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

version 3.0 (816 KB) by Carlos M. Velez S.
Global sensitivity and uncertainty analysis (GSUA) of dynamical systems using variance-based methods

4.2K Downloads

Updated 13 Oct 2015

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Global sensitivity analysis (GSA) of dynamical systems (Simulink models) using variance-based methods (brute-force, Sobol, Jansen, Saltelli) with combinations of parameters generated by Monte Carlo method with these sampling methods: uniform distribution, Latin hypercube. Several figures are generated: (1) Plot with temporal responses (Monte Carlo simulation) to all sets of parameters, highlighting the nominal or experimental response; (2) Scatter plots of parameters and output; (3) plot of fractional sensitivity indices; (4) plot of normalized total sensitivity indices; (5) Pie and bar plot with sensitivity indices for every parameter in some time instants. This is a toolbox in developing (including English translation). Please, send commentaries and suggestions.

Cite As

Carlos M. Velez S. (2021). Global sensitivity and uncertainty analysis (GSUA) of dynamical systems using variance-based methods (https://www.mathworks.com/matlabcentral/fileexchange/47758-global-sensitivity-and-uncertainty-analysis-gsua-of-dynamical-systems-using-variance-based-methods), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2013a
Compatible with any release
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