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Propagation of Uncertainty

version 1.3 (1.63 KB) by

Returns the propagated uncertainty in a function F imparted to it from its variables

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(UPDATE: Feel free to use this code, but I have written another much better code here: http://www.mathworks.com/matlabcentral/fileexchange/48139-worst-case-propagation-of-uncertainty)
Handy little function, for those of you in lab classes where they are sticklers for error. (or for those of you that are actual scientists even...!).

Propagation of uncertainty is a really slick formula, but its a massive pain to do by hand. this function does it for you!

To do it, just enter in the symbolic function, a row vector of the variables, a row vector for the estimated values of those variables, and lastly a row vector of the uncertainty associated with those variables.
help PropError has an example in it.
Enjoy!
outputs both actual error, and the percent error.

The program follows the equation shown in the screenshot. (courtesy of Wikipedia).
Requires Symbolic Math Toolbox.

Comments and Ratings (8)

I have a complicated experimental function, where I have to perturb two variables at the same time to simulate accuracy (rather than precision).

Is it possible with PropError?

Thank you in advance

@Konstantinos, It seems this should fix display.
res = PropError(...);
res{1,1} = double(res{1,1});
res{2,3} = double(res{2,3})

Konstantinos

Hi,
thanks for your script.

I have a problem though. When I run the script, it does not return the result of the function nor the error in percentage.
Here is what i get:

       [1x1 sym] '+/-' [3.1719e-04]
 'Percent Error' '+/-' [1x1 sym]

so, instead of getting the values, i get the [1x1 sym].

Can you please help me understand why this is happening ? Is the first time i am using the Symbolic Math Toolbox.
Cheers,
Konstantinos

Rhys

Rhys (view profile)

Very Nice! Very helpful for my Modern Physics lab!

xiong

xiong (view profile)

So simple and useful, Thank you

Marcus

Marcus (view profile)

sixie yu

Help me solve the physic experimental uncertainty.

Arne

Arne (view profile)

Simple, accurate and powerful. Just what I needed. Thank you

Updates

1.3

linked to my new, better worstcase code

1.2

changed the bsd license thingie, and fixed the help comments in my m-file.

MATLAB Release
MATLAB 7.1.0 (R14SP3)
Acknowledgements

Inspired: Worst-Case Propagation of Uncertainty

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