A Polynomial Chaos Expansion Toolbox for MATLAB created by the Automatic Control & System Dynamics Lab at Chemnitz University of Technology.
PoCET was designed for the automatic generation of polynomial chaos expansions (PCE) for linear and nonlinear dynamic systems with time-invariant stochastic parameters or initial conditions. It features
- a simple syntax and usability,
- built-in handling of Gaussian, uniform, and beta probability density functions,
- projection and collocation-based calculation of PCE coefficients,
- routines for the calculation of stochastic moments from PCE coefficients,
- several routines for system simulation and visualization of results,
- as well as a variety of introductory and instructive examples.
Some use-cases include
- uncertainty analysis
- parameter estimation
- state estimation and prediction
- optimal experimental design
- (active) fault diagnosis
- stochastic nonlinear MPC
PoCET was officially released and introduced on the 21st IFAC World Congress 2020. A preprint of the corresponding paper, which includes more detailed information about its usage and features, is available on arXiv.
For more information, see https://www.tu-chemnitz.de/etit/control/research/PoCET/.
When publishing results gained by using PoCET use the following citation: F. Petzke, A. Mesbah, and S. Streif. PoCET: a Polynomial Chaos Expansion Toolbox for Matlab. In Proc. 21st IFAC World Congress, 2020.