Derivative based global sensitivity analysis using conjugate unscented transforms

Souransu Nandi, Tarunraj Singh, Puneet Singla

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Scopus citations


In this paper, a novel way to compute derivative-based global sensitivity measures is presented. Conjugate Unscented Transform (CUT) is used to evaluate the multidimensional definite integrals which lead to the sensitivity measures. The method is compared with Monte Carlo estimates as well as the screening method of Morris. It is shown that using CUT provides a much more accurate estimate of sensitivity measures as compared to Monte Carlo (with far lesser computational cost) as well as the Morris method (with similar computational cost). Illustrations on three test functions are presented as evidence.

Original languageEnglish (US)
Title of host publication2019 American Control Conference, ACC 2019
PublisherInstitute of Electrical and Electronics Engineers Inc.
Number of pages6
ISBN (Electronic)9781538679265
StatePublished - Jul 2019
Event2019 American Control Conference, ACC 2019 - Philadelphia, United States
Duration: Jul 10 2019Jul 12 2019

Publication series

NameProceedings of the American Control Conference
ISSN (Print)0743-1619


Conference2019 American Control Conference, ACC 2019
Country/TerritoryUnited States

All Science Journal Classification (ASJC) codes

  • Electrical and Electronic Engineering


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