Sensitivity analysis of linear dynamical systems in uncertainty quantification

R. Pulch, E.J.W. Maten, ter, F. Augustin

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Abstract

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.
Original languageEnglish
Place of PublicationEindhoven
PublisherTechnische Universiteit Eindhoven
Number of pages2
Publication statusPublished - 2013

Publication series

NameCASA-report
Volume1330
ISSN (Print)0926-4507

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    Pulch, R., Maten, ter, E. J. W., & Augustin, F. (2013). Sensitivity analysis of linear dynamical systems in uncertainty quantification. (CASA-report; Vol. 1330). Technische Universiteit Eindhoven.