Software

PoCET is a free and open-scource Polynomial Chaos Expansion Toolbox for MATLAB^®. Its main contribution is the automatic generation of polynomial chaos expansion (PCE) for linear and nonlinear dynamic systems with time-invariant stochastic parameters or initial conditions. PoCET features

• a simple syntax and usability,
• built-in handling of Gaussian, uniform, and beta probability density functions,
• projection and collocation-based calculation of PCE coefficients,
• routines for the calculation of stochastic moments from PCE coefficients,
• several routines for system simulation and visualization of results,
• as well as a variety of introductory and instructive examples.

Efficient algorithms for the involved computations have been designed in order to increase its applicability. Therefore, PoCET's possible use-cases include (but are not limited to)

• uncertainty analysis
• parameter estimation
• state estimation and prediction
• optimal experimental design
• (active) fault diagnosis
• stochastic nonlinear MPC

PoCET was officially released and introduced on the 21st IFAC World Congress 2020. A preprint of the corresponding paper, which includes more detailed information about its usage and features, is available here.

System Requirements

PoCET requires MATLAB^® R2010b or later as well as the Symbolic Math Toolbox for parsing.

Copyright, License, and Citation Information

Copyright (c) 2020 Stefan Streif, stefan.streif@etit.tu-chemnitz.de

PoCET is licensed under the EUPL-1.2-or-later.

When publishing results gained by using PoCET use the following citation:
F. Petzke, A. Mesbah, and S. Streif. PoCET: a Polynomial Chaos Expansion Toolbox for Matlab. In Proc. 21st IFAC World Congress, 2020. (download bib)

Download and Installation

The latest version of PoCET is available for download on GitHub. For installation simply run the installation script (installPoCET.m).

An introduction to PoCET is available here.