Global sensitivity analysis for dynamic systems with stochastic input processes

摘要: Abstract Dynamic systems with stochastic input processes are general engineering models. In order to apply the global sensitivity analysis on these aid safety design, variance based indices extended in this paper. Factor and time defined describe contributions of factor variances whole a specific output at current time, respectively. Analytical expressions for linear time-invariant Gaussian derived due extensive use them, including continuous-time discrete-time systems. Monte Carlo simulation is used verify analytical expressions. The could be directly practical applications reduce computation cost. have been discussed examples, which include transient temperature measurements forced vibration system. Some design measures aided by also two examples.