he has an increasing tax
amount..

Still around 1800 have exist at the dukedom Baden (in the south of
Germany) 112 different length measures, 92 Area or field measures, 65
measures especially for wood, 163 measures for fruits, 123 measures for
liquids, 63 measures for beer, wine and so on and 80 measures for mass.

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 11


“Zollstöcke” and
“Schneiderelle”
(old measures for
length in Germany)

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 12


Old measures for small length

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 13


Structures of MMI

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 14


General information system

Information Signal Process- Signal Information


Source conversion ing, recon- Drain
(X) transmis- version, (Y)
sion output

Process Sensor amplifier Screen Human


A/D converter Printer Wast basked
PC connection Display
. .
. .
. .

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 15


Static characteristics and
parameters
The static behaviour of a measurement system described the dependence of
the output value Y from the input value X during the static status of the system.
The static status is achieved, when by no changes on the input side are all dying
on the output side are finished. Both, input side as well as output side are in a
static status.

Examples for linear characteristics:

Y =mX n

Y Y Y
m=E=
X
0 0
0 0 X
X

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 16


Examples for non linear
characteristics

Y Y
Arbeitspunkt
Working point

0 0
0 0
X X

dY
E=
dX

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 17


Dynamic characteristics and
parameters
the dynamic behaviour of a measurement system described the dependence of
the output value Y from the input value X until the static status of the system.

Recording of the dynamic behaviour:

Function Measurement
Generator System
Registration
Equipment

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 18


Test functions
Test function Characteristic Answer function

X
Rampenfunktion
Ramp function
X1 Anstiegsantwort
Ramp response
X=r(t)= Kt Y Kt
t0 t1 t

X
Sprungfunktion
Step function
X1 Sprungantwort
Step response
X=w(t)= 1 h(t)
t0 t
Impulsfunktion
Impulse function Stoßantwort,
Unit bzw.
pulse response
X

X   (t )  1
Höhe
High or weighting function
 (t) Gewichtsfunktion
lim Xt  1 t 0 d
t  0 g (t )  h(t )
X  t dt
X Sinusfunktion
Sinus function
Sinusfunktion
Sinus function (Amplitudengang,
(amplitude- and
phase response)
Phasengang)
X  Xˆ .sin  t t
Y  Yˆ.sin( t   )

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 19


Y
Step response
Y +5%
Stat

Y
Stat

Y -5%
Stat

t
tL tV tA ● TL - Laufzeit (Totzeit)
Delay time (dead time)
● TA - Rise
Anstiegszeit
time

tE
● Tv - Verzugszeit
Dwell time
● TE - Settling
Einschwingzeit
time

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 20


amplitude- and phase response
Amplitude response Phase response

0 0

Y 
lg 
X
-1 -45°

-2 -90°
-2 -1 0 1 2 -2 -1 0 1 2
 
 
lg lg
0 0

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 21


Measuring errors
Errors and uncertainties are the enemies No 1 for quality!

Definition of error:

e=Y-X
e means the measuring error
Y means the measured value (the output value)
X means the true value of measure (the input value)

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 22


Systematic of measuring errors
measuring errors

random errors systematic errors

static errors dynamic errors static errors dynamic errors

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 23


Random Errors
Random errors can not predicted in at least one of the following attributes:
Amplitude, sign or time of appearance.
Normal distribution (Gaussian distribution):
1 N
Mean: Y  *Y i
h(Y) N i 1

1 N
Sample variance: s2  *  (Y i  Y ) 2
N 1 i  1

N
Experimental 1
Y standard deviation: s *  (Y i  Y ) 2
N  1 i 1

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 24


Develop of the standard deviation
Squares of deviations:
2
Y
 Y 

 i 
Y
Y1 Mean of the squared deviations:
N
1 N 2
Y  (Yi  Y )
N 1i  1
Y2
N Root from the mean of the squared
deviations:

1 N 2
 (Yi  Y )
N 1 i  1

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 25


Mean error of a single measurand
The presentation of a measurand together with his experimental standard
deviation is as following: Yi + s
The single standard deviation σ means, that a single measurand is in the range
of μ + 1σ with a probability of 68,3%, or with other words:
68,3% of the measurands are in the range of μ + 1σ
95,5% of the measurands are in the range of μ + 2σ
99,73% of the measurands are in the range of μ + 3σ h(Y)

68,3%
For enough big N this context
is also nearly valid for s and Y :
95,5%
Important remark regarding dot and comma: 99,7%
German English
68,3 = 68.3 Y Y
Y-1s Y+1s
11.000,2 = 11,000.2 Y-2s Y+2s
Especially in drawings, I have not change it! Y-3s Y+3s

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 26


Average error of the mean
The Factor t:

Number of Statistical probability


measurands s
Y= t
N 68,3 % 95,5 % 99,7 %
N
5 1,15 2,88 6,62
10 1,06 2,33 4,09
20 1,03 2,15 3,45
50 1,01 2,06 3,16
100 1,00 2,03 3,08
200 1,00 2,02 3,04
über 200 1,00 2,00 3,00

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 27


Accuracy class

The accuracy class is the maximum expecting error in % of the measuring


range.
Typical accuracy classes: 0,2 ; 0,4 ; 0,6 ; 1 ; 1,5 ; 2,5
Example: Voltage meter, accuracy classes 1, range 0 to 100V. By displayed
100V, the maximum error is 100V + 1V, by displayed 10V, the maximum error is
10V + 1V. From this is coming the requirement to use the range so much as
possible.
Attention: If possible, the last third of the range is to use!
Attention: The accuracy class is a compromise of a exactly error analysis and an
easy usability.

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 28


Systematic errors
Systematic errors are known and predictable for the Amplitude, sign and time of
appearance.
Mathematic Electronic Metrology
Terms for multiplicative
and additive errors: multiplicative amplifikation sensitivity
constant
additive constant offset zero point

Interaction of transfer function and correction function:

Yu Y
X Transfer function Correction function
of the system
Y = mX + n Y = Km * (Yu + Kn)

Corrected transfer function of the system


Y=X
Correction function for m and n: Y = Km * (mX + n + kn)

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 29


Conditions for correction
Y
m=
X
Km * m = 1 → Km = 1/m

n = Yu – mX

n + Kn = 0 → Kn = -n

Correction function: Y = Km * (Yu + Kn)

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 30


Movement possibilities for non linear
characteristics

Y Y

0 0
0 X 0 X

Y
Y

0
0 X 0
0 X

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 31


Example for correction of characte-
ristics by distance measurement
System for distance measurement: +5 V
10 cm

X [ cm ] Ua [ V ] 10 kW

0 Ua
2
4 5 kW
6
8 0 cm
10

Correction function Y = f(Yu):

X Measurement Yu Correction Y
System Function
Yu = f(X) Y = f(Yu)

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 32


Measurands and characteristic
Measurands Characteristic

X [ cm ] Ua [ V ] 6
5
0 0 4
2 0,76 Yu 3
4 1,35 2
6 2,03
1
8 3,03
0
10 5 0 1 2 3 4 5 6 7 8 9 10
X

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 33


Results
Yu = mX + n Y = Km (Yu + Kn)
X [cm] Yu [V] m [V/cm] n [V] Km [cm/V] Kn [ V ]

0 0
0,380 0 2,63 0
2 0,76
0,295 0,17 3,39 -0,17
4 1,35
0,340 -0,01 2,94 0,01
6 2,03
0,500 -0,97 2,00 0,97
8 3,03
0,985 -4,85 1,01 4,85
10 5

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 34


Software
Example:



50 Yu = (uncorrected value)
60 IF Yu < 0.76 THEN Y = 2.63 * (Yu + 0) : GOTO 110
70 IF Yu < 1.35 THEN Y = 3.390 * (Yu – 0.17) : GOTO 110
80 IF Yu < 2.03 THEN Y = 2.94 * (Yu + 0.01) : GOTO 110
90 IF Yu < 3.03 THEN Y = 2.00 * (Yu + 0.97) : GOTO 110
100 IF Yu > 3.03 THEN Y = 1.01 * (Yu + 4.85) : GOTO 110
110 Print Y


Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 35


Practical determination of the random
and systematic part of the error
Position of the single measurement values around the mean and in reference
to the input value X:
X

es
YZu er

0 1 2 3 4 5 6 7 8 9 10
N
Series of measurements at one calibration point:
X N1 N2 N3 N4 N5 N6 N7 N8 N9 N10 Yu
[cm] [V] [V] [V] [V] [V] [V] [V] [V] [V] [V] [V]

10 1,44 1,45 1,45 1,44 1,42 1,40 1,40 1,43 1,40 1,42 1,42

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 36


Equipment for distance
measurement
PC IN

Power supply

Sensor _
+

0 50
Standard / cm

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 37


Tasks
1. Calculate the (uncorrected) transfer function
2. Calculate the correction function (linear Approximation)
3. Calculate the corrected transfer function
4. Draw the (uncorrected) transfer function
5. Draw the correction function (linear Approximation)
6. Draw the corrected transfer function
7. Write the correction software
8. Test the software for values at 15cm, 25cm, 35cm and 45cm
9. Calculate the empirical standard deviation of the measurement system
10. Calculate the error class of the measurement system
X N1 N2 N3 N4 N5 N6 N7 N8 N9 N10
[cm] [V] [V] [V] [V] [V] [V] [V] [V] [V] [V]

10 1,44 1,45 1,45 1,44 1,42 1,40 1,40 1,43 1,40 1,42
20 1,75 1,74 1,77 1,73 1,74 1,75 1,78 1,74 1,69 1,71
30 1,85 1,89 1,91 1,93 1,86 1,92 1,94 1,92 1,86 1,96
40 2,06 2,03 2,00 2,04 2,02 2,01 2,07 2,06 1,97 2,01
50 2,27 2,17 2,08 2,10 2,12 2,16 2,19 2,29 2,17 2,13

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 38


Formulas
a) Calculation of the constants of the transfer function Yu=mX+n:

 Yu
m=
X
n = Yu – mX

between the corresponding calibration points.

b) Calculation of the constants of the correction function Y = Km (Yu + Kn):

1
Km=
m
Kn=−n
between the corresponding calibration points.

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 39


Calibration constants
Yu = mX + n Y = Km (Yu + Kn)
X [cm] Yu [V] m [V/cm] n [V] Km[cm/V] Kn [V]

10 1,425
0,0315 1,110 31,746 -1,110
20 1,740
0,0164 1,412 60,976 -1,412
30 1,904
0,0123 1,535 81,300 -1,535
40 2,027
0,0141 1,463 70,922 -1,463
50 2,168

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 40


Software



50 Yu = (uncorrected value)
60 IF Yu < 1.740 THEN Y = 31.746 * (Yu – 1.110) : GOTO 100
70 IF Yu < 1.904 THEN Y = 60.976 * (Yu – 1.412) : GOTO 100
80 IF Yu < 2.027 THEN Y = 81.300 * (Yu – 1.535) : GOTO 100
90 IF Yu > 2.027 THEN Y = 70.922 * (Yu – 1.463) : GOTO 100
100 Print Y



Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 41


Functions
a) uncorrected function b) Correction function c) corrected function

3
50 50

2 40 40
YuZ 30 30
Y Y
1 20 20
10 10

0 0 0
0 1 2 3 0 10 20 30 40 50
0 10 20 30 40 50
YZu X
X

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 42


Determination of the random error
X N 1 N 2 N 3 N 4 N 5 N 6 N 7 N 8 N 9 N 10
[cm] [cm] [cm] [cm] [cm] [cm] [cm] [cm] [cm] [cm] [cm]

10 10,48 10,79 10,79 10,48 9,84 9,21 9,21 10,16 9,21 9,84
20 20,61 20,00 21,83 19,68 20,00 20,61 22,44 20,00 18,41 19,05
30 26,71 29,15 30,49 32,11 27,32 31,30 32,93 31,30 27,32 34,55
40 42,34 40,21 37,80 40,92 39,43 38,62 43,05 42,34 35,37 38,62
50 57,23 50,14 43,76 45,18 46,60 49,43 51,56 58,65 50,14 47,30

Biggest Standard deviation at calibration point 50 cm:

s = + 4,84 cm

Biggest deviation from the true value: measurement N8 at calibration point 50 cm:

e = 17,30 % that means e.g. error class 20

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 43


Example: Program for flow
calculation
QV   * A0 * 2 ( p1  p2) Known is:

• flow coefficient  = 1
• cross section of bezel A0 = 100 mm2
• density of medium  = 1 g/cm3
A0
• ADC: 12 Bit, linear from p to U and to the
ADC-numbers
• Flow 0 leads to the ADC-number 32
• Flow 1 m3/h leads to the ADC-number 3962
p
Tasks:
Pressure sensor
Amplifier → please write down the software for the PC,
ADC with which can be calculated the measurement
results for flows from 0 to 1 m3/h.
→ Please test the software at 0, 0.5 and 1 m3/h
PC

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 44


Transfer function
Qv p ADC
1 Qv2 0,00005 3962
p  ADC  m  p  n
0,5 k2 0,0000125 1014,5

0 0 32
Formula for flow calculating:

QV    A0  2 p

QV    A0  2  p

QV  k  p k    A0  2  141,42136

Qv2
p 
k2
ADC  m  p  n
( ADC) n  ADC  m  p
ADC  m  p  n m  7,86107
(p) n  32

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 45


Way 1: Direct calculation of the
inverse function
Qv p ADC
Qv2
p  ADC  m  p  n
k2

ADC p Qv
ADC  n Qv  k p
p 
m

ADC  n
Qv  k
m
k
Qv  ADC  n 10 ADC  ( ADC  Zahl )
m
20 Qv  0,015952  ADC  32
Qv  0,015952 ADC  32 30 Print Qv

Disadvantage: The completely mathematical description of the system must be known!

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 46


Way 2: Stepwise correction with an
unknown part
At the practice exist mostly to the well known mathematical non linearities additional
systematic non linearities (e.g. from the production process). In this cases it is
easier to correct at first the known mathematical non linearities in a mathematical
way and correct than the other non linearities with the linear approximation. In many
cases it saves calibration points.

Example:
X Yu km kn
0 0
10 ADC  ( ADC  Zahl ) 1
20 ADC  ADC  32 km 0,0159516 0
Yu
21 Yu  ADC
X
30 Qv  0,0159516  (Yu  0)
1 3930
40 Print Qv

In this case, the function is already linear. Otherwise it could be used more
calibration points from line 30 onwards.

This is the most used way!

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 47


Range and precision
The measurement range of a measurement system is the range, in which the
input value can change, without exceeding the given maximum error.

Attention: The displaying range can be bigger than the measurement range!

The resolution is the smallest unit of change of the input value that can be
detected with a measuring device.

The word “precision” is used very differently. Important is, that the “precision” is
completely different from the “resolution”. The maximum error of a system can
never be smaller then the resolution, but it can be much bigger. Therefore,
instead of using the term “precision” you should better use terms in connection
to the error.

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 48


Error propagation

Will be calculated a measurement result from several measurands and have the
measurands errors, will have the result also errors.

With the laws of the error propagation (Gauss´s low of error propagation) can be
calculated how big the resulting error of a calculated measurement result is.

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 49


Error propagation law for random
errors
If the standard deviation is known, is:

k   f 2
SY     x sj
j 1 j 

There means:

SY Standard deviation of the resulting measurand

xj in result involved single measurands

Sj Standard deviations of the single measurands, which are involve in the result
 f Partial derivative
 xj

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 50


Average expected error
The expense for the determination of all standard deviations of all measurands
involving in the result is in many cases to big. Therefore, at the practice and for
estimations it is usual to use single errors for the calculation. It is assumed, that
the single errors xj are also “mean errors”. This way is not a mathematical
exactly way, but delivers at the practice relatively realistic results:

k   f 2
Y     x  xj
There means: j 1 j 
Y Average expected error of the resulting measurand
xj in result involved single measurands
xj Average error of the single measurands, which are involve in the result
f
 xj Partial derivative

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 51


Maximum expected error
If shall calculated maximum errors, has to be calculated in a worst case
scenario. Therefore, for the derivatives are to taken the absolute values.

   k   f 
 Y  
     x  xj 
  j 1 j 
There means:

Y Maximal error of the resulting measurand
xj in result involved single measurands
xj Maximal error of the single measurands, which are involve in the result
 f Partial derivative
 xj
Maxima errors of single measurands are extremly rare. That they appears for all
single measurands to the same time is nearly improbable.

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 52


Remarks regarding propagation of
random errors

Propagation of the standard deviation: Very extensive


Average expected error: Mathematical not accurate, but very good to use


Maximum possible resulting error: His appearance is nearly improbably, but
useful for worst case scenarios.

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 53


Example for propagation of random
errors

Calculation from a volume from three lengths measurements:

V=a·b·c


The measurands are:

a + Δa / 2 cm + 0,01 cm

b + Δb / 3 cm + 0,02 cm

c + Δc / 5 cm + 0,02 cm


Looking for:

Average expected error for the volume

Maximum possible error for the volume

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 54


Solution: Average expected error

k   f 2
Generally formula: Y     xj
j1  xj 

  abc 2   abc 2   abc 2


Exact differential: V  
 a
a   
  b   
  c 
   b   c 

Solved: V  (bca)2  (acb)2  (abc)2

V  (3 5  0,01)2  (2  5  0,02)2  (2  3 0,02)2

V  0,2773cm3

Result: V= 30 cm3 ±0,2773 cm3

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 55


Maximum expected error
   k   f 
 Y  
Generally Formula:      x  xj 
  j 1 j 
  
Exact differential:  Y    abc a   abc b   abc c
 
  a b c
  
 Y   bca  acb  abc
Solved:  
 

  
 Y   3 5  0,01  2  5  0,02  2  3 0,02
 
 

  
 Y   0,47cm3
 
 

Result: V= 30 cm3 ±0,47 cm3

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 56


Error propagation for systematic
errors (influences)
In the formula has to be used the value and sign of the systematic error. But normally,
measurands should not contain systematic errors.
This law is also applied, when the influence of known changes of different measurands
with a known dependence to a resulting value shall be calculated.
(Example: Calculating of the dependence between strain and change of resistance of a
wire (e.g. strain gauges)).

k 
Y     f  xj 

There means:
j 1  xj 

Y Systematic error of the resulting measurand


xj in result involved single measurands
xj Systematic error of the single measurands, which are involve in the result
f
Partial derivative
 xj

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 57


Evaluation and presentation of
measurement results - 1
Case 1:
A measurement is carried out with the same equipment under the same
conditions and at a not changing measurement target. I will come to more or
less different measurand, even, when in an ideal way all systematic errors are
corrected. Reason: Random errors.
Example: The reliability of a measurement equipment shall be investigated.

Case 2:
Partly, the same methods are also used to investigate changing measuring
objects.
Example: A size analysis of 10.000 particles is statistical investigated (Test of
product quality)

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 58


Evaluation and presentation of
measurement results - 2
 The most of measurands have analogue character.
(temperature, pressure a.s.o), that means, they can be
all values of an interval
 Measurands with random errors following mostly the
normal distribution (Gauss distribution):
2
Y  



 
 

h(Y )  1 e 2 2
 2
Characterised by:

h(Y)  location parameter: expected value 


 uniformity parameter: standard deviation 
P

Y Y Y
1 2

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 59


Estimated values and true values

From a series of measurements calculated values are only estimations for the
true values. The higher the number of measurands, the better the estimation.


The mean Y , as the estimation of the true value μ, is with high probability very
close to µ. At the practice,Y is used for the true value.


The empirical standard deviation S is an estimation for the standard deviation
σ. The empirical standard deviation is a range, calculated from a series of
measurements. In this range is the true value with a certain statistical reliability.
S is a measure for the mean expected error of a single measurement and there
for a measure for the quality of a series of measurements.

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 60


Mean and expected value
The average from a sample (as a series of measurements) is the mean (or the
empirical expected value). The mean Y is only an estimation for the expected
value μ. The expected value µ is the originally true value, what is looking for.
Against this value will the mean converged with increasing number of
measurands. It is easy to understand, that a mean is with higher probability
near the expected value as a single measurand.

Mean:
N
Y  1 * Yi
N i1

The mean Y , as the estimation of the true value μ, is with high probability very
close to µ. At the practice, Y is used for the true value.

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 61


Variance and empirical variance
2   Y  Y 2
Yi Y
Y  i 

Y
N
2
s  1 *  (Yi  Y )2
N 1 i 1

1 2 3 4 5 6 7 8 9 10 N
The empirical variance s2 is an estimation of the variance σ2. This is the true
value actual looking for. The empirical variance s2 converged with increasing
number of measurands against the variance σ2.

To note is the denominator N-1 of the equation. The number N-1 is the degree
of freedom. Because the mean Y is included, exist only Y2....YN as free
degrees; Y1 is defined by Y and Y2....YN.

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 62


Standard deviation and empirical
standard deviation - 1
The square root of the empirical variance is the empirical standard deviation s or
also called as average error of the single measurement. The empirical standard
deviation is an estimation for the standard deviation σ. The empirical standard
deviation s converged with increasing number of measurands against the
standard deviation σ:
1 N
s *  (Yi  Y )2
N 1 i1
The single standard deviation σ means, that a single measurand is located in
the range of μ+σ with a probability of 68,3%, or with other words:

68,3% of the measurands are in the range of μ+ 1σ


95,5% of the measurands are in the range of μ+ 2σ
99,73% of the measurands are in the range of μ+ 3σ

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 63


Standard deviation and empirical
standard deviation - 2
For enough high N is this also roughly valid for the empirical standard deviation
s as estimation for the standard deviation σ and the mean Y as estimation for
the expected value μ:
h(Y)

68,3%

95,5%
99,7%

Y Y
Y-1s Y+1s
Y-2s Y+2s
Y-3s Y+3s

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 64


Empirical histogram - 1

The range, in which are the meaasurands, is to divided in intervals with the
same width ΔY. This intervals (classes) i will dedicated the number of
measurands, which have a value of this range. This is the absolute
frequency Habsi, that means the number of measurands per class.

The absolute frequency of a class, divided trouth the total number of
measurements n is the relative frequency Hi:
ni
H i=
n

If the class widths are unequal, is the relatively frequency of the classes to
dividing through the width of each class. This leads to the relatively
frequency, standardised to the class width:
ni
H i=
nYi

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 65


Empirical histogram - 2
H

 Yi

ni
n  Yi

Y
Recommended value für the number of classes: k≈  n
Example: It is to draw a histogram with 10.000 measurands.
The number of classes should be roughly: k≈  10.000=100

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 66


Histogram
With increasing number of measurands is the empirical histogram converging
against the histogram:
h(Y )  lim  lim H (Y ) 
Y  0 n   

Y
This would lead to the following drawing: h(Y)

The probability P, that a measurand is


Between the classes Y1 and Y2,
can be calculated: y2 Y1 Y2 Y
P(Y1  Y  Y 2)   h(Y )dY
y1

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 67


Empirical cumulative histogram
The empirical cumulative histogram S can be calculated by summation of the
relatively frequencies, starting with the lowest class:
n
S (Y )  k i
i1 n
S(Y)
There fore is S (Y ) Y  Y 1 1
max

Thereby is k the class from Y.

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 68


Cumulative histogram
With increasing number of measurands, the empirical cumulative histogram is
converting against the cumulative histogram:

s(Y )  lim  lim S (Y ) 


Y  0 n    S(Y)
1

This would lead to the following drawing:

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 69


Example for the evaluation of a series of measurements
Value from the device in m Frequency
With a device with a resolution of
103,3 / 0,1µm was measured the diameter of
103,4 80 parts under the same conditions.
103,5
103,6 //
Please calculate and draw:
103,7 /
103,8 //// // ●
The relatively frequency as empirical
103,9 //// / histogram
104,0 //// //
104,1 //// //// / ●
The relatively frequency as empirical
104,2 //// //// //// cumulative histogram
104,3 //// //// //
104,4 ////

The mean
104,5 //// //// /// ●
The empirical standard deviation
104,6
104,7 //
104,8

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 70


Result of the evaluation - 1
j  80  9  besser
better j  8, dathen
dann xj  0,2W

absolute frequency per class: 1/2/8/13/25/16/13/2 (Sum 80)

relative frequency per class: 0,012/0,025/0,1/0,163/0,312/0,2/0,163/0,025
(Sum = 1)

Empirical cumulative histogram: 0,012/0,037/0,137/0,3/0,612/0,812/0,975/1,0
H(Y)
30

Histogram:
25

20

15

10

103,25 103,65 104,05 104,45 104,85 d/um


103,45 103,85 104,25 104,65

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 71


Result of the evaluation - 2
Empirical cumulative S(Y)
histogram:
100
90
80
70
60
Y = 104,165 µm 50
40
30
20
S = 0,268 µm 10

103,25 103,65 104,05 104,45 104,85 d/um


103,45 103,85 104,25 104,65

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 72


Thank you very much
for your attention !

Prof. Dr.-Ing. Jörg M. Hoffmann Metropolia University Helsinki 2017 73

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