PoCET: a Polynomial Chaos Expansion Toolbox for Matlab

被引：2

作者：

Petzke, Felix ^{[1
]}

Mesbah, Ali ^{[2
]}

Streif, Stefan ^{[1
]}

机构：

[1] Tech Univ Chemnitz, Automat Control Syst Dynam Lab, Fac Elect Engn & Informat Technol, Chemnitz, Germany

[2] Univ Calif Berkeley, Dept Chem & Biomol Engn, Berkeley, CA USA

来源：

IFAC PAPERSONLINE | 2020年 / 53卷 / 02期

关键词：

polynomial chaos; simulation tools; optimal experiment design; optimal control; SYSTEMS;

D O I：

10.1016/j.ifacol.2020.12.560

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We introduce PoCET: a free and open-scource Polynomial Chaos Expansion Toolbox for MATLAB, featuring the automatic generation of polynomial chaos expansion (PCE) for linear and nonlinear dynamic systems with time-invariant stochastic parameters or initial conditions, as well as several simulation tools. It offers a built-in handling of Gaussian, uniform, and beta probability density functions, projection and collocation-based calculation of PCE coefficients, and the calculation of stochastic moments from a PCE. Efficient algorithms for the calculation of the involved integrals have been designed in order to increase its applicability. PoCET comes with a variety of introductory and instructive examples. Throughout the paper we show how to perform a polynomial chaos expansion on a simple ordinary differential equation using PoCET, as well as how it can be used to solve the more complex task of optimal experimental design. Copyright (C) 2020 The Authors.

引用

页码：7256 / 7261

页数：6

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