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Sensitivity analysis of linear dynamical systems in uncertainty quantification
Author(s) -
Pulch Roland,
ter Maten E. Jan W.,
Augustin Florian
Publication year - 2013
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.201310246
Subject(s) - sensitivity (control systems) , polynomial chaos , dynamical systems theory , variance (accounting) , polynomial , mathematics , uncertainty quantification , computer science , statistical physics , control theory (sociology) , statistics , engineering , physics , monte carlo method , artificial intelligence , mathematical analysis , electronic engineering , accounting , control (management) , quantum mechanics , business
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. (© 2013 Wiley‐VCH Verlag GmbH & Co. KGaA, Weinheim)