Visualization of Global Sensitivity Analysis Results Based on a Combination of Linearly Dependent and Independent Directions

Abstract

A useful technique for the validation and verification of complex flight systems is Monte Carlo Filtering -- a global sensitivity analysis that tries to find the inputs and ranges that are most likely to lead to a subset of the outputs. A thorough exploration of the parameter space for complex integrated systems may require thousands of experiments and hundreds of controlled and measured variables. Tools for analyzing this space often have limitations caused by the numerical problems associated with high dimensionality and caused by the assumption of independence of all of the dimensions. To combat both of these limitations, we propose a technique that uses a combination of the original variables with the derived variables obtained during a principal component analysis.