1
Analysis of Error Factors for Measurement Data and Inverse Techniques Application to Temperature Measurements and Heat Flux Estimations
Damien DAVID
Centre de Thermique de Lyon INSA de Lyon - CNRS - UCBL
14th June 2011
Tutorial 8
Analysis of Error Factors for Measurement Data and Inverse - - PowerPoint PPT Presentation
Tutorial 8 Analysis of Error Factors for Measurement Data and Inverse Techniques Application to Temperature Measurements and Heat Flux Estimations Damien DAVID Centre de Thermique de Lyon INSA de Lyon - CNRS - UCBL 14th June 2011 1 Method
1
Damien DAVID
Centre de Thermique de Lyon INSA de Lyon - CNRS - UCBL
14th June 2011
Tutorial 8
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
2
1
Method 0 : Foreword, Definitions
2
Method 1 : Determination of an Estimator Uncertainty
3
Method 2 : The Monte Carlo Method
4
Application 0 : Presentation of Study Case
5
Application 1 : Temperature Estimation Uncertainties
6
Application 2 : Inverse Technique Uncertainties
M0 : Foreword
Bibliography Definitions Scope
M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
3
1
Method 0 : Foreword, Definitions Bibliography Definitions Scope of the Study
2
Method 1 : Determination of an Estimator Uncertainty
3
Method 2 : The Monte Carlo Method
4
Application 0 : Presentation of Study Case
5
Application 1 : Temperature Estimation Uncertainties
6
Application 2 : Inverse Technique Uncertainties
M0 : Foreword
Bibliography Definitions Scope
M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
4
M0 : Foreword
Bibliography Definitions Scope
M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
4
M0 : Foreword
Bibliography Definitions Scope
M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
5
∆( E , s
2 , ν , N )
−5 5 0.1 0.2 0.3 0.4
t p(t)
M0 : Foreword
Bibliography Definitions Scope
M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
5
∆( E , s
2 , ν , N )
Mathematical Expectation
−5 5 0.1 0.2 0.3 0.4
t p(t)
∆(−1, 1, 8, N) ∆( 0, 1, 8, N) ∆( 1, 1, 8, N)
M0 : Foreword
Bibliography Definitions Scope
M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
5
∆( E , s
2 , ν , N )
Variance
−5 5 0.1 0.2 0.3 0.4
t p(t)
∆(0, 1, 8, N) ∆(0, 2, 8, N) ∆(0, 3, 8, N)
M0 : Foreword
Bibliography Definitions Scope
M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
5
∆( E , s
2 , ν , N )
Degree of Freedom
−5 5 0.1 0.2 0.3 0.4
t p(t)
Normal ∆(0, 1, 8, N) ∆(0, 1, 4, N) ∆(0, 1, 2, N)
M0 : Foreword
Bibliography Definitions Scope
M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
5
∆( E , s
2 , ν , N )
Number of associated elements
M0 : Foreword
Bibliography Definitions Scope
M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
5
∆( E , s
2 , ν , N )
Interval of confidence : ∆
95% = E ± t 0.975 ν
√ s2
M0 : Foreword
Bibliography Definitions Scope
M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
5
∆( E , s
2 , ν , N )
Interval of confidence : ∆
95% = E ± t 0.975 ν
√ s2
−5 5 0.1 0.2 0.3 0.4
t p(t)
∆(0,1,ν,N)
95% 2.5% 2.5%
−t0.975
ν
t0.975
ν
M0 : Foreword
Bibliography Definitions Scope
M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
6
Measurement Device Data Treatment
(Thermocouple, Balance...) (Averaging)
M0 : Foreword
Bibliography Definitions Scope
M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
6
Measurement Device Data Treatment
(Thermocouple, Balance...) (Averaging)
Raw Data Estimation Y
p m
Y m = Nm
p=1 Y p m
Nm
M0 : Foreword
Bibliography Definitions Scope
M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
6
Measurement Device Data Treatment
(Thermocouple, Balance...) (Averaging)
Raw Data Estimation Y
p m
Y m = Nm
p=1 Y p m
Nm Raw Data Total Error Estimation Total Error Y
p m = Ytrue + ε p Ym
Y m = Ytrue + εY m
M0 : Foreword
Bibliography Definitions Scope
M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
6
Measurement Device Data Treatment
(Thermocouple, Balance...) (Averaging)
Raw Data Estimation Y
p m
Y m = Nm
p=1 Y p m
Nm Raw Data Total Error Estimation Total Error Y
p m = Ytrue + ε p Ym
Y m = Ytrue + εY m ε
p Ym ∈ NY(0, σY)
εY m ∈ NY m(0, σY m)
M0 : Foreword
Bibliography Definitions Scope
M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
6
Measurement Device Data Treatment
(Thermocouple, Balance...) (Averaging)
Raw Data Estimation Y
p m
Y m = Nm
p=1 Y p m
Nm Raw Data Total Error Estimation Total Error Y
p m = Ytrue + ε p Ym
Y m = Ytrue + εY m ε
p Ym ∈ NY(0, σY)
εY m ∈ NY m(0, σY m) Raw Data Total Error Random Variable Estimation Total Error Random Variable ∆Y(0, s
2 Y, νY, NY)
∆Y m(0, s
2 Y m, νY m, NY m)
M0 : Foreword
Bibliography Definitions Scope
M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
7
Ytrue = Y m ± ∆
95% Y m is true with a level of confidence 95%
M0 : Foreword
Bibliography Definitions Scope
M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
7
Ytrue = Y m ± ∆
95% Y m is true with a level of confidence 95%
0.1 0.2 0.3 0.4
ξYm p(ξYm)
∆Ym
M0 : Foreword
Bibliography Definitions Scope
M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
7
Ytrue = Y m ± ∆
95% Y m is true with a level of confidence 95%
0.1 0.2 0.3 0.4
ξYm p(ξYm)
∆Ym
95%
−t0.975
νY
Y
t0.975
νY
Y
∆
95% Y m = t 0.975 νYm
Y m
M0 : Foreword
Bibliography Definitions Scope
M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
8
Physical Phenomena which deteriorate the quality of the
Fixed Error Factors Fluctuating Error Factor
Temperature, Pollutant Concentra- tion, Air speed, measurement tool... Electromagnetic noise...
f1..fM−1 fM
M0 : Foreword
Bibliography Definitions Scope
M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
8
Physical Phenomena which deteriorate the quality of the
Fixed Error Factors Fluctuating Error Factor
Temperature, Pollutant Concentra- tion, Air speed, measurement tool... Electromagnetic noise...
f1..fM−1 fM Raw Data Total Error Estimation Total Error Y
p m = Ytrue + ε p Ym
Y m = Ytrue + εY m Raw Data Associated Errors Estimation Associated Errors Y
p m = Ytrue + ε p Ym,f1 + .. + ε p Ym,fM
Y m = Ytrue + ε
p Y m,f1 + .. + ε p Y m,fM
M0 : Foreword
Bibliography Definitions Scope
M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
9
Conservation of ∆Y m
Preliminary Measurments Actual Use Estimator
M0 : Foreword
Bibliography Definitions Scope
M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
9
Conservation of ∆Y m
Preliminary Measurments Actual Use Estimator
M0 : Foreword M1 : Estimator Uncertainty
No Error Factor Analysis Error Factor Analysis Extra Calc
M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
10
1
Method 0 : Foreword, Definitions
2
Method 1 : Determination of an Estimator Uncertainty No Error Factor Analysis Error Factor Analysis Extra Calculation
3
Method 2 : The Monte Carlo Method
4
Application 0 : Presentation of Study Case
5
Application 1 : Temperature Estimation Uncertainties
6
Application 2 : Inverse Technique Uncertainties
M0 : Foreword M1 : Estimator Uncertainty
No Error Factor Analysis Error Factor Analysis Extra Calc
M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
11
Raw Data Total Error RV Estimation Total Error RV Raw Data Total Errors Raw Data
M0 : Foreword M1 : Estimator Uncertainty
No Error Factor Analysis Error Factor Analysis Extra Calc
M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
11
Raw Data Total Error RV Estimation Total Error RV Raw Data Total Errors Raw Data
Measurement of the same true value Ytrue Ytrue not necessarily known. Y
p = Ytrue + ε p Y
M0 : Foreword M1 : Estimator Uncertainty
No Error Factor Analysis Error Factor Analysis Extra Calc
M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
11
Raw Data Total Error RV Estimation Total Error RV Raw Data Total Errors Raw Data
Approximation of ε
p Y
δ
p Y = Y p − Y = ε p Y − ε p Y
M0 : Foreword M1 : Estimator Uncertainty
No Error Factor Analysis Error Factor Analysis Extra Calc
M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
11
Raw Data Total Error RV Estimation Total Error RV Raw Data Total Errors Raw Data
−0.1 −0.05 0.05 0.1 5 10 15
δ p(δ)
NY = NY νY = NY − 1 s
2 Y =
NY
p=1(δ p Y)2
νY
M0 : Foreword M1 : Estimator Uncertainty
No Error Factor Analysis Error Factor Analysis Extra Calc
M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
11
Raw Data Total Error RV Estimation Total Error RV Raw Data Total Errors Raw Data
ε1 + .. + εNm Nm NY m = NY νY m = νY s
2 Y m = s2 Y
Nm Decreasing
M0 : Foreword M1 : Estimator Uncertainty
No Error Factor Analysis Error Factor Analysis Extra Calc
M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
12
Quick Method Fluctuation of the Estimation Value
No Bias No Interpretation of the Error Structure
M0 : Foreword M1 : Estimator Uncertainty
No Error Factor Analysis Error Factor Analysis Extra Calc
M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
13
Estimation Total Error RV Raw Associated Data Populations Raw Associated Error populations Raw Associated Error RV Estimation Associated Error RV
M0 : Foreword M1 : Estimator Uncertainty
No Error Factor Analysis Error Factor Analysis Extra Calc
M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
13
Estimation Total Error RV Raw Associated Error populations Raw Associated Error RV Estimation Associated Error RV Raw Associated Data Populations
fk are blocked by controlling environment Y
1 fM =Ytrue+εY,f1+. . .+εY,fq−1+εY,fq+εY,fq+1+. . .+ε 1 Y,fM
Y
2 fM =Ytrue+εY,f1+. . .+εY,fq−1+εY,fq+εY,fq+1+. . .+ε 2 Y,fM
................... Y
NfM fq =Ytrue+εY,f1+. . .+εY,fq−1+εY,fq+εY,fq+1+. . .+ε NfM Y,fM
M0 : Foreword M1 : Estimator Uncertainty
No Error Factor Analysis Error Factor Analysis Extra Calc
M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
13
Estimation Total Error RV Raw Associated Error populations Raw Associated Error RV Estimation Associated Error RV Raw Associated Data Populations
fk are blocked by controlling environment Y
1 fM =Ytrue+εY,f1+. . .+εY,fq−1+εY,fq+εY,fq+1+. . .+ε 1 Y,fM
Y
2 fM =Ytrue+εY,f1+. . .+εY,fq−1+εY,fq+εY,fq+1+. . .+ε 2 Y,fM
................... Y
NfM fq =Ytrue+εY,f1+. . .+εY,fq−1+εY,fq+εY,fq+1+. . .+ε NfM Y,fM
Y fM =Ytrue+εY,f1+. . .+εY,fq−1+εY,fq+εY,fq+1+. . .+εY,fM
M0 : Foreword M1 : Estimator Uncertainty
No Error Factor Analysis Error Factor Analysis Extra Calc
M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
13
Estimation Total Error RV Raw Associated Error RV Estimation Associated Error RV Raw Associated Data Populations Raw Associated Error populations
Approximation of ε
p Y,fM
δ
p Y,fM = Y p fM − Y fM = ε p Y,fM − εY,fM
M0 : Foreword M1 : Estimator Uncertainty
No Error Factor Analysis Error Factor Analysis Extra Calc
M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
13
Estimation Total Error RV Associated Raw Data Populations Estimation Associated Error RV Raw Associated Error populations Raw Associated Error RV
−0.1 −0.05 0.05 0.1 5 10 15
δ p(δ)
NY,fM = NfM νY,fM = NfM − 1 s
2 Y,fM =
NfM
p=1(δ p Y,fM)2
νY,fM
M0 : Foreword M1 : Estimator Uncertainty
No Error Factor Analysis Error Factor Analysis Extra Calc
M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
13
Estimation Total Error RV Raw Associated Data Populations Raw Associated Error populations Raw Associated Error RV Estimation Associated Error RV
ε1 + .. + εNm Nm NY,fM = NY,fM νY,fM = νY,fM s
2 Y,fM = s2 Y,fM
Nm Decreasing
M0 : Foreword M1 : Estimator Uncertainty
No Error Factor Analysis Error Factor Analysis Extra Calc
M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
13
Estimation Total Error RV Raw Associated Error populations Raw Associated Error RV Estimation Associated Error RV Raw Associated Data Populations
fM blocked by averaging Y
1 fq =Ytrue+εY,f1+. . .+εY,fq−1+ε 1 Y,fq+εY,fq+1+. . .+ε 1 Y,fM
Y
2 fq =Ytrue+εY,f1+. . .+εY,fq−1+ε 2 Y,fq+εY,fq+1+. . .+ε 2 Y,fM
................... Y
Nfq fq =Ytrue+εY,f1+. . .+εY,fq−1+ε Nfq Y,fq+εY,fq+1+. . .+ε Nfq Y,fM
M0 : Foreword M1 : Estimator Uncertainty
No Error Factor Analysis Error Factor Analysis Extra Calc
M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
13
Estimation Total Error RV Raw Associated Error populations Raw Associated Error RV Estimation Associated Error RV Raw Associated Data Populations
fM blocked by averaging Y
1 fq =Ytrue+εY,f1+. . .+εY,fq−1+ε 1 Y,fq+εY,fq+1+. . .+ε 1 Y,fM
Y
2 fq =Ytrue+εY,f1+. . .+εY,fq−1+ε 2 Y,fq+εY,fq+1+. . .+ε 2 Y,fM
................... Y
Nfq fq =Ytrue+εY,f1+. . .+εY,fq−1+ε Nfq Y,fq+ εY,fq +. . .+ε Nfq Y,fM
Y fq =Ytrue+εY,f1+. . .+εY,fq−1+εY,fq+εY,fq+1+. . .+εY,fM
M0 : Foreword M1 : Estimator Uncertainty
No Error Factor Analysis Error Factor Analysis Extra Calc
M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
13
Estimation Total Error RV Raw Associated Data Populations Raw Associated Error populations Raw Associated Error RV Estimation Associated Error RV
Approximation of ε
p Y,fq
δ
p Y,fq = Y p fq − Y fq = (ε p Y,fq − εY,fq) + (ε p Y,fM − εY,fM)
M0 : Foreword M1 : Estimator Uncertainty
No Error Factor Analysis Error Factor Analysis Extra Calc
M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
13
Estimation Total Error RV Raw Associated Data Populations Raw Associated Error populations Raw Associated Error RV Estimation Associated Error RV
−0.1 −0.05 0.05 0.1 5 10 15 20
δ p(δ)
NY,fq = Nfq νY,fq = Nfq − 1 s
2 Y,fq =
Nfq
p=1(δ p Y,fq)2
νY,fq −s2
Y,fM
Nfq Compensation
M0 : Foreword M1 : Estimator Uncertainty
No Error Factor Analysis Error Factor Analysis Extra Calc
M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
13
Estimation Total Error RV Raw Associated Data Populations Raw Associated Error populations Raw Associated Error RV Estimation Associated Error RV
ε1 + .. + εNm Nm NY,fq = NY,fq νY,fq = νY,fq s
2 Y,fq =
s2
Y,fq
Nm Fluctuating Error s
2 Y,fq = s 2 Y,fq Bias
M0 : Foreword M1 : Estimator Uncertainty
No Error Factor Analysis Error Factor Analysis Extra Calc
M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
13
Estimation Total Error RV Raw Associated Data Populations Raw Associated Error populations Raw Associated Error RV Estimation Associated Error RV
εf1 + .. + εfM NY m =
qNY,fq
νY m =
Nf
q=1
s2 Y,fq NY,fq
2
Nf
q=1
s2 Y,fq NY,fq
2 1
νY,fq
2 Y m = qs 2 Y,fq Sum Variances
M0 : Foreword M1 : Estimator Uncertainty
No Error Factor Analysis Error Factor Analysis Extra Calc
M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
14
Description of the Error Structure Bias Taken Into Account
Choice of the Predominant Error Factors
M0 : Foreword M1 : Estimator Uncertainty
No Error Factor Analysis Error Factor Analysis Extra Calc
M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
15
Intrinsic Average Raw Associated Error RVs
∆ Same Error Factor Different Ytrue NY,fk =
iNY,fk ,i
νY,fk =
iνY,fk ,i
s
2 Y,fk =
Y,fk ,i
νY,fk ,i
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method
The MC method Generation Inputs Error Factor Analysis
A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
16
1
Method 0 : Foreword, Definitions
2
Method 1 : Determination of an Estimator Uncertainty
3
Method 2 : The Monte Carlo Method The Monte Carlo method Generation of Noised Input Populations Error Factor Analysis
4
Application 0 : Presentation of Study Case
5
Application 1 : Temperature Estimation Uncertainties
6
Application 2 : Inverse Technique Uncertainties
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method
The MC method Generation Inputs Error Factor Analysis
A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
17
Inputs Inverse Technique Outputs
NI Estimation Inputs NO Outputs
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method
The MC method Generation Inputs Error Factor Analysis
A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
17
Populations Inputs Inverse Technique Populations Outputs
Noised population for the inputs Noised outputs
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method
The MC method Generation Inputs Error Factor Analysis
A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
18
Noised Input Estimation Total Error Values Estimation Total Error RV
−5 5 0.1 0.2 0.3 0.4
t p(t)
∆(0, 1, ν, N)
δ
p = t νYm rand
Y m
Command trnd on MATLABTM
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method
The MC method Generation Inputs Error Factor Analysis
A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
18
Noised Input Estimation Associated Error Values Estimation Associated Error RV
−5 5 0.1 0.2 0.3 0.4
t p(t)
∆(0, 1, ν, N)
δ
p fq = t νY,fq rand
Y,fq
Command trnd on MATLABTM
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method
The MC method Generation Inputs Error Factor Analysis
A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
18
Noised Input Estimation Associated Error Values Estimation Assiociated Error RV Autocorrelation Matrix
Dependency between : δ(ti) δ(tj) with j < i
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method
The MC method Generation Inputs Error Factor Analysis
A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
18
Noised Input Estimation Associated Error Values Estimation Assiociated Error RV Autocorrelation Matrix
−2 2
δf
−2 2
δf
20 40 60 80 100 −2 2
δf time
(δ
i) = mvtrnd(R, ν)
Fully dependent : Ri,j = 1 Autocorrelated : Ri,j = 0 Independent : Ri,j = 0
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method
The MC method Generation Inputs Error Factor Analysis
A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
19
Populations Inputs Inverse Technique Populations Outputs
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method
The MC method Generation Inputs Error Factor Analysis
A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
19
Populations Inputs Inverse Technique Populations Outputs
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method
The MC method Generation Inputs Error Factor Analysis
A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
19
Populations Inputs Inverse Technique Populations Outputs
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case
The Inverse Technique
A1 : Temperature Uncertainties A2 : IT Uncertainties
20
1
Method 0 : Foreword, Definitions
2
Method 1 : Determination of an Estimator Uncertainty
3
Method 2 : The Monte Carlo Method
4
Application 0 : Presentation of Study Case The Inverse Technique
5
Application 1 : Temperature Estimation Uncertainties
6
Application 2 : Inverse Technique Uncertainties
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case
The Inverse Technique
A1 : Temperature Uncertainties A2 : IT Uncertainties
21
Adiabatic Conditions
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case
The Inverse Technique
A1 : Temperature Uncertainties A2 : IT Uncertainties
21
Adiabatic Conditions
Model Interpolation
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case
The Inverse Technique
A1 : Temperature Uncertainties A2 : IT Uncertainties
21
500 1000 1500 0.5 1 1.5 10 20 30 40
Y [m] t [min] ¯ Tk,i
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case
The Inverse Technique
A1 : Temperature Uncertainties A2 : IT Uncertainties
21
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case
The Inverse Technique
A1 : Temperature Uncertainties A2 : IT Uncertainties
21
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties
Calibration Error Factors Results
A2 : IT Uncertainties
22
1
Method 0 : Foreword, Definitions
2
Method 1 : Determination of an Estimator Uncertainty
3
Method 2 : The Monte Carlo Method
4
Application 0 : Presentation of Study Case
5
Application 1 : Temperature Estimation Uncertainties Calibration of the Thermocouples The error factors Results
6
Application 2 : Inverse Technique Uncertainties
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties
Calibration Error Factors Results
A2 : IT Uncertainties
23
Reference probe Thermocouple Reflux Insulated pipe Refrigerated/heated bath Reference probe Thermocouple Reflux Insulated pipe Refrigerated/heated bath
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties
Calibration Error Factors Results
A2 : IT Uncertainties
23
∆T : Temperature difference between the two junctions VTC : Voltage between the two junctions
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties
Calibration Error Factors Results
A2 : IT Uncertainties
23
Set k Set k+1
NT = 13 Sets of acquisition NA = 15 Acquisitions per set
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties
Calibration Error Factors Results
A2 : IT Uncertainties
23
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties
Calibration Error Factors Results
A2 : IT Uncertainties
23
Calibration curve
∆Tc = c2V
2 TC + c1VTC + c0
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties
Calibration Error Factors Results
A2 : IT Uncertainties
23
Noise Error Calibration Curve Error
Noise Error Calibration Curve Error
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties
Calibration Error Factors Results
A2 : IT Uncertainties
24
Noise Error
Due to the electromagnetic noise Fast fluctuating error
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties
Calibration Error Factors Results
A2 : IT Uncertainties
24
Noise Error
VTC,i,1 =V
i true+ε i V,c+ε i,1 V,n
VTC,i,2 =V
i true+ε i V,c+ε i,2 V,n
................... VTC,i,NA =V
i true+ε i V,c+ε i,NA V,n
V TC,i =V
i true+ε i V,c+ε i V,n
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties
Calibration Error Factors Results
A2 : IT Uncertainties
24
Turning a voltage error into a temperature error δ
p T,n = ∆c(VTC,i,1 − V TC,i,j) = ε i,p T,n − ε i T,n
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties
Calibration Error Factors Results
A2 : IT Uncertainties
24
Raw Noise Error RV Estimation Noise Error RV Raw Noise Errors Raw Noise Error RVs
One noise error random variable per set of acquisition Step 5 : Intrinsic average Step 2’ : Fluctuating Error : the Averaging decreases the Variance
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties
Calibration Error Factors Results
A2 : IT Uncertainties
25
Calibration Curve Error
Discrepancy between the curve and the real behavior of the Thermocouple Bias during a set of measurement
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties
Calibration Error Factors Results
A2 : IT Uncertainties
25
Calibration Curve Error
∆c(V TC,1) =T
1 true+ε 1 T,c+ε 1 T,n
∆c(V TC,2) =T
2 true+ε 2 T,c+ε 2 T,n
................... ∆c(V TC,NT )=T
NT true+ε NT T,c+ε NT T,n
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties
Calibration Error Factors Results
A2 : IT Uncertainties
25
We suppose T
i true ≈ ∆Tref,i
3 Parameters c1, c2, c3 to estimate the errors : δ
p T,c = ∆Tc(V TC,i) − ∆Tref,i
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties
Calibration Error Factors Results
A2 : IT Uncertainties
25
Raw Calibration Curve Error RV Estimation Calibration Curve Error RV Raw Calibration Curve Errors
Step 1’ : νT,c = NT − 3, because of 3 parameters Step 1’ : Variance Correction Step 2’ : Bias : the Averaging does not modify the Variance
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties
Calibration Error Factors Results
A2 : IT Uncertainties
25
Calibration Curve 'True' Response
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties
Calibration Error Factors Results
A2 : IT Uncertainties
25
τT,k = k × 5
Autocorrelation : GT,c(τT,k) = NA
i=1 δi T,cδi−k T,c
NA
i=1(δi T,c)2
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties
Calibration Error Factors Results
A2 : IT Uncertainties
25
−40 −20 20 40 −0.5 0.5 1
τT [oC] G(τT)
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties
Calibration Error Factors Results
A2 : IT Uncertainties
26
1 3 5 7 9 11 13 0.005 0.01 0.015 0.02 0.025 0.03 0.035 0.04
No Thermocouple Standard Deviation [°C]
T,n
T,n/Nm
T,c
Nm = 90
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties
Calibration Error Factors Results
A2 : IT Uncertainties
26
1 3 5 7 9 11 13 0.04 0.045 0.05 0.055 0.06 0.065
No Thermocouple ∆95%
¯ T
[oC]
T = TSF + ∆Tc(VTC) Error on cold junction neglected Average : ∆
95% T m = 0.05
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
NIP Generation Temperature Uncertainty Heat Flux Uncertainty 27
1
Method 0 : Foreword, Definitions
2
Method 1 : Determination of an Estimator Uncertainty
3
Method 2 : The Monte Carlo Method
4
Application 0 : Presentation of Study Case
5
Application 1 : Temperature Estimation Uncertainties
6
Application 2 : Inverse Technique Uncertainties Generation of the Noised Input Populations Temperature Uncertainty Heat Flux Uncertainty
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
NIP Generation Temperature Uncertainty Heat Flux Uncertainty 28
Inverse Technique
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
NIP Generation Temperature Uncertainty Heat Flux Uncertainty 28
T k,i = T k(ti)
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
NIP Generation Temperature Uncertainty Heat Flux Uncertainty 28
Independent Errors
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
NIP Generation Temperature Uncertainty Heat Flux Uncertainty 28
Autocorrelated Errors Ri,j = GT(T(ti) − T(tj))
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
NIP Generation Temperature Uncertainty Heat Flux Uncertainty 29
500 1000 1500 0.5 1 1.5 10 20 30 40
Y [m] IM Mean Temperature t [min]
500 1000 1500 0.5 1 1.5 0.02 0.04 0.06 0.08
Y [m] IM Temperature Uncertainty t [min] ∆95%
[oC]
∆
95%
constant with time
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
NIP Generation Temperature Uncertainty Heat Flux Uncertainty 29
0.5 1 1.5 0.03 0.04 0.05 0.06 0.07 0.08
Y [m] ∆95%
[oC]
Local Maximums at Thermocouple locations
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
NIP Generation Temperature Uncertainty Heat Flux Uncertainty 30
500 1000 1500 0.5 1 1.5 −2 2 4 6 8
Y [m] IM Mean Heat Flux t [min]
500 1000 1500 0.5 1 1.5 0.05 0.1 0.15 0.2
Y [m] Uncertainty t [min] (∆95%
) [W/m2]
∆
95%
proportional to φ
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
NIP Generation Temperature Uncertainty Heat Flux Uncertainty 30
400 600 800 1000 0.5 1 1.5 0.05 0.1 0.15 0.2
Y [m] Relative Uncertainty t [min] ∆95%
/ φ
0.5 1 1.5 0.05 0.06 0.07 0.08 0.09 0.1
Y [m] ∆95%
/ φ
∆
95%
φ almost constant with time
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
NIP Generation Temperature Uncertainty Heat Flux Uncertainty 31
φ ≈ eρcp Ti − Ti−1 ∆t
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
NIP Generation Temperature Uncertainty Heat Flux Uncertainty 31
φ ≈ eρcp Ti − Ti−1 ∆t φ + εφ ≈ e(ρ + ερ)(cp + εcp)(Ti + εi
T) − (Ti−1 + εi−1 T )
∆t
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
NIP Generation Temperature Uncertainty Heat Flux Uncertainty 31
φ ≈ eρcp Ti − Ti−1 ∆t φ + εφ ≈ e(ρ + ερ)(cp + εcp)(Ti + εi
T) − (Ti−1 + εi−1 T )
∆t φ + εφ ≈ φ + ερ ρ φ + εcp cp φ + (ε
i T − ε i−1 T ) eρcp
∆t
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
NIP Generation Temperature Uncertainty Heat Flux Uncertainty 31
φ ≈ eρcp Ti − Ti−1 ∆t φ + εφ ≈ e(ρ + ερ)(cp + εcp)(Ti + εi
T) − (Ti−1 + εi−1 T )
∆t φ + εφ ≈ φ + ερ ρ φ + εcp cp φ + (ε
i T − ε i−1 T ) eρcp
∆t εφ ≈ ερ ρ + εcp cp
i T − ε i−1 T )eρcp
∆t
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
NIP Generation Temperature Uncertainty Heat Flux Uncertainty 32
500 1000 1500 0.5 1 1.5 −2 2 4 6 8
Y [m] IM Mean Heat Flux t [min]
500 1000 1500 0.5 1 1.5 0.005 0.01 0.015 0.02
Y [m] Uncertainty associated to ρ t [min] (∆95%
)ρ [W/m2]
proportional to φ εφ ≈ ερ ρ φ ∝ φ
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
NIP Generation Temperature Uncertainty Heat Flux Uncertainty 32
500 1000 1500 0.5 1 1.5 −2 2 4 6 8
Y [m] IM Mean Heat Flux t [min]
500 1000 1500 0.5 1 1.5 0.05 0.1 0.15 0.2
Y [m] Uncertainty associated to cp t [min] (∆95%
)cp [W/m2]
proportional to φ εφ ≈ εcp cp φ ∝ φ
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
NIP Generation Temperature Uncertainty Heat Flux Uncertainty 32
500 1000 1500 0.5 1 1.5 −2 2 4 6 8
Y [m] IM Mean Heat Flux t [min]
500 1000 1500 0.5 1 1.5 0.1 0.2 0.3 0.4 0.5
Y [m] Uncertainty associated to T t [min] (∆95%
)T [W/m2]
proportional to φ εφ ≈ (ε
i T − ε i−1 T )eρcp
∆t ∝ φ
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
NIP Generation Temperature Uncertainty Heat Flux Uncertainty 33
200 400 600 800 1000 1200 10 15 20 25 30 35
T t [min]
∆ t2 ∆ t1
1 2 3 4 5 −0.2 0.2 0.4 0.6 0.8 1 1.2
GT,c(τT) τT [oC]
∆ T2 ∆ T1
∆T1 < ∆T2
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
NIP Generation Temperature Uncertainty Heat Flux Uncertainty 33
200 400 600 800 1000 1200 10 15 20 25 30 35
T t [min]
∆ t2 ∆ t1
1 2 3 4 5 −0.2 0.2 0.4 0.6 0.8 1 1.2
GT,c(τT) τT [oC]
∆ T2 ∆ T1
∆T1 < ∆T2 φ1 < φ2
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
NIP Generation Temperature Uncertainty Heat Flux Uncertainty 33
200 400 600 800 1000 1200 10 15 20 25 30 35
T t [min]
∆ t2 ∆ t1
1 2 3 4 5 −0.2 0.2 0.4 0.6 0.8 1 1.2
GT,c(τT) τT [oC]
∆ T2 ∆ T1
∆T1 < ∆T2 φ1 < φ2 G(∆T1) > G(∆T2) (ε
i T − ε i−1 T )1 < (ε i T − ε i−1 T )2
(εφ)1 < (εφ)2
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
NIP Generation Temperature Uncertainty Heat Flux Uncertainty 34
15 20 25 30 −0.1 −0.05 0.05 0.1 0.15
T δc Independent δc,i
p 15 20 25 30 −0.1 −0.05 0.05 0.1 0.15
δc Autocorrelated T
15 20 25 30 −0.1 −0.05 0.05 0.1 0.15
δc Constant T
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
NIP Generation Temperature Uncertainty Heat Flux Uncertainty 34
15 20 25 30 −0.1 −0.05 0.05 0.1 0.15
T δc Independent δc,i
p 15 20 25 30 −0.1 −0.05 0.05 0.1 0.15
δc Autocorrelated T
15 20 25 30 −0.1 −0.05 0.05 0.1 0.15
δc Constant T
500 1000 0.5 1 1.5 0.1 0.2 0.3 0.4 0.5 0.6
Y [m] δc independent t [min] (∆95%
) ¯
T 500 1000 0.5 1 1.5 0.1 0.2 0.3 0.4 0.5 0.6
Y [m] δc autocorrelated t [min]
500 1000 0.5 1 1.5 0.1 0.2 0.3 0.4 0.5 0.6
Y [m] δc constant t [min]
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
NIP Generation Temperature Uncertainty Heat Flux Uncertainty 35
500 1000 1500 0.5 1 1.5 −2 2 4 6 8
Y [m] IM Mean Heat Flux t [min]
500 1000 1500 0.5 1 1.5 1 2 3 x 10
−3
Y [m] Uncertainty associated to k t [min] (∆95%
)k [W/m2]
Peaks
Peaks when φ varies
M0 : Foreword M1 : Estimator Uncertainty M2 : Monte Carlo Method A0 : Presentation Study Case A1 : Temperature Uncertainties A2 : IT Uncertainties
NIP Generation Temperature Uncertainty Heat Flux Uncertainty 35
0.5 1 1.5 0.02 0.04 0.06 0.08 0.1
Y [m] ∆95%
/ φ
All T cp ρ k
Error in k negligible Error Mainly due to the Temperature Uncertainties
36