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# PoCET | ||
Polynomial Chaos Expansion Toolbox for MATLAB | ||
A Polynomial Chaos Expansion Toolbox for MATLAB created by the | ||
[Automatic Control & System Dynamics Lab](https://www.tu-chemnitz.de/etit/control/index.php.en "ACSD Lab") | ||
at Chemnitz University of Technology. | ||
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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 | ||
<ul> | ||
<li>a simple syntax and usability,</li> | ||
<li>built-in handling of Gaussian, uniform, and beta probability density functions,</li> | ||
<li>projection and collocation-based calculation of PCE coefficients,</li> | ||
<li>routines for the calculation of stochastic moments from PCE coefficients,</li> | ||
<li>several routines for system simulation and visualization of results,</li> | ||
<li>as well as a variety of introductory and instructive examples.</li> | ||
</ul> | ||
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Some use-cases include | ||
<ul> | ||
<li>uncertainty analysis</li> | ||
<li>parameter estimation</li> | ||
<li>state estimation and prediction</li> | ||
<li>optimal experimental design</li> | ||
<li>(active) fault diagnosis</li> | ||
<li>stochastic nonlinear MPC</li> | ||
</ul> | ||
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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](https://arxiv.org/abs/2007.05245 "arXiv"). | ||
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For more information, see <https://www.tu-chemnitz.de/etit/control/research/PoCET/>. | ||
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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. |