
Chapter 7
Propagation of Uncertainty in a
Continuous Time Dynamical System
Uncertainty is ubiquitous in almost all branches of science and their applica-
tions including physics, che mis try, biology, engineering, environmental science
and social science. Following the seminal work of [88], uncertainty is often
classified into two types. One is epistemic (or reducible) uncertainty, which
can possibly be reduced by improved measurements or improvements in the
modeling proc ess. The other is aleatory (or irreducible) uncertainty, which is
the result of intrinsic variability/stochasticity of the system.
Uncertainty propagation through a dynamic system has ...