Method and System for Model Validation for Dynamic Systems Using Bayesian Principal Component Analysis

摘要

A method and system for assessing the accuracy and validity of a computer model constructed to simulate a multivariate complex dynamic system. The method and system exploit a probabilistic principal component analysis method along with Bayesian statistics, thereby taking into account the uncertainty and the multivariate correlation in multiple response quantities. It enables a system analyst to objectively quantify the confidence of computer models/simulations, thus providing rational, objective decision-making support for model assessment. The validation methodology has broad applications for models of any type of dynamic system. In a disclosed example, it is used in a vehicle safety application.