Propagation of Uncertainty

Returns the propagated uncertainty in a function F imparted to it from its variables
6.4K Downloads
Updated 17 Oct 2014

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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.

Cite As

Brad Ridder (2024). Propagation of Uncertainty (https://www.mathworks.com/matlabcentral/fileexchange/17901-propagation-of-uncertainty), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14SP3
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.3.0.0

linked to my new, better worstcase code

1.2.0.0

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

1.0.0.0