Performance reliability simulation method based on improved self-adaption selective sampling

A simulation method and self-adaptive technology, applied in special data processing applications, instruments, electrical digital data processing, etc.

Inactive Publication Date: 2011-05-18
BEIHANG UNIV
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  • Abstract
  • Description
  • Claims
  • Application Information

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Problems solved by technology

[0005] The purpose of the present invention is: to provide a performance reliability simulation method based on improved self-adaptive importance sampling, to improve the simulation efficiency, precision and solve the performance reliability simulation problem when the explicit failure equation of the system does not exist

Method used

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  • Performance reliability simulation method based on improved self-adaption selective sampling
  • Performance reliability simulation method based on improved self-adaption selective sampling
  • Performance reliability simulation method based on improved self-adaption selective sampling

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Embodiment Construction

[0093] The performance reliability simulation method based on the improved adaptive importance sampling of the present invention will be described in detail below in combination with two specific implementation cases.

[0094] Case 1: Second-order system

[0095] The following formula (9) is a transfer function of a typical second-order system.

[0096] C ( s ) R ( s ) = ω n 2 s 2 + 2 ξ ω n s + ω n 2 - - - ( 9 )

[0097] A...

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Abstract

The invention discloses a performance reliability simulation method based on improved self-adaption selective sampling, successively comprising four steps of: 1. extracting an initial failed sample: taking the original mean value of parameters as a sampling center, taking 1-3 times of the original variance as a sampling covariance to carry out random search, and finding the initial failed sample by iteration; 2. extracting a batch of failed samples: randomly sampling by taking the failed sample searched in the step 1 as the initial sampling center of the step 2, adjusting the sampling center in the next circulation, and circulating until the failed sample of appointed number is extracted; 3. carrying out self-adaption selective sampling: calculating the initial sampling center and the initial sampling covariance in the step 3 according to the failed sample extracted in the step 2 , and carrying out cycling sampling stimulation; and 4. calculating: after one-time sampling, calculating the sampling center and the sampling covariance again, stopping stimulation when the stimulation result of failure probability is almost stable, and finishing the reliability stimulation of self-adaption selective sampling.

Description

Technical field [0001] The invention provides a performance reliability simulation method based on improved self-adaptive important sampling, which belongs to a high-efficiency and high-precision simulation method in the field of system reliability simulation analysis, and focuses on solving the performance when the system's dominant failure equation does not exist The problem of reliability analysis belongs to the technical field of reliability engineering. Background technique [0002] As the complexity of the system is getting higher and higher, it is often impossible to analyze the system effectively by traditional reliability analysis methods, so more and more simulation methods are used in engineering. Using computer simulation to analyze the reliability of the system, the most commonly used method is Monte Carlo Simulation (MCS). Although MCS based on the law of large numbers is simple and easy to implement and has wide applicability in reliability analysis, when est...

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06F17/50
Inventor 马纪明詹晓燕曾声奎任羿郭健彬孙博冯强
Owner BEIHANG UNIV
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