Efficient, Accurate, and Non-Gaussian Error Propagation Through Nonlinear, Closed-Form, Analytical System Models

• Main Author: Anderson, Travis V.
• Format: Others
• Published: BYU ScholarsArchive 2011
• Subjects: uncertainty analysis; statistical error propagation; system modeling; Taylor series expansion; variance propagation; skewness propagation; kurtosis propagation; Mechanical Engineering
• Online Access: https://scholarsarchive.byu.edu/etd/2675; https://scholarsarchive.byu.edu/cgi/viewcontent.cgi?article=3674&context=etd

Uncertainty analysis is an important part of system design. The formula for error propagation through a system model that is most-often cited in literature is based on a first-order Taylor series. This formula makes several important assumptions and has several important limitations that are often ignored. This thesis explores these assumptions and addresses two of the major limitations. First, the results obtained from propagating error through nonlinear systems can be wrong by one or more orders of magnitude, due to the linearization inherent in a first-order Taylor series. This thesis presents a method for overcoming that inaccuracy that is capable of achieving fourth-order accuracy without significant additional computational cost. Second, system designers using a Taylor series to propagate error typically only propagate a mean and variance and ignore all higher-order statistics. Consequently, a Gaussian output distribution must be assumed, which often does not reflect reality. This thesis presents a proof that nonlinear systems do not produce Gaussian output distributions, even when inputs are Gaussian. A second-order Taylor series is then used to propagate both skewness and kurtosis through a system model. This allows the system designer to obtain a fully-described non-Gaussian output distribution. The benefits of having a fully-described output distribution are demonstrated using the examples of both a flat rolling metalworking process and the propeller component of a solar-powered unmanned aerial vehicle.