• DocumentCode
    3257812
  • 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
  • fYear
    2013
  • fDate
    18-21 Nov. 2013
  • Firstpage
    1
  • Lastpage
    4
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Microwave Measurement Conference, 2013 82nd ARFTG
  • Conference_Location
    Columbus, OH
  • Type

    conf

  • DOI
    10.1109/ARFTG-2.2013.6737337
  • Filename
    6737337