Method and system for integrated uncertainty analysis
First Claim
1. A method of analyzing uncertainties in a system having at least two modules, comprising:
- propagating an uncertainty distribution associated with each of a set of inputs through a module to produce an uncertainty in a set of outputs of said module;
generating a probabilistically equivalent model of said module, said equivalent model producing a model of said outputs; and
providing said model of said outputs in a common data architecture for use as inputs by any other module in said system.
0 Assignments
0 Petitions
Accused Products
Abstract
A system and a method are provided for performing an integrated uncertainty analysis on a system having interacting modules. The interaction of the modules includes data transfer between the modules with the output of one module being indicative of the input of another module. An uncertainty analysis is performed on each module based on given probability density functions of each input to the module. The uncertainty analysis may include developing a deterministically equivalent model for one or more modules. Data may be provided from one module to another in a uniform format. Thus, two or more modules may be integrated with uncertainties in the inputs of one module being effectively propagated to the inputs of another module. A plurality of modules may thus be modeled as a single integrated system. The integrated system may be replaced with a deterministically equivalent model, preferably of a further reduced order. In this manner, key uncertainties in particular inputs may be isolated. Once these inputs are identified, resources may be effectively allocated to minimize the impact of those inputs on the variability of the results.
-
Citations
45 Claims
-
1. A method of analyzing uncertainties in a system having at least two modules, comprising:
-
propagating an uncertainty distribution associated with each of a set of inputs through a module to produce an uncertainty in a set of outputs of said module;
generating a probabilistically equivalent model of said module, said equivalent model producing a model of said outputs; and
providing said model of said outputs in a common data architecture for use as inputs by any other module in said system. - View Dependent Claims (2, 3, 4, 5)
-
-
6. A method of analyzing uncertainties in a system, comprising:
-
substituting at least one of a plurality modules of a system with a corresponding probabilistically equivalent module model, said equivalent module model adapted to propagate uncertainties in inputs of said module to outputs of said module;
providing outputs of each of said modules in a common data architecture for use as inputs by any other module, said architecture adapted to propagate uncertainties in said outputs to said inputs of said other module; and
substituting said plurality of modules with a single probabilistically equivalent system model for propagating uncertainties in system inputs to system outputs. - View Dependent Claims (7, 8, 9, 10, 11, 12)
-
-
13. A system for generating an uncertainty analysis, comprising:
-
a module adapted to receive a set of inputs and to produce a set of outputs as a function of said inputs, each of said inputs having an associated uncertainty distribution;
means for propagating said uncertainty distribution of said inputs through said module to produce an uncertainty in said outputs;
means for generating a probabilistically equivalent model of said module, said equivalent model producing model outputs; and
means for providing said outputs in a common data architecture for use as inputs by any other module in said system. - View Dependent Claims (14, 15, 16)
-
-
17. A system of analyzing uncertainties in a system, comprising:
-
means for generating a probabilistically equivalent module model for at least one of a plurality modules of a system, said equivalent module model being adapted to propagate uncertainties in inputs of said module to outputs of said module;
means for providing outputs of each of said modules in a common data architecture for use as inputs by any other module, said architecture adapted to propagate uncertainties in said outputs to said inputs of said other module; and
means for generating a single probabilistically equivalent system model for said plurality of modules for propagating uncertainties in system inputs to system outputs. - View Dependent Claims (18, 19, 20, 21, 22, 23)
-
-
24. A system for generating an uncertainty analysis, comprising:
-
a modeling module adapted to receive a set of inputs and to produce a set of outputs as a function of said inputs, each of said inputs having an associated uncertainty distribution;
an uncertainty propagation module adapted to propagate said uncertainty distribution of said inputs through said modeling module to produce an uncertainty in said outputs;
an equivalent model generation module adapted to generate a probabilistically equivalent model of said modeling module, said equivalent model producing said outputs; and
an output generation module adapted to provide said outputs in a common data architecture for use as inputs by any other module. - View Dependent Claims (25, 26, 27)
-
-
28. A system of analyzing uncertainties in a system, comprising:
-
an equivalent model generation module adapted to generate a probabilistically equivalent subsystem model for at least one of a plurality of subsystems, said equivalent subsystem model being adapted to propagate uncertainties in inputs of said subsystem to outputs of said subsystem;
an output generation module adapted to provide outputs of each of said subsystems in a common data architecture for use as inputs by any other subsystem, said architecture being adapted to propagate uncertainties in said outputs to said inputs of said other subsystem; and
an equivalent system generation module adapted to generate a single probabilistically equivalent system model for said plurality of subsystems for propagating uncertainties in system inputs to system outputs. - View Dependent Claims (29, 30, 31, 32, 33, 34)
-
-
35. A program product, comprising machine readable program code for causing a machine to perform following method steps:
-
propagating an uncertainty distribution associated with each of a set of inputs through a module to produce an uncertainty in a set of outputs of said module;
generating a probabilistically equivalent model of said module, said equivalent model producing a model of said outputs; and
providing said model of said outputs in a common data architecture for use as inputs by any other module in said system. - View Dependent Claims (36, 37, 38)
-
-
39. A program product, comprising machine readable program code for causing a machine to perform following method steps, comprising:
-
substituting at least one of a plurality modules of a system with a corresponding probabilistically equivalent module model, said equivalent module model adapted to propagate uncertainties in inputs of said module to outputs of said module;
providing outputs of each of said modules in a common data architecture for use as inputs by any other module, said architecture adapted to propagate uncertainties in said outputs to said inputs of said other module; and
substituting said plurality of modules with a single probabilistically equivalent system model for propagating uncertainties in system inputs to system outputs. - View Dependent Claims (40, 41, 42, 43, 44, 45)
-
Specification