"It's a challenge. We know most people will have us as underdogs, they've two bonus-point wins from their opening two games and they're defending champions."
Indeed, the Welsh region have already tore through the Southern Kings and Zebre, and are currently the most fearsome unit in the Championship.
Having won 21 of the 23 domestic games since their last visit to Belfast a year ago, they are already the front-runners in Ulster's side of the PRO14.
And with a line-up that boasts the likes of Leigh Halfpenny, Johnny McNicholl and Gareth Davies, with Lions Man of the Series Jonathan Davies held in reserve, Ulster know they will be asked questions.
"You just have to look at their squad and the quality they have, particularly in the back-line, to get an idea of what to expect," said Marshall, who will be making his first start of the season with Tommy Bowe dropping to the bench.
"We have a point to prove, people are probably doubting us, certainly our defensive capabilities, so we need to prove them wrong and go out and get a result.
"After the pre-season games, in particular the one against Northampton, we were pretty disappointed by the defence.
"We were a wee bit porous against the Cheetahs too, so it's definitely something we're working on.
"There's been a lot of focus on our attacking shape in pre-season and in our first two games as the new coaching set-up try to implement that, so we maybe haven't focused as much on the defensive side of things as we have on attack.
"But this is a good game to put it to the test so we're going to have to focus on it this week.
"We are obviously looking to defend well but we want to show our attacking brand (of rugby) as well. We want to score as many tries as possible.
"We are looking to challenge them a bit more, get them to ask questions of themselves.
"Hopefully if we can do that, we can stop them from scoring as many tries."
Having won his 10th and 11th caps for Ireland this summer, Marshall will be especially keen to show what he can do against top-quality opposition given the injury issues currently afflicting the national side's midfield ahead of a trio of Tests coming in November.
But given the glut of centre options available to Les Kiss, added to in recent weeks by Bowe's conversion from the wing, the 26-year-old is focused on nailing down his spot.
"I was a bit worried about that in the first two games," he joked of Bowe's performances in his absence.
"People have probably forgotten how well he can do at centre, but he has done a great job the last two or three games.
"For myself, looking to the Ireland set-up, when I knew Robbie (Henshaw) and Garry (Ringrose) were out with injuries, I felt there was definitely a bit of an opportunity.
"But there is still lots of competition - Chris Farrell coming back to Munster and Bundee Aki is now available to the Ireland set-up.
"But the competition is still here at Ulster to get a starting shirt. Obviously Jared (Payne)can do a very good job for the team, Darren (Cave) is still playing great rugby.
"And with the new coaching set-up, to be honest I was just looking to get a starting shirt here as opposed to looking to Ireland."
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