Arduino Uno, or systems based on the ATmega328 chip has no a true analog output. The easiest way is to use one of the PWM outputs and filter the signal with a passive RC filter to obtain an analog signal proportional to the duration of the pulses. This expedient creates a considerable noise due to the frequency of the PWM itself. To eliminate the noise I used a second order active low-pass filter, Sallen-key type.
By connecting the filter directly to the PWM output is obtained a signal which varies from 0 to 5 V which would give an output current of 0 to 20 mA. The pulses duration is programmed with a word of 8 bits, losing 1/5 of the full scale. To improve the current resolution, I modified the minimum amplitude of pulses from 0 to 1 volts, giving at the output a 4 to 20 mA.
A complete and detailed description of this project can be found on my blog: http://ardupiclab.blogspot.it/.