Automatic Error Analysis Using Intervals

Abstract

A technique for automatic error analysis using interval mathematics is introduced. A comparison to standard error propagation methods shows that in cases involving complicated formulas, the interval approach gives comparable error estimates with much less effort. Several examples are considered, and numerical errors are computed using the INTLAB extension to MATLAB. Two laboratory experiments are examined, and measured data are used to explore the applicability of interval analysis under typical experimental conditions. Because of the simplicity of using interval analysis, and because of its easy implementation in MATLAB, error analysis may be introduced in the earliest electrical engineering lab classes. This provides students with a crucial skill that will be valuable throughout their engineering studies.