Sensitivity analysis of linear dynamical systems in uncertainty quantification

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

Onderzoeksoutput: Boek/rapportRapportAcademic

69 Downloads (Pure)


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.
Originele taal-2Engels
Plaats van productieEindhoven
UitgeverijTechnische Universiteit Eindhoven
Aantal pagina's2
StatusGepubliceerd - 2013

Publicatie series

ISSN van geprinte versie0926-4507

Vingerafdruk Duik in de onderzoeksthema's van 'Sensitivity analysis of linear dynamical systems in uncertainty quantification'. Samen vormen ze een unieke vingerafdruk.

Citeer dit