Sensitivity Coefficients in Uncertainty Budgets#

From the blog of https://www.engineering.com/sensitivity-coefficients-in-uncertainty-budgets/

Introduction to Sensitivity Coefficients#

Key Concept

When analyzing measurement uncertainty, sensitivity coefficients tell us how much an error in an input affects the final result.

Simple Case: Direct Measurements#

For a measurement with three error sources:

\[Y = y + x_1 + x_2 + x_3\]

where:

  • Y is the measurement result

  • y is the true value (unknown)

  • x₁, x₂, x₃ are errors from different sources

In this case, sensitivity coefficients = 1 because each error directly maps to the result.

The law of propagation of uncertainty states:

\[U_C = \sqrt{\sum_{i=1}^{n} c_i^2u_i^2}\]

where:

  • U_C is combined uncertainty

  • c_i is sensitivity coefficient for each source

  • u_i is standard uncertainty for each source

Practical Example: Building Height Measurement#

theory/building_measurement.png

Fig. 1 Measuring building height using clinometer and tape measure#

The height H is calculated as:

\[H = h_1 + L \times \tan(\theta)\]

where:

  • h₁ = height of clinometer

  • L = horizontal distance

  • θ = measured angle

Sensitivity Coefficients#

  1. For clinometer height (h₁):

    \[\frac{\partial H}{\partial h_1} = 1\]
  2. For horizontal distance (L):

    \[\frac{\partial H}{\partial L} = \tan(\theta)\]
  3. For angle (θ):

    \[\frac{\partial H}{\partial \theta} = L \times \sec^2(\theta)\]

Example Calculations#

For measurements:

  • h₁ = 1.65 m

  • L = 10 m

  • θ = 58°

Results:

  • ΔL = 10mm → ΔH = 16mm (sensitivity = 1.6)

  • Δθ = 0.5° → ΔH = 316mm (sensitivity = 632 mm/deg)

Special Case: Temperature Effects#

For thermal expansion:

\[\frac{\partial L}{\partial T} = \alpha L\]

Where:

  • α = coefficient of thermal expansion (e.g., 12×10⁻⁶/°C for steel)

  • L = measured length

theory/cosine_error.png

Fig. 2 Non-linear sensitivity in cosine error#

Key Points to Remember#

  1. Sensitivity coefficients = 1 when:

    • Measuring directly

    • Using Type A evaluations (repeatability studies)

  2. Must calculate sensitivity coefficients when:

    • Combining multiple measurements mathematically

    • Dealing with temperature effects

    • Working with angular measurements

    • Considering environmental influences

  3. Units must be consistent:

    • Dimensionless when input/output units match

    • Include proper conversion when units differ

Best Practice

When sensitivity is not constant, evaluate at the uncertainty value to get worst-case scenario, but be careful to:

  1. Check if sensitivity keeps increasing with error

  2. Consider using expanded uncertainty value

Uncertainty Budget Example#

Source

Value

Distribution

Divisor

Sensitivity

Standard Uncertainty

L

±50.5mm

Normal (95%)

2

1.6

40.4mm

h₁

±8.75mm

Normal (95%)

2

1.0

4.4mm

θ

±1°

Normal

1

632mm/deg

632mm

The combined standard uncertainty:

\[u_c = \sqrt{(40.4)^2 + (4.4)^2 + (632)^2} = 633.4\text{ mm}\]