A framework to perform quantification and reduction of uncertainties in a wind turbine numerical model using a global sensitivity analysis and a recursive Bayesian inference method is developed in this article. We explain how a prior probability distribution on the model parameters is transformed into a posterior probability distribution, by incorporating a physical model and real field noisy observations. Nevertheless, these approaches suffer from the so‐called curse of dimensionality. In order to reduce the dimension, Sobol' indices approach for global sensitivity analysis, in the context of wind turbine modeling, is presented. A major issue arising for such inverse problems is identifiability, that is, whether the observations are sufficient to unambiguously determine the input parameters that generated the observations. Global sensitivity analysis is also used in the context of identifiability.
In this paper, we propose a new methodology for solving stochastic inversion problems through computer experiments, the stochasticity being driven by a functional random variables. This study is motivated by an automotive application. In this context, the simulator code takes a double set of simulation inputs: deterministic control variables and functional uncertain variables. This framework is characterized by two features. The first one is the high computational cost of simulations. The second is that the probability distribution of the functional input is only known through a finite set of realizations. In our context, the inversion problem is formulated by considering the expectation over the functional random variable. We aim at solving this problem by evaluating the model on a design, whose adaptive construction combines the so-called Stepwise Uncertainty Reduction (SUR) methodology with a strategy for an efficient expectation estimation. Two greedy stategies are introduced to sequentially estimate the expectation over the functional uncertain variable by adaptively selecting curves from the
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