Title :
Covariance based uncertainty analysis with unscented transformation
Author :
Savin, Aleksandr A. ; Guba, Vladimir G. ; Maxson, Benjamin D.
Author_Institution :
Tomsk State Univ. of Control Syst. & Radioelectron., Tomsk, Russia
Abstract :
Application of the unscented transformation (UT) and higher order unscented transformation (HOUT) are considered for uncertainty analysis. Using the principle that a set of discretely sampled points can be used to calculate mean and covariance, we can analyze nonlinear systems without the linearization steps and without defining the Jacobian matrix. An important example is presented.
Keywords :
covariance analysis; measurement uncertainty; covariance based uncertainty analysis; measurement uncertainty; nonlinear systems; standard deviation; unscented transformation; Covariance matrices; Jacobian matrices; Measurement uncertainty; Monte Carlo methods; Standards; Uncertainty; Vectors; Measurement uncertainty; standard deviation; unscented transformation;
Conference_Titel :
Microwave Measurement Conference, 2013 82nd ARFTG
Conference_Location :
Columbus, OH
DOI :
10.1109/ARFTG-2.2013.6737337
