Abstract
Sensitivity analysis methods are important for the evaluation of simulation models, especially to the extent that they allow the developer (and users) of a dynamic model to build up a proper understanding of the dependence of the model performance on the structure of the model and on the values of parameters within it. An introduction to sensitivity analysis methods is presented and fundamental concepts are explained. Methods of sensitivity analysis are presented, such as the parameter-perturbation approach and techniques based on the use of sensitivity models. Parameter sensitivity analysis methods are then discussed for the special case of linearised continuous state-space models and for continuous transfer function descriptions. The role of sensitivity analysis in the validation of continuous models for small and large system changes is considered and the chapter concludes with a brief account of issues concerning sensitivity analysis of discrete-event and hybrid models.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsReferences
Tomović R (1963) Sensitivity analysis of dynamic systems. McGraw-Hill, New York
Kokotović PV, O’Malley RE, Sannuti P (1976) Singular perturbation and order reduction in control theory – an overview. Automatica 12(2):123–132
Miller DR (1974) An experiment in sensitivity analysis on an uncertain model. Simulation 23:101–104
Frank PM (1978) An introduction to system sensitivity theory. Academic, London
Kokotović PV (1964) Method of sensitivity points in the investigation and optimisation of linear control systems. Autom Remote Control 25:1670–1676
Wilkie DF, Perkins WR (1969) Generation of sensitivity functions for linear systems using low order models. IEEE Trans Autom Control 14:123–129
The Mitre Corporation (2014) Verification and validation of simulation models. In: Mitre systems engineering guide, pp 461–469. www.mitre.org/publications/technical-papers/the-mitre-systems-engineering-guide. Accessed 9 June 2015
Murray-Smith DJ (1995) Continuous system simulation. Chapman & Hall, London
Barton PL, Lee CK (2002) Modeling, simulation, sensitivity analysis and optimization of hybrid systems. ACM Trans Model Comput Simul (TOMACS) 12(4):256–289
Galán S, Feehery WF, Barton PI (1999) Parametric sensitivity functions for hybrid discrete/continuous systems. Appl Numer Math 31(1):17–47. doi:10.1016/S0168-9274(98)00125-1
Eker S, Singer JH, Yucel G (2011) Investigating an automated method for the sensitivity analysis of functions. In: Proceedings 29th international conference of the Systems Dynamics Society, Washington, DC
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2015 Springer International Publishing Switzerland
About this chapter
Cite this chapter
Murray-Smith, D.J. (2015). Sensitivity Analysis for Model Evaluation. In: Testing and Validation of Computer Simulation Models. Simulation Foundations, Methods and Applications. Springer, Cham. https://doi.org/10.1007/978-3-319-15099-4_4
Download citation
DOI: https://doi.org/10.1007/978-3-319-15099-4_4
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-15098-7
Online ISBN: 978-3-319-15099-4
eBook Packages: Computer ScienceComputer Science (R0)