An importance sampling based approach for reliability analysis

Fan Li, Teresa Wu

Research output: Chapter in Book/Report/Conference proceedingConference contribution

5 Scopus citations

Abstract

In this paper, an importance sampling based approach for reliability analysis is proposed. The fundamental of this approach is to bias the realization of random variables around the most probable point (MPP) such that the number of simulations can be reduced significantly. Compared to the basic Monte Carlo simulation (MCS), the proposed approach requires less computational effort since it only evaluates the system performance functions at the reduced probability space. Two comparison experiments are conducted at the end of the paper. One is used to demonstrate the proposed method improves the efficiency comparing with basic MCS without losing accuracy. The second one is used to illustrate the proposed method generates more accurate results than that of FORM (first order reliability method).

Original languageEnglish (US)
Title of host publicationProceedings of the 3rd IEEE International Conference on Automation Science and Engineering, IEEE CASE 2007
Pages956-961
Number of pages6
DOIs
StatePublished - 2007
Event3rd IEEE International Conference on Automation Science and Engineering, IEEE CASE 2007 - Scottsdale, AZ, United States
Duration: Sep 22 2007Sep 25 2007

Publication series

NameProceedings of the 3rd IEEE International Conference on Automation Science and Engineering, IEEE CASE 2007

Other

Other3rd IEEE International Conference on Automation Science and Engineering, IEEE CASE 2007
CountryUnited States
CityScottsdale, AZ
Period9/22/079/25/07

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Electrical and Electronic Engineering

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