| 计算高可靠性系统失效概率的统计估计蒙特卡罗方法 |
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| 引用本文： | 肖刚,苏光辉,李天柁. 计算高可靠性系统失效概率的统计估计蒙特卡罗方法[J]. 核科学与工程, 2000, 20(1): 25-31 |
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| 作者姓名： | 肖刚 苏光辉 李天柁 |
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| 作者单位： | 西安交通大学能源与动力工程学院!西安710049(肖刚，苏光辉，贾斗南)，第二炮兵工程学院一系!西安710025(李天柁) |
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| 摘 要： | 在相似仿真方法的基础上 ,设计了计算系统失效概率的统计估计蒙特卡罗方法 ,包括直接统计估计和加权统计估计蒙特卡罗方法。介绍了统计估计蒙特卡罗可靠性仿真的基本原理 ,给出了统计估计蒙特卡罗计算方法的无偏估计量和具体算法。同时采用直接仿真方法、限制抽样蒙特卡罗方法、强迫转换蒙特卡罗方法、直接统计估计和加权统计估计蒙特卡罗方法计算了一高可靠性系统的失效概率 ,结果表明 ,在高可靠性系统不可靠度计算中加权统计估计蒙特卡罗方法计算结果的方差最小 ,效率最高。
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| 关 键 词： | 统计估计蒙特卡罗方法 减小方差技巧 可靠性仿真 |
| 修稿时间： | 1999-01-18 |
Statistical Estimation Monte Carlo for Unreliability Evaluation of Highly Reliable System |
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| SU Guanghui. Statistical Estimation Monte Carlo for Unreliability Evaluation of Highly Reliable System[J]. Chinese Journal of Nuclear Science and Engineering, 2000, 20(1): 25-31 |
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| Authors: | SU Guanghui |
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| Abstract: | Based on analog Monte Carlo simulation, statistical Monte Carlo methods for unreliable evaluation of highly reliable system are constructed, including direct statistical estimation Monte Carlo method and weighted statistical estimation Monte Carlo method. The basal element is given, and the statistical estimation Monte Carlo eslimators are derived. Direct Monte Carlo simulation method, bounding sampling method, forced transitions Monte Carlo method, direct statistical estimation Monte Carlo and weighted statistical estimation Monte Carlo are used to evaluate unreliability of a same system. By comparing, weighted statistical estimation Monte Carlo estimator has smallest variance, and has highest calculating efficiency. |
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| Keywords: | statistical estimation Monte Carlo method variancc reduction algorithm Reliability simulation |
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