Related papers: Sensitivity Analysis of Resonant Circuits
Using random matrix technique we determine an exact relation between the eigenvalue spectrum of the covariance matrix and of its estimator. This relation can be used in practice to compute eigenvalue invariants of the covariance…
Decision circuits have been developed to perform efficient evaluation of influence diagrams [Bhattacharjya and Shachter, 2007], building on the advances in arithmetic circuits for belief network inference [Darwiche,2003]. In the process of…
Oscillator models are central to the study of system properties such as entrainment or synchronization. Due to their nonlinear nature, few system-theoretic tools exist to analyze those models. The paper develops a sensitivity analysis for…
Nowadays, the numerical models of real-world structures are more precise, more complex and, of course, more time-consuming. Despite the growth of a computational effort, the exploration of model behaviour remains a complex task. The…
Sensitivity analysis is a classical and fundamental tool to evaluate the role of a given parameter in a given system characteristic. Because the phase response curve is a fundamental input--output characteristic of oscillators, we developed…
Dynamical systems are often subject to forcing or changes in their governing parameters and it is of interest to study how this affects their statistical properties. A prominent real-life example of this class of problems is the…
Using Random Matrix Theory one can derive exact relations between the eigenvalue spectrum of the covariance matrix and the eigenvalue spectrum of its estimator (experimentally measured correlation matrix). These relations will be used to…
Estimation of sensitivity matrices in electrical transmission systems allows grid operators to evaluate in real-time how changes in power injections reflect into changes in power flows. In this paper, we propose a robust low-rank…
We provide a novel method for sensitivity analysis of parametric robust Markov chains. These models incorporate parameters and sets of probability distributions to alleviate the often unrealistic assumption that precise probabilities are…
Sensitivity analysis is an important tool used in many domains of computational science to either gain insight into the mathematical model and interaction of its parameters or study the uncertainty propagation through the input-output…
In this paper we propose an extension of the classical Sobol' estimator for the estimation of variance based sensitivity indices. The approach assumes a linear correlation model between the input variables which is used to decompose the…
We present an exact approach to analyze and quantify the sensitivity of higher moments of probabilistic loops with symbolic parameters, polynomial arithmetic and potentially uncountable state spaces. Our approach integrates methods from…
We propose a new approach to compute an interval over-approximation of the finite time reachable set for a large class of nonlinear systems. This approach relies on the notions of sensitivity matrices, which are the partial derivatives…
Engineering risk is concerned with the likelihood of failure and the scenarios when it occurs. The sensitivity of failure probability to change in system parameters is relevant to risk-informed decision making. Computing sensitivity is at…
The machine learning community has recently devoted much attention to the problem of inferring causal relationships from statistical data. Most of this work has focused on uncovering connections among scalar random variables. We generalize…
This paper presents sensitivity analyses of resilience-based active distribution system planning solutions with respect to different parameters. The distribution system planning problem is formulated as a two-stage risk-averse stochastic…
Sensitivity analysis is concerned with understanding how the model output depends on uncertainties (variances) in inputs and then identifies which inputs are important in contributing to the prediction imprecision. Uncertainty determination…
Recent advances in steady-state analysis of power systems have introduced the equivalent split-circuit approach and corresponding continuation methods that can reliably find the correct physical solution of large-scale power system…
The Monte Carlo differential operator sampling method is applied to the computation of sensitivity coefficients of unresolved resonance probability table cross sections. Three new analytical benchmarks for verifying unresolved resonance…
Non-stationarity affects the sensitivity of change detection in correlated systems described by sets of measurable variables. We study this by projecting onto different principal components. Non-stationarity is modeled as multiple normal…