Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems: A Practical Approach

Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems: A Practical Approach

Author
Jerome Morio, Mathieu Balesdent
Publisher
Woodhead Publishing
Language
English
Edition
1
Year
2015
Page
217
ISBN
9780081000915
File Type
pdf
File Size
9.5 MiB

Rare event probability (10-4 and less) estimation has become a large area of research in the reliability engineering and system safety domains. A significant number of methods have been proposed to reduce the computation burden for the estimation of rare events from advanced sampling approaches to extreme value theory. However, it is often difficult in practice to determine which algorithm is the most adapted to a given problem.Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems: A Practical Approach provides a broad up-to-date view of the current available techniques to estimate rare event probabilities described with a unified notation, a mathematical pseudocode to ease their potential implementation and finally a large spectrum of simulation results on academic and realistic use cases. Provides a broad overview of the practical approach of rare event methods. Includes algorithms that are applied to aerospace benchmark test cases Offers insight into practical tuning issues

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