Output Sensitivity Analysis of Time-invariant Linear Systems Using Polynomial Series

1986 ◽  
Vol 321 (6) ◽  
pp. 325-336 ◽  
Author(s):  
Panagiotis D. Sparis ◽  
Spyridon G. Mouroutsos
Author(s):  
Souransu Nandi ◽  
Tarunraj Singh

The focus of this paper is on the global sensitivity analysis (GSA) of linear systems with time-invariant model parameter uncertainties and driven by stochastic inputs. The Sobol' indices of the evolving mean and variance estimates of states are used to assess the impact of the time-invariant uncertain model parameters and the statistics of the stochastic input on the uncertainty of the output. Numerical results on two benchmark problems help illustrate that it is conceivable that parameters, which are not so significant in contributing to the uncertainty of the mean, can be extremely significant in contributing to the uncertainty of the variances. The paper uses a polynomial chaos (PC) approach to synthesize a surrogate probabilistic model of the stochastic system after using Lagrange interpolation polynomials (LIPs) as PC bases. The Sobol' indices are then directly evaluated from the PC coefficients. Although this concept is not new, a novel interpretation of stochastic collocation-based PC and intrusive PC is presented where they are shown to represent identical probabilistic models when the system under consideration is linear. This result now permits treating linear models as black boxes to develop intrusive PC surrogates.


1984 ◽  
Vol 106 (2) ◽  
pp. 137-143 ◽  
Author(s):  
W. H. Lee ◽  
J. M. Mansour

The applicability of a linear systems analysis of two-dimensional swing leg motion was investigated. Two different linear systems were developed. A linear time-varying system was developed by linearizing the nonlinear equations describing swing leg motion about a set of nominal system and control trajectories. Linear time invariant systems were developed by linearizing about three different fixed limb positions. Simulations of swing leg motion were performed with each of these linear systems. These simulations were compared to previously performed nonlinear simulations of two-dimensional swing leg motion and the actual subject motion. Additionally, a linear system analysis was used to gain some insight into the interdependency of the state variables and controls. It was shown that the linear time varying approximation yielded an accurate representation of limb motion for the thigh and shank but with diminished accuracy for the foot. In contrast, all the linear time invariant systems, if used to simulate more than a quarter of the swing phase, yielded generally inaccurate results for thigh shank and foot motion.


2017 ◽  
Vol 91 (6) ◽  
pp. 1460-1472
Author(s):  
Jorge R. Chávez Fuentes ◽  
Oscar R. González ◽  
W. Steven Gray

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