Derivative based global sensitivity analysis using conjugate unscented transforms

Souransu Nandi, Tarunraj Singh, Puneet Singla

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

In this paper, a novel way to compute derivative-based global sensitivity measures is presented. Conjugate Unscented Transform (CUT) is used to evaluate the multidimensional definite integrals which lead to the sensitivity measures. The method is compared with Monte Carlo estimates as well as the screening method of Morris. It is shown that using CUT provides a much more accurate estimate of sensitivity measures as compared to Monte Carlo (with far lesser computational cost) as well as the Morris method (with similar computational cost). Illustrations on three test functions are presented as evidence.

Original languageEnglish (US)
Title of host publication2019 American Control Conference, ACC 2019
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages2458-2463
Number of pages6
ISBN (Electronic)9781538679265
StatePublished - Jul 2019
Event2019 American Control Conference, ACC 2019 - Philadelphia, United States
Duration: Jul 10 2019Jul 12 2019

Publication series

NameProceedings of the American Control Conference
Volume2019-July
ISSN (Print)0743-1619

Conference

Conference2019 American Control Conference, ACC 2019
CountryUnited States
CityPhiladelphia
Period7/10/197/12/19

Fingerprint

Sensitivity analysis
Mathematical transformations
Derivatives
Costs
Screening

All Science Journal Classification (ASJC) codes

  • Electrical and Electronic Engineering

Cite this

Nandi, S., Singh, T., & Singla, P. (2019). Derivative based global sensitivity analysis using conjugate unscented transforms. In 2019 American Control Conference, ACC 2019 (pp. 2458-2463). [8815110] (Proceedings of the American Control Conference; Vol. 2019-July). Institute of Electrical and Electronics Engineers Inc..
Nandi, Souransu ; Singh, Tarunraj ; Singla, Puneet. / Derivative based global sensitivity analysis using conjugate unscented transforms. 2019 American Control Conference, ACC 2019. Institute of Electrical and Electronics Engineers Inc., 2019. pp. 2458-2463 (Proceedings of the American Control Conference).
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Nandi, S, Singh, T & Singla, P 2019, Derivative based global sensitivity analysis using conjugate unscented transforms. in 2019 American Control Conference, ACC 2019., 8815110, Proceedings of the American Control Conference, vol. 2019-July, Institute of Electrical and Electronics Engineers Inc., pp. 2458-2463, 2019 American Control Conference, ACC 2019, Philadelphia, United States, 7/10/19.

Derivative based global sensitivity analysis using conjugate unscented transforms. / Nandi, Souransu; Singh, Tarunraj; Singla, Puneet.

2019 American Control Conference, ACC 2019. Institute of Electrical and Electronics Engineers Inc., 2019. p. 2458-2463 8815110 (Proceedings of the American Control Conference; Vol. 2019-July).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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Nandi S, Singh T, Singla P. Derivative based global sensitivity analysis using conjugate unscented transforms. In 2019 American Control Conference, ACC 2019. Institute of Electrical and Electronics Engineers Inc. 2019. p. 2458-2463. 8815110. (Proceedings of the American Control Conference).