动态系统数值不确定性量化的建模观点

Q3 Engineering

IFAC-PapersOnLine Pub Date : 2025-01-01 DOI:10.1016/j.ifacol.2025.03.055

Dirk Langemann , Katja Tüting

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引用次数: 0

摘要

我们提出了一种关于动态系统解中不确定性的数值量化的建模观点，主要包括对协方差矩阵使用线性化更新过程。我们将动力系统状态概率密度的Fokker-Planck方程作为基本真理，将数值方法作为替代模型。给出了误差估计，并给出了其与常微分方程数值解的联系。最后，将不确定度量化解释为测量。

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Modelling View on Numerical Uncertainty Quantification for Dynamical Systems

We present a modelling view on the numerical quantification of uncertainties in the solution of a dynamical system, which mostly consists in using a linearized update procedure for the covariance matrix. We regard the Fokker-Planck equation for the probability density of the states of the dynamical system as ground truth and the numerical method as surrogate model. We give an error estimate and show the connection to the numerical solution of ordinary differential equations. Finally, uncertainty quantification is interpreted as measurement.

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来源期刊

IFAC-PapersOnLine Engineering-Control and Systems Engineering

CiteScore

1.70

自引率

0.00%

发文量

1122

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