Uncertainty Propagation via Multi-Element Grid

被引：0

作者：

Jia, Bin ^{[1
]}

Xin, Ming ^{[1
]}

Cheng, Yang ^{[1
]}

机构：

[1] Columbia Univ, Dept Elect Engn, New York, NY 10027 USA

来源：

2013 AMERICAN CONTROL CONFERENCE (ACC) | 2013年

关键词：

GENERALIZED POLYNOMIAL CHAOS;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper, a new method named multi-element grid (MEG) is proposed to solve the uncertainty propagation problem. The MEG can be used for arbitrary probability distributions. In addition, the number of points and accuracy can be flexibly controlled. The proposed method is compared with the Monte Carlo method, the Gauss-Hermite quadrature (GHQ), and the sparse-grid quadrature (SGQ) via the Lorenz problem. The simulation results show that the new proposed MEG method provides more accurate results than the GHQ and the SGQ, and is computationally more efficient than the Monte Carlo method.

引用

页码：5851 / 5856

页数：6