Title :
Parametric sensitivity of a statistical experiment
Author_Institution :
Harvard University, Cambridge, MA, USA
fDate :
12/1/1979 12:00:00 AM
Abstract :
We describe a general procedure for evaluating the parametric sensitivity of a Monte Carlo experiment and illustrate its effective applications.
Keywords :
Monte Carlo methods; Optimal control; Sensitivity analysis; Adaptive control; Application software; Feedback control; Gold; Monte Carlo methods; Nonlinear control systems; Nonlinear dynamical systems; Particle measurements; Stochastic resonance; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1979.1102202
