| 毁伤概率评估的加权蒙特卡洛方法 |
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| 引用本文： | 戴毅,苗育红,周江华.毁伤概率评估的加权蒙特卡洛方法[J].计算机仿真,2008,25(3):115-119. |
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| 作者姓名： | 戴毅 苗育红 周江华 |
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| 作者单位： | 1. 第二炮兵工程学院603教研室,陕西,西安,710025
2. 中国科学院光电研究院,北京,100080 |
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| 摘 要： | 由于经典蒙特卡洛方法的仿真效率不高,文中利用概率论和数理统计的基本原理,可以推导得到加权蒙特卡洛方法.加权蒙特卡罗方法不但能有效的缩小了样本方差,还能提高目标事件出现概率,相当于提高了样本的抽样效率,从而提高了仿真效率.与此同时,文中分别利用经典蒙特卡洛和加权蒙特卡洛这两种方法对典型目标进行了仿真计算,仿真计算最终证明了加权蒙特卡洛方法的仿真效率明显优于经典蒙特卡洛方法,能使仿真工作量成数量级的衰减.
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| 关 键 词： | 蒙特卡洛方法 抽样 毁伤概率 仿真效率 |
| 文章编号： | 1006-9348(2008)03-0115-04 |
| 修稿时间： | 2007年1月11日 |
A Weighted Monte Carlo method for Evaluating Damage Probability |
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| DAI Yi,MIAO Yu-hong,ZHOU Jiang-hua.A Weighted Monte Carlo method for Evaluating Damage Probability[J].Computer Simulation,2008,25(3):115-119. |
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| Authors: | DAI Yi MIAO Yu-hong ZHOU Jiang-hua |
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| Affiliation: | DAI Yi1,MIAO Yu-hong1,ZHOU Jiang-hua2(1. Faculty 603,The Second Artillery Engineering College,Xi'an Shanxi 710025,China,2. Institute of Photoelectricity,Chinese Academy of Science,Beijing 100080,China) |
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| Abstract: | Because simulation efficiency is not high by using the classical Monte Carlo method, based on the principle of the probability theory and the statistic theory, a weighted Monte Carlo method can be deduced. The method not only reduces sample variance, but also enhances the probability of object event appearing. It is equal to improve sampling efficiency and simulation efficiency. In this paper, at the same time, using simulation of classical Monte Carlo method and weighted Monte Carlo method , according to t... |
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| Keywords: | Monte Carlo method Sampling Damage probability Simulation efficiency |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
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