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- W2917692789 abstract "This paper proposes a robust version of the unscented transform (UT) for one-dimensional random variables. It is assumed that the moments are not exactly known, but are known to lie in intervals. In this scenario, the moment matching equations are reformulated as a system of polynomial equations and inequalities, and it is proposed to use the Chebychev center of the solution set as a robust UT. This method yields a parametrized polynomial optimization problem, which in spite of being NP-Hard, can be relaxed by some algorithms that are proposed in this paper." @default.
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- W2917692789 date "2019-04-01" @default.
- W2917692789 modified "2023-09-29" @default.
- W2917692789 title "A robust unscented transformation for uncertain moments" @default.
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- W2917692789 doi "https://doi.org/10.1016/j.jfranklin.2019.02.018" @default.
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