Specialist Committee on Uncertainty Analysis
Joel T. Park, Ph. D., Chairman, USA Ahmed Derradji Aouat, Ph. D., Secretary, Canada Baoshan Wu, China Shigeru Nishio, Ph. D., Japan
25th ITTC, Fukuoka, Japan 15 September 2008, 15:00 – 16:15
Specialist Committee on Uncertainty Analysis Joel T. Park, Ph. D., - - PowerPoint PPT Presentation
Specialist Committee on Uncertainty Analysis Joel T. Park, Ph. D., Chairman, USA Ahmed Derradji Aouat, Ph. D., Secretary, Canada Baoshan Wu, China Shigeru Nishio, Ph. D., Japan 25 th ITTC, Fukuoka, Japan 15 September 2008, 15:00 16:15
Joel T. Park, Ph. D., Chairman, USA Ahmed Derradji Aouat, Ph. D., Secretary, Canada Baoshan Wu, China Shigeru Nishio, Ph. D., Japan
25th ITTC, Fukuoka, Japan 15 September 2008, 15:00 – 16:15
2
– Important concepts – ISO GUM (1995)
– UA procedure (revised) – Calibration Procedure – LDV Calibration – PIV Uncertainty – Resistance Tests (revised)
3
– Calibration data – Thrust coefficient versus advance ratio – Residual plot of data
– Uncontrolled element in test – Resistance tests
4
Joel T. Park, Ph. D., Chair, NSWCCD, USA Ahmed Derradji Aouat, Ph. D. Sec., IOT, Canada Erwan Jacquin, BEC, France Baoshan Wu, CSSRC, China Shigeru Nishio, Ph. D., Kobe U., Japan
Wu Derradji Jacquin Park Nisho
5
Bassin d’Essais des Carènes, Val-de-Reuil, France, March 30 - 31, 2006. China Ship Scientific Research Center, Wuxi, China, October 23 - 25, 2006. National Research Council Canada, Institute for Ocean Technology, St. John’s, Newfoundland, Canada, June 7 - 8, 2007.
Board, Washington, DC, January 30 - February 1, 2008 Kobe University, Kobe, Japan, September 12, 2008
6
ITTC 7.5-02-01-01 (2008)
7
– Average or sample mean – Sample variance – Standard deviation, sx – Type A standard uncertainty definition or standard deviation of the mean
=
>= <
n k k
x n x
1
) / 1 (
=
> < − − =
n k k x
x x n s
1 2 2
) ( )] 1 /( 1 [ n s s u
x x A
/ = =
> <
8
– Previous measurement data
» Density, viscosity, and vapor pressure
– Experience – Manufacturer’s specifications – Handbook – National Metrology Institute (NMI) traceable calibration: NIST in USA, NMIJ in Japan, NMi in The Netherlands, NPL in UK, PTB in Germany, NRC in Canada, KRISS in ROK
9
– Law of propagation of uncertainty – Sensitivity coefficient – Independent – Correlated (weight set)
– Coverage factor, k – Student t
=
∂ ∂ =
n i i i c
x u x f y u
1 2 2 2
) ( ) / ( ) ( 95 % , 2 ), (
%
= = = k y ku U
c %
t k = ) , , , (
2 1 N
x x x f y K =
i i
x f c ∂ ∂ ≡ /
= =
≡ =
N i i N i i i c
y u x u c y u
1 2 1 2 2
) ( )] ( [ ) (
=
=
N i i i c
x u c y u
1
) ( ) (
10
) /(ND V J =
2 2 2 2
) / ( ) / ( ) / ( ] / [ D u N u V u J u
D N V J
− + − + = ) /(
4 2D
N T KT ρ =
2 2 2 2 2 2
) / ( 16 ) / ( 4 ) / ( ) / ( ) / ( ] / [ D u N u u t T u K u
D N t T T KT
− + − + − ∂ ∂ + = ρ ρ μ ρ / VD ReD =
2 2 2 2 2
) / ( ) / ( ) / ( ) / ( ] / ) ( [ μ ρ
μ ρ
u D u V u u Re Re u
D V D D c
− + + + =
11
)] , ), ( , , ( ) , ), ( , , ( ][ 2 / 1 [ ) (
1 1 N i i N i i i i
x x u x x f x x u x x f Z y u K K K K − − + = = ) ( /
i i i
x u Z c =
12
– Give units of y and U
13
14
– Uncertainty analysis in data processing code
– Youden plot
– Mass measurements – Instrument calibration
» NMI traceable » End-to-end or through system calibration
– Repeat tests
15
– Independent variable, x, calibration value set in engineering units – Dependent variable, y, instrument response, usually in voltage units from A/D converter
x x f y β α + = = ) ( β β α β α / B , / A where By A / ) y ( ) y ( f x 1 = − = + = − = =
ITTC 7.5-01-03-01 (2008)
16
– System calibration with computer and software for test measurements – Calculate mean and standard deviation for each point
sampling rate) – Document
» cutoff frequency » sample rate » number of samples
– NMI traceable reference standard with known uncertainty
17
– Slope, intercept, correlation coefficient, standard error
– Identify cause of outliers – Compute calibration uncertainty
– Hypothesis test of slope & intercept
18
– Number of samples – Average – Standard deviation – Normally negligible: large values indication of problem
19
Reference Angle (deg)
20 40 60 80 100
A/D Output (V)
2 4 6 8 10
Intercept: +0.0052 V Slope: -0.09143 V/deg SEE: 0.0362 V r: 0.999968 Linear Regression Increasing Roll Angle Decreasing Roll Angle
Reference Angle (deg)
20 40 60 80 100
Standardized Residuals
2 4 6
Intercept: -0.056 deg Slope: -10.9370 deg/V SEE: 0.396 deg Increasing Roll Angle Data Decreasing Roll Angle Data Calibration Theory
20
– Comparison with previous calibration results
– Chauvenet’s criteria – Standardized residuals
– Mass uncertainty
– Propeller shaft speed – Carriage speed ) 1 (
w a
ρ ρ / mg F − =
=
=
n i i m
u u
1
21
ω π r V 2 =
2 2 2 2 2
) 2 ( ) 2 (
ω
π πω u r u u
r V
+ =
2 2 2
) / ( ) / ( ) / ( ω
ω
u r u V u
r V
+ =
f D D
f f V δ λ θ = = ] / ) 2 / (sin 2 [ r V c r V c π ω πω 2 / , 2 /
2 1
= ∂ ∂ = = ∂ ∂ =
ITTC 7.5-01-03-02 (2008)
22
Axial LDA Velocity (m/s)
5 10 15 20
U95 (m/s)
0.000 0.005 0.010 0.015 0.020 0.025 0.030
Total Uncertainty for r = 50 mm Rotational Velocity Uncertainty Radial Uncertainty LDA Noise r = 100 mm r = 50 mm Bean & Hall (NIST, 1999) 07 May 2001
23
Element NSWC NIST NMIJ PTB r 0.061 0.0074 0.0017 0.041 fr 0.062 0.26 0.0018 0.035 δf
fD 0.026 0.36 0.20 0.010 Curve fit 0.043
0.10 0.48 0.20 0.055
Expanded Uncertainty in % @ 20 m/s
24
Flow speed Image displacement Time interval Magnification factor
ITTC 7.5-01-03-03 (2008)
25
2 2 2 c
) / ( ) / ( t u u x u u u u
t x u
∂ ∂ + ∂ ∂ + =
26
27
Parame- ter Cate- gory Error sources
u(xi ) (unit) ci (unit) ci u(xi )
(unit)
α
Magnification Factor
0.00165 (mm/pix) 1580.0
(pix/s)
2.61
ΔX
Image displacement
0.204 (pix) 132.0 (mm/ pix/s) 26.8
Δt
Image interval
5.39E-09 (s) 1.2
(mm/s2)
6.47E-09
δu
Experiment
0.732 (mm/s) 1.0 0.732
Combined uncertainty
u
26.9 (mm/s)
26.8 0.204 (pix)
28
– Magnification: 6 – Displacement: 5 – Time: 2 – Velocity: 2
– Mis-matching: 26.4 mm/s
– Magnification: 2.6 mm/s – Sub-pixel analysis: 4.0 mm/s – Laser power fluctuation: 3.0 mm/s
29
– Total resistance coefficient – Form factor – Others: Re, Fr, frictional, & residuary – See procedure
– Force and mass – Resistance – Towing speed
30
Uncertainty Analysis in EFD, Guidelines for Resistance Towing Tank Tests (1999)
General Guidelines for Uncertainty Analysis in Resistance Towing Tank Tests (2008)
7.5-02-01-01 (2008) Guide to the Expression of Uncertainty in Experi- mental Hydrodynamics
7.5-02-02-01 (2002) Resistance, Resistance Test
7.5-01-03-01 (2008) Uncertainty Analysis - Instrument Calibrations ISO GUM ISO GUM AIAA AIAA 5 pp 16 pp
31
) /( 2
2
SV R C
T T
ρ =
2 2 2 2 2
) / ( ) / ( ) / 2 ( )] / )( / [( ) / ( S u R u V u u t C u
S T RT V t T CT
+ + + ∂ ∂ = ρ ρ
ITTC 7.5-02-01-02 (2008)
32
Prohaska method Intercept & its standard deviation from linear regression theory Example from CSSRC
– 0.1574±0.0097 (±6.2 %)
Additional terms from CF & CT at x = 0
6 4 1 1 < < ≤ + = − n . Fr k C / bFr C / C
F n F T
Fr4/CF
0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7
CT/CF - 1
0.12 0.14 0.16 0.18 0.20 0.22 0.24 0.26 0.28 0.30 0.32
Slope: 0.1924 k: 0.1574 SEE: 0.0105 r: 0.977 Linear Fit +/-95% Prediction Limit +/-95% Confidence Limit Model Data
1
F T
− = C / C k
33
34
35
– Modify existing ITTC procedures to conform to ISO (1995) by relevant committees with assistance of UAC – Adopt Annex J of ISO (1995) for ITTC symbols for UA and VIM as dictionary – Include UA in benchmark data & review by UAC
36
– Calibration data – Thrust coefficient versus advance ratio – Residual plot of data
– Resistance tests
37
38
From: Glenn Steele [mailto:steele@me.msstate.edu] Sent: September 3, 2008 3:40 PM To: Derradji, Ahmed Cc: Hugh W. Coleman Subject: RE: 25th ITTC-Japan: Uncertainty Analysis Discussion Ahmed, I am responding to your phone call last week and the e-mail below. As I stated to you, Hugh Coleman and I agree that the ISO Guide is the international standard for uncertainty analysis. We state this in our book, Coleman and Steele (1999). We do not state that the guide is inappropriate for engineering experiments or tests, but instead point out the different definitions for uncertainty, Type A or B and systematic or random. Your statement below clearly summarizes my opinions expressed in our phone conservation - As far as I know, the ASME PTC 19.1 (2005) is in harmony with ISO GUM, and I think you and I agree that the ISO is the international organization, no questions. Uncertainty components types A and B of ISO-GUM look at the sources of uncertainty, while random and systematic uncertainty components of ASME PTC (2005) look at the effects of uncertainties on the test results. Ultimately, regardless what procedure one uses, the final standard uncertainty estimate should be the same. If you have any other questions or need further clarification, please let me know. Sincerely, Glenn
39
Coleman & Steele (1999) pp. 248 - 249
40
41
Harmonization of this Supplement with the ISO GUM is achieved by encouraging subscripts with each uncertainty estimate to denote the ISO Type, i. e., using the subscripts of either “A” or “B.”
ASME (2005) p. 1
42
43
Giacomo (1981) ISO (1995)
44
– Estimated variances – Number of degrees of freedom
– Approximation to corresponding variances
– Usual method for combination of variances – Uncertainty expressed as standard deviation
2 i
s
i
ν
2 i
u
45
) (y ku U
c
= U y Y ± = U y Y U y + ≤ ≤ −
46
) , ( ) ( ) ( 2 ) ( ) (
1 1 1 1 2 2 2 j i j i j N i N i j i N i i i c
x x r x u x u c c x u c y u
− = + = =
+ = ) , ( =
j i x
x r
=
=
N i i i c
x u c y u
1 2 2 2
) ( ) (
47
1 ) , ( + =
j i x
x r
2 1 2
) ( ) ( ⎥ ⎦ ⎤ ⎢ ⎣ ⎡ = ∑
= N i i i c
x u c y u
=
=
N i i i c
x u c y u
1
) ( ) (
Read xi , δ xi Subroutine f = f(x1 ,…xi ,…, xN ) i = 1 δ g = 0 Subroutine ci = ¶ f/¶ xi e = (δ xi ¶ f/¶ xi )2 δ g = δ g + e i = i + 1 i < N δ f = (δ g)1/2 Print f, δ f Stop Start Yes No Moffat (1982)
Moffat (1982) Return Subroutine ci = ¶ f/¶ xi Subroutine F+ui = f(x1 ,...,xi +ui ,…, xN ) F-ui = f(x1 ,...,xi
,…, xN ) ¶ f/¶ xi = (F+ui - F-ui )/(2ui )
50
– Measurement equations – Uncertainty analysis
» Elemental uncertainty & relative importance » Combined & expanded uncertainty » Calibration factors for conversion to physical units » Type A & B estimates, for low noise instruments Type A should be small relative to B
– Selection of instrumentation for required uncertainty results
51
– Post-test results consistent with pre-test estimates – Review for potential improvements and reduction of uncertainty in future tests
52
– Supplement 1: Propagation of distributions using a Monte Carlo method (2008) – Supplement 2: Models with any number of output quantities – Evaluation of measurement data – An introduction to the GUM – Evaluation of measurement data – The role of measurement uncertainty in conformity assessment
53
2 2 2 2 1 2 1 2 1
2
− −
= = + + ≤ ≤ + −
N , N xx xx
F c , t c where ) s c c ( See ) x ( f y ) s c c ( See ) x ( f
Scheffe (1973) Carroll, Spiegelman, & Sacks (1988)
54
Reference Acceleration (g)
0.0 0.5 1.0
Voltage Output (Vdc)
2 4 6 8
Columbia SN 1649 Intercept: -0.0847 V Slope: +7.9294 V/g 4/27/05 H. W. Reynolds Linear Regression Accelerometer Data
Reference Acceleration (g)
0.0 0.5 1.0
Acceleration Residual (g)
0.000 0.005 0.010 0.015
Columbia SN 1649 Intercept: +0.0107 g Slope: +0.12611 g/V 4/27/05 H. W. Reynolds +/-95 % Confidence Limit Accelerometer Data
55
Main Drive Motor Speed (rpm)
10 20 30 40 50 60
Tunnel Velocity (m/s)
5 10 15 20
Linear Fit LDA Data 26 Oct 2000 y = a + bx a = -0.164 m/s b = 0.3199 m/s/rpm r = 0.999961
Main Drive Motor Speed (rpm)
10 20 30 40 50 60
Velocity Residual (m/s)
0.00 0.05 0.10
y = a + bx a = -0.164 m/s b = 0.3199 m/s/rpm r = 0.999961 LDA Data 26 Oct 2000
56
Main Drive Motor Speed (rpm)
10 20 30 40 50 60
Velocity Residual (m/s)
0.00 0.05 0.10
26 Oct 2000 Low Range, y = a + bx a = -0.1314 b = 0.3231 r = 0.999973 High Range, y = a + bxc a = 0.0679 b = 0.2749 c = 1.0359 r = 0.9999983 LDA Data, High Range LDA Data, Low Range +/-95 % Prediction Limit
57
Reference Velocity (m/s)
5 10 15 20
LDV Velocity (m/s)
5 10 15 20
y = a + bx a = 0.0007 b = 0.98488 r = 0.99999985 SEE = 0.00286 m/s Linear Regression LDV Data 07 May 01
Reference Velocity (m/s)
5 10 15 20
Velocity Residual (m/s)
0.00 0.02 0.04 0.06 0.08 0.10
Intercept: -0.0007 Slope: 1.01535 Focal L: 1600 mm Beam Space: 115 mm Wavelength: 514.5 nm +/-95 % Prediction Limit LDV Data 07 May 01 Outlier Data
58 Parame- ter Cate- gory Error sources
u(xi ) (unit)
(unit)
ci u(xi )
(mm/pix) Calibra
Reference image
0.70 (pix) 3.84E-04 (mm/pix2) 2.69E-04
Physical distance
0.02 (mm) 1.22E-03 (1/pix) 2.44E-05
Image distortion by lens
4.11 (pix) 3.84E-04 (mm/pix2) 1.57E-03
Image distortion by CCD
0.0056 (pix) 3.84E-04 (mm/pix2) 2.15E-06
Board position
0.5 (mm) 2.84E-04 (1/pix) 1.42E-04
Parallel board
0.035 (rad) 0.011 (mm/pix) 3.85E-04 0.00165
59
Parame- ter Category Error sources
u(xi ) (unit) ci (unit) ci u(xi ) uc
(pix)
Acquisi
Laser power fluctuation
0.0071 (mm) 3.16 (pix/mm) .0224
Image distortion by CCD
0.0056 (pix) 1.0 0.0056
Normal view angle
0.035 (rad) 0.011 (mm/pix) 3.85E-04
Reduc
Mis-matching error
0.20 (pix) 1.0 0.20
Sub-pixel analysis
0.03 (pix) 1.0 0.03 0.204 0.204 0.20
60
61
In narrow sense, they usually refer to two types of manoeuvring model tests In general sense, Captive Model Tests: resistance test, open water test, oblique towing test, rotating arm test, PMM test, …. Free Running Model Tests: seakeeping test, free model test for manoeuvring,
62
From the viewpoint of measurand, hydrodynamic measurement in ITTC can be grouped primarily in three (3) types:
Hydrodynamic forces/moments measurement, e.g., in captive model tests Field measurement, e.g., wake flow, pressure distribution, wave profile Motion measurement, e.g., in seakeeping, free model tests for manoeuvring
63
The main objective of Captive Model tests is to measure the hydrodynamic forces/moments in steady motion of given condition.
Take the resistance measurement as an example to provide a general guideline for Uncertainty Analysis of captive model tests based on the ISO GUM (1995), because 1) there is only one component force (the longitudinal forces, i.e., resistance) to be measured in resistance test and, 2) it is a task for the 25th ITTC-UAC to revise the QM Procedure 7.5-02-01-02 (1999) Uncertainty Analysis in EFD, Guidelines for Resistance Towing Tank Tests
64
Five (5) QM procedures
7.5 - 02 - 01 - 02 (1999) 5 pages Uncertainty Analysis in EFD, Guidelines for Resistance Towing Tank Tests
Concise and excellent, but as general as policy for UA in resistance tests
7.5 - 02 - 02 - 02 (2002) 18 pages Uncertainty Analysis, Example for Resistance Test 7.5 - 02 - 02 - 03 (2002) 5 pages Uncertainty Analysis Spreadsheet for Resistance Measurements 7.5 - 02 - 02 - 04 (2002) 4 pages Uncertainty Analysis Spreadsheet for Speed Measurements 7.5 - 02 - 02 - 05 (2002) 5 pages Uncertainty Analysis Spreadsheet for Sinkage and Trim Measurements 7.5 - 02 - 02 - 06 (2002) 4 pages Uncertainty Analysis Spreadsheet for Wave Profile Measurements
Step-by-step process with high
To be revised as UAC task
65
General Guidelines for Uncertainty Analysis in Resistance Towing Tank Tests (2008)
in which, 1) Uncertainties related to extrapolation and full-scale predictions are not taken into consideration and, 2) Specific details not included such as turbulence stimulation, drag of appendages, blockage and wall effect of tank, scaling effect on form factor, and etc.
66
General Guidelines for Uncertainty Analysis in Resistance Towing Tank Tests (2008)
in which, special attention is given to 1) Uncertainties related to geometry of ship model and, 2) Uncertainties in data reduction, taking the form factor ( k) by the Prohaska’s method, as a example, where the Linear Least Square method is used as in calibration data analysis. These can be referenced by other captive model tests.
67
General Guidelines for Uncertainty Analysis in Resistance Towing Tank Tests (2008)
Noted: 1) In the near future, the researchers and engineering in towing tank will still follow the QM procedures (7.5-02-02-02~ ~06) practically, because these procedures are developed by resistance specialists and can be performed in high operability. UAC have no desire or attempt to revise these five (5) procedures by themselves. 2) Revision of these five (5) procedures will be done by the specialists in resistance or the Resistance Committee (RC), where all the valuable papers on UA in resistance tests since 2002 will be reviewed.
68
Review Draft ITTC Procedure and Guidelines-Forces and Moment Uncertainty Analysis, Example for Planar Motion Mechanism Test by the Manoeuvring Committee (MC) (2008)
Noted: 1) Suggestions for improvements in PMM procedure noted in UAC final report a) Traceability of measurements to NMI (NIST in USA) b) Mass uncertainty correlated not uncorrelated c) Terminology on calibration and acquisition is confusing – Recommend following new UA procedure on calibration d) Uncertainty in water temperature appears to be low e) Clarification needed on computation of uncertainty from repeat tests f) Alternate approach on carriage speed uncertainty suggested.
69
Sequence Number
2 4 6 8 10 12 14 16
Wave Amplitude (mm)
170 180 190 200 210 220
Senix Gage #6 201 +/-11 mm Average +/-95 % Confidence Limit Wave Amplitude Data Outlier Data
Test Sequence Number
5 10 15 20 25
(V - <V>)/<V> (%)
0.00 0.05 0.10 0.15
Lab A: 2.0375 +/-0.0014 m/s Lab B: 2.54903+/-0.00048 m/s Lab A (2001) Lab B (2006) +/-95% Confidence, A +/-95 % Confidence, B
Carriage Speed Wave Amplitude
70
J
0.0 0.5 1.0 1.5
KT, 10ΔKQ
0.0 0.2 0.4 0.6 0.8 1.0
KT 4th Order Polynomial KQ 4th Order Polynomial KQ Data, 1000 rpm KT Data, 1000 rpm 10 May 2002
J
0.0 0.5 1.0 1.5
ΔKT
0.00 0.02 0.04
+/-95 % Prediction Limit KT, 1000 rpm, 10 May 2002 All Historical Data
Donnelly and Park (2002)
71
Lab F
Dirritti, et al. (1993)
72
Born 30 April 1777 in Brunswick, Germany Died 23 Feb 1855 in Gottingen, Germany Predicted position of Ceres in 1801 by least squares Director of Gottingen Observatory in 1807 Least squares method from normal pdf in 1809 Pioneer in measurement error Ranked with Archimedes, Newton, and Euler
ASME 2009 Fluids Engineering Division Summer Meeting
http://www.asmeconferences.org/FEDSM09/ Conference Chair: Joel Park, Ph. D. August 2-5, 2009 Vail Cascade Resort and Spa
1300 Westhaven Drive Vail, Colorado 81657-3890 USA
Call for Papers
Symposium Abstracts 12/12/08 Forum Abstracts 02/13/09