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A General Framework for Uncertainty Propagation Based on Point Estimate Methods

Schenkendorf, René (2014) A General Framework for Uncertainty Propagation Based on Point Estimate Methods. Second European Conference of the Prognostics and Health Management Society, 08-10. Juli 2014, Nantes, Frankreich.

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Official URL: https://www.phmsociety.org/events/conference/europhm/14/proceedings

Abstract

A general framework to approach the challenge of uncertainty propagation in model based prognostics is presented in this work. It is shown how the so-called Point Estimate Methods (PEMs) are ideally suited for this purpose because of the following reasons: 1) A credible propagation and representation of Gaussian (normally distributed) uncertainty can be done with a minimum of computational effort for non-linear applications. 2) Also non-Gaussian uncertainties can be propagated by evaluating suitable transfer functions inherently. 3) Confidence intervals of simulation results can be derived which do not have to be symmetrically distributed around the mean value by applying PEM in conjunction with the Cornish-Fisher expansion. 4) Moreover, the entire probability function of simulation results can be reconstructed efficiently by the proposed framework. The joint evaluation of PEM with the Polynomial Chaos expansion methodology is likely to provide good approximation results. Thus, non-Gaussian probability density functions can be derived as well. 5) The presented framework of uncertainty propagation is derivativefree, i.e. even non-smooth (non-differentiable) propagation problems can be tackled in principle. 6) Although the PEM is sample-based the overall method is deterministic. Computational results are reproducible which might be important to safety critical applications. - Consequently, the proposed approach may play an essential part in contributing to render the prognostics and health management into a more credible process. A given study of a generic uncertainty propagation problem supports this issue illustratively.

Item URL in elib:https://elib.dlr.de/89959/
Document Type:Conference or Workshop Item (Speech)
Title:A General Framework for Uncertainty Propagation Based on Point Estimate Methods
Authors:
AuthorsInstitution or Email of AuthorsAuthors ORCID iD
Schenkendorf, Renérene.schenkendorf (at) dlr.deUNSPECIFIED
Date:8 July 2014
Refereed publication:Yes
Open Access:Yes
Gold Open Access:No
In SCOPUS:No
In ISI Web of Science:No
Status:Published
Keywords:Uncertainty Propagation, Point Estimate Methods, Prognostics
Event Title:Second European Conference of the Prognostics and Health Management Society
Event Location:Nantes, Frankreich
Event Type:international Conference
Event Dates:08-10. Juli 2014
Organizer:phmsociety
HGF - Research field:Aeronautics, Space and Transport
HGF - Program:Transport
HGF - Program Themes:Traffic Management (old)
DLR - Research area:Transport
DLR - Program:V VM - Verkehrsmanagement
DLR - Research theme (Project):V - Next Generation Railway System II (old)
Location: Braunschweig
Institutes and Institutions:Institute of Transportation Systems > Betriebsführung
Deposited By: Schenkendorf, Rene
Deposited On:28 Jul 2014 10:33
Last Modified:31 Jul 2019 19:47

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