论文标题

关于不确定性传播的密度估计问题,输入分布未知

On the density estimation problem for uncertainty propagation with unknown input distributions

论文作者

Kersting, Sebastian, Kohler, Michael

论文摘要

在本文中,我们研究了在技术系统实验中量化不确定性的问题。我们提出了新的密度估计值,该估计结合了基于估计的输入分布的(不完美)模拟模型(不完美的)模拟模型的模拟数据。我们分析了这些估计的收敛速度。通过将其应用于模拟数据来说明估计值的有限样本量性能。新提出的估计值的实际实用性是通过使用压电弹性支撑的横向振动衰减系统的不确定性来证明的。

In this article we study the problem of quantifying the uncertainty in an experiment with a technical system. We propose new density estimates which combine observed data of the technical system and simulated data from an (imperfect) simulation model based on estimated input distributions. We analyze the rate of convergence of these estimates. The finite sample size performance of the estimates is illustrated by applying them to simulated data. The practical usefulness of the newly proposed estimates is demonstrated by using them to predict the uncertainty of a lateral vibration attenuation system with piezo-elastic supports.

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