Identification of influential uncertainties in Monte Carlo analysis

Toshikazu Motoda, Yoshikazu Miyazawa

Research output: Contribution to journalArticle

8 Citations (Scopus)

Abstract

Monte Carlo simulation is a powerful and a practical tool for evaluating nonlinear systems. Its advantage is that it allows the effects of combinations of uncertainties to be taken into account. When the result of a Monte Carlo simulation is unsatisfactory, further investigations of both the system model and the control system are necessary, and it is important to identify those uncertain parameters that significantly influence the outcome of the simulation. However, the influential parameters are usually difficult to identify because multiple uncertain parameters are incorporated into a simulation simultaneously. A methodology is presented for identifying influential parameters in Monte Carlo analysis. When a Monte Carlo simulation yields an unsatisfactory result, the influential uncertainties are identified by further Monte Carlo simulations incorporating test vectors derived from the original uncertain parameter vector and by a statistical hypothesis test. The method is applied to the simulation results of an unmanned flight system, demonstrating its effectiveness in a practical application.

Original languageEnglish
Pages (from-to)615-623
Number of pages9
JournalJournal of Spacecraft and Rockets
Volume39
Issue number4
DOIs
Publication statusPublished - Jan 1 2002

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Monte Carlo analysis
simulation
Statistical tests
Nonlinear systems
Control systems
Monte Carlo simulation
Uncertainty
nonlinear systems
control system
flight
parameter
methodology

All Science Journal Classification (ASJC) codes

  • Aerospace Engineering
  • Space and Planetary Science

Cite this

Identification of influential uncertainties in Monte Carlo analysis. / Motoda, Toshikazu; Miyazawa, Yoshikazu.

In: Journal of Spacecraft and Rockets, Vol. 39, No. 4, 01.01.2002, p. 615-623.

Research output: Contribution to journalArticle

Motoda, Toshikazu ; Miyazawa, Yoshikazu. / Identification of influential uncertainties in Monte Carlo analysis. In: Journal of Spacecraft and Rockets. 2002 ; Vol. 39, No. 4. pp. 615-623.
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