Advanced RESTART method for the estimation of the probability of failure of highly reliable hybrid dynamic systems
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- 作者：Pietro Turatia ; Nicola Pedronia ; Enrico Zioa ; b ; enrico.zio@polimi.it" class="auth_mail" title="E-mail the corresponding author ; enrico.zio@ecp.fr" class="auth_mail" title="E-mail the corresponding author ; enrico.zio@supelec.fr" class="auth_mail" title="E-mail the corresponding author
- 关键词：Advanced Monte Carlo method ; RESTART ; Piecewise Deterministic Markov Process (PDMP) ; Hybrid dynamic system ; Importance function ; Efficient failure probability estimation
- 刊名：Reliability Engineering & System Safety
- 出版年：2016
- 出版时间：October 2016
- 年：2016
- 卷：154
- 期：Complete
- 页码：117-126
- 全文大小：975 K
文摘
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We consider the issue of estimating small failure probabilities in dynamic systems.
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We employ the RESTART method to estimate the failure probabilities.
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New Importance Functions (IFs) are introduced to increase the method performance.
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We adopt two dynamic, hybrid, highly reliable systems as case studies.
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A comparison with literature IFs proves the effectiveness of the new IFs.