We consider linear dynamical systems including random parameters for uncertainty quantification. A sensitivity analysis of the stochastic model is applied to the input-output behaviour of the systems. Thus the parameters that contribute most to the variance are detected. Both intrusive and non-intrusive methods based on the polynomial chaos yield the required sensitivity coefficients. We use this approach to analyse a test example from electrical engineering.
Name | CASA-report |
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Volume | 1330 |
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ISSN (Print) | 0926-4507 |
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