Multivariate sensitivity analysis for dynamic models with both random and random process inputs

DOI10.1016/j.apm.2019.12.019zbMath1481.62032OpenAlexW2994987011MaRDI QIDQ821635

Pan Wang, Luyi Li, Zhaoyin Shi, Yushan Liu

Publication date: 21 September 2021

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2019.12.019

zbMATH Keywords

singular value decompositiondynamic modelKarhunen-Loève expansionunscented transformationmultivariate sensitivity analysis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Diagnostics, and linear inference and regression (62J20)

Related Items (1)

A generalized sensitivity analysis method based on variance and covariance decomposition of summatory functions for multi-input multi-output systems

Uses Software

• ElemStatLearn
• Sparse Grid Interpolation

Cites Work

• Numerical integration using sparse grids
• Time-dependent failure possibility analysis under consideration of fuzzy uncertainty
• Sensitivity analysis for multidimensional and functional outputs
• High dimensional integration of smooth functions over cubes
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• Some Relations Between Extended and Unscented Kalman Filters
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• The elements of statistical learning. Data mining, inference, and prediction
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