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Accelerated simulation method for estimating the probability of functional failure in high-reliability systems

  • Cybernetics
  • Published:
Cybernetics and Systems Analysis Aims and scope

Abstract

We consider a class of systems whose required performance is described by a stochastic process η(t), t ≥ 0. An accelerated simulation method is proposed for estimating the probability that at some time instant t ∈ [0, T] the required performance exceeds the available performance. A numerical example is considered.

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Authors
  1. N. Yu. Kuznetsov
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Additional information

Translated from Kibernetika i Sistemnyi Analiz, No. 4, pp. 30–41, July–August, 1991.

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Kuznetsov, N.Y. Accelerated simulation method for estimating the probability of functional failure in high-reliability systems. Cybern Syst Anal 27, 497–508 (1991). https://doi.org/10.1007/BF01130358

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  • DOI: https://doi.org/10.1007/BF01130358

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