Sensitivity analysis of linear dynamical systems in uncertainty quantification

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

Research output: Book/ReportReportAcademic

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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

ISSN (Print)0926-4507


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