NDLI: Extended formulation for unscented transform and its application as Monte Carlo alternative

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Extended formulation for unscented transform and its application as Monte Carlo alternative

Content Provider	IET Digital Library
Author	Medeiros, J. E. G. de Haddad, S. A. P. Menezes, L. R. A. X. de
Abstract	A novel approach for the unscented transform calculation is detailed, showing a technique that can be used to obtain smoother estimates for probability functions based on Monte Carlo technique substitution. The method is computationally efficient for statistical moment estimation of nonlinear transformations and does not require full knowledge of the probability distribution of the random variables, being completely defined by its moments.
Starting Page	1842
Ending Page	1843
Page Count	2
ISSN	00135194
Volume Number	52
e-ISSN	1350911X
Issue Number	Issue 22, Oct (2016)
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/el/52/22
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/10.1049/el.2016.2867
Journal	Electronics Letters
Publisher Date	2016-10-11
Access Restriction	Open
Rights Holder	© The Institution of Engineering and Technology
Subject Keyword	Function Theory And Analysis Integral Transforms Monte Carlo Method Monte Carlo Technique Substitution Nonlinear Transformations Probability Probability Function Probability Theory Random Variable Probability Distribution Statistical Moment Estimation Statistics Stochastic Linearised SCUC Transform Unscented Transform Calculation
Content Type	Text
Resource Type	Article
Subject	Electrical and Electronic Engineering

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