Sensitivity analysis of linear dynamical systems in uncertainty quantification

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

Onderzoeksoutput: Boek/rapportRapportAcademic

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Samenvatting

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

NaamCASA-report
Volume1330
ISSN van geprinte versie0926-4507

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