The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
SIAM Journal on Scientific Computing
Modeling uncertainty in flow simulations via generalized polynomial chaos
Journal of Computational Physics
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In model-based control schemes, the importance of performing robust stability and performance analysis is partly due to the presence of uncertainty. This uncertainty can be modeled as structured or unstructured, though this paper deals primarily with structured uncertainty, specifically parametric uncertainty. Parametric uncertainty can be manifested in the form of parametric tolerance, parameter noise, or parameter disturbances. After the design phase, for the validation of the design itself, it is also important to consider parametric uncertainty in the simulation/evaluation of a system in both open loop and closed loop. The goal of this paper is to demonstrate the use of Polynomial Chaos Theory (PCT) in this analysis process. PCT offers a comprehensive approach to be used in the design and validation. The theory description is enriched with an application in the power electronics field.