摘要
提出了一种新的Monte Carlo法用于系统可靠性评估。这种方法在抽样技术上避免了对发生概率较大的系统状态进行重复模拟,同时由于在各次抽样结果间引入了负相关性,从而更进一步降低了模拟统计量的方差。本文还将稀疏矩阵技术用于系统可靠性分析,以解决了本文方法在占用计算机内存以及机时等方面的问题:对比性试验结果证明了方法的正确性和实际效果。
A new Monte Carlo Method for system reliability evaluation is proposed in this paper. The repeated sampling of system states with relatively great probabilities is avoided in the simulation,thus the sampling efficiency is significantly improved. Besides,the negative correlations used in different trials can further reduce the estimated varinaces. The sparse matrix technique is employed to reduce the memory requirement and to save the computer time. Comparative studies show that the method proposed is of great value and the application to the IEEE reliability test system (power system) is successful.
出处
《重庆大学学报（自然科学版）》
EI
CAS
CSCD
1993年第6期21-26,共6页
Journal of Chongqing University
基金
霍英东基金
关键词
可靠性
电力系统
蒙特卡罗法
reliability evaluation/ Monte Carlo Method
variance reduction
