Hybrid Aleatory-Epistemic Uncertainty Propagation

A new algorithm based on polynomial chaos is derived to propagate hybrid aleatory-epistemic uncertainty modeled using Dempster-Shafer structures on probability measures. This way we are able to model the ignorance when the knowledge about the system is incomplete. Aleatory uncertainty is characterized by randomness and epistemic uncertainty is characterized by the lack of knowledge. In this last case we do not know if the parameter in discussion is random or not, and if it is random what is the underlying probability distribution.

  • G. Terejanu, P. Singla, T. Singh, and P. D. Scott, “Approximate propagation of both epistemic and aleatory uncertainty through dynamic systems,” in 13th International Conference on Information Fusion, Edinburgh, UK, 2010.
    [BibTeX]
    @CONFERENCE{TerejanuP_IF_2010,
    author = {Gabriel Terejanu and Puneet Singla and Tarunraj Singh and Peter D. Scott},
    title = {{Approximate propagation of both epistemic and aleatory uncertainty through dynamic systems}},
    booktitle = {{13th International Conference on Information Fusion, Edinburgh, UK}},
    year = {2010},
    month = {July},
    }

  • G. Terejanu, P. Singla, T. Singh, and P. D. Scott, “Approximate Interval Method for Epistemic Uncertainty Propagation using Polynomial Chaos and Evidence Theory,” in Proceedings of the American Control Conference (ACC), 2010, pp. 349-354.
    [BibTeX]
    @inproceedings{TerejanuP_ACC_2010,
    author = {Gabriel Terejanu and Puneet Singla and Tarunraj Singh and Peter D. Scott},
    title = {{Approximate Interval Method for Epistemic Uncertainty Propagation using Polynomial Chaos and Evidence Theory}},
    booktitle = {{Proceedings of the American Control Conference (ACC)}},
    location = {Baltimore, MD},
    year = {2010},
    month = {June},
    pages = {349 - 354},
    ISSN = {0743-1619},
    }