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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Bibliographic Details
Main Author: Dutta, Parikshit
Other Authors: Bhattacharya, Raktim
Format: Others
Language:en_US
Published: 2012
Subjects:
Online Access:http://hdl.handle.net/1969.1/ETD-TAMU-2011-08-9951