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
Link To Document