New Algorithms for Uncertainty Quantification and Nonlinear Estimation of Stochastic Dynamical Systems
Recently there has been growing interest to characterize and reduce uncertainty in stochastic dynamical systems. This drive arises out of need to manage uncertainty in complex, high dimensional physical systems. Traditional techniques of uncertainty quantification (UQ) use local linearization of dyn...
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Format: | Others |
Language: | en_US |
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2012
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Online Access: | http://hdl.handle.net/1969.1/ETD-TAMU-2011-08-9951 |