Global sensitivity and uncertainty analysis (GSUA)

Global sensitivity and uncertainty analysis (GSUA) of dynamical and static systems using variance-based and OAT methods

https://siscontexto.blogspot.com/

Version 5.3.1 (1.27 MB)
5.4K Downloads
(5)
23 Sep 2025

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The GSUA Toolbox implements uncertainty and sensitivity analysis (global and OAT) of dynamical (with differential equations) and static (functions) models. The Saltelli and brute-force global sensitivity methods are implemented. The one-at-a-time (OAT) local method is applicable correctly only if the interaction between factors is small, so first-order sensitivity indices should be carefully reviewed.
The toolbox needs the following two files: 1) The gsua_main.mlx file. 2) A mathematical model in a slx-file (Simulink) or m-file (ode45), as shown in the examples given in the toolbox.
Examples of scalar output: 'sum((y-ynom).^2)', 'max(y)', 'stepinfo(y,t).PeakTime', 'stepinfo(y,t).RiseTime', 'stepinfo(y,t).Overshoot', 'stepinfo(y,t).SettlingTime', 'mean(y(end-10:end))', 'trapz(y)', 'max(y) - y(end)', 'min(y)', 'max(y)'.
The tool can be run in MATLAB Online, but parallel computing has limitations in that case.

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Cite As

Carlos M. Velez S. (2026). Global sensitivity and uncertainty analysis (GSUA) (https://www.mathworks.com/matlabcentral/fileexchange/47758-global-sensitivity-and-uncertainty-analysis-gsua), MATLAB Central File Exchange. Retrieved .

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
5.3.1

Minor changes
5.3.0

- Improvement of some functions.
- A new example of a transfer function model, which is useful in system identification.
5.2.0

The interface is simpler and the overall sensitivity indices are no longer normalized.
5.1.01

Minor adjustments have been made so that the tool can run without errors or warnings in MATLAB Online.
5.1

- Parallel computing option is implemented
- Some functions are more efficient and save calculation time
- The uncertainty plot is more efficient
5.0.2

Correction of an error in the scatter plot of the factors.
5.0.1

Minor fixes
5.0

- The graphical interface is simpler
- Some minor bugs have been fixed
4.6

- Better user interface
- Minor corrections
- Each example can be run from its own file
4.5

It is easier to give the Simulink model in the right form: use a "To Workspace" connected to the output with sample time, Variable name "yout" and "Structure with time" format.
4.1

- Minor changes
- More examples
4.0

- Simplified environment
- OAT local method implemented
- Mathematical model using Simulink file, ODE file or state-space format (for linear systems)
- Live script as the main program
- More examples
3.0

(1) A main script is included to better application of toolbox. (2) A user manual is included.
2.8.0.0

All functions were optimized in three functions. Bar plots were included. All plots were improved. Sensitivity indices are shown for temporal responses and for scalar minimum square error (MSE) function. The estimated processing time is displayed.
2.1.0.0

The remaining time is displayed.
2.0.0.0

Other sensitivity methods are included (Sobol, Jansen, Saltelli).
The examples are better organized.
1.4.0.0

Integration as a toolbox.
1.3.0.0

New functions and examples are included.
1.2.0.0

Correction of pendulum example.
1.1.0.0

Correction of function description.
1.0.0.0