Propagation of Uncertainty in Dynamical Systems

Abstract

We compare several approaches to uncertainty propagation that have been used in the literature to formulate the uncertainty in a dynamical system governed by ordinary differential equations. Specifically we focus on the evolution of probability density functions of the associated stochastic processes, and discuss their applications in different fields.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 2011
Accession Number
ADA556937

Entities

People

  • H. Thomas Banks
  • Shuhua Hu

Organizations

  • North Carolina State University

Tags

DTIC Thesaurus Topics

  • Air Force
  • Computational Science
  • Differential Equations
  • Equations
  • Fokker Planck Equations
  • Liouville Equation
  • Mathematical Models
  • Mathematics
  • Models
  • Personal Information Managers
  • Probability
  • Probability Density Functions
  • Random Variables
  • Statistical Mechanics
  • Statistical Thermodynamics
  • Stochastic Processes
  • Uncertainty

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.