Estimation of first excursion probabilities for uncertain stochastic linear systems subject to Gaussian load

Valdebenito, MA; Jensen, HA; Labarca, AA

Abstract

This contribution proposes a strategy for estimating first excursion probabilities for linear dynamical systems involving uncertain structural parameters subject to Gaussian excitation. The proposed approach is based on Importance Sampling. The novel contribution of this paper is the introduction of an Importance Sampling density function related to the uncertain structural parameters. Such sampling density allows estimating probabilities accurately and efficiently. Numerical examples illustrate the advantages of the proposed approach. (C) 2014 Elsevier Ltd. All rights reserved.

Más información

Título según WOS: Estimation of first excursion probabilities for uncertain stochastic linear systems subject to Gaussian load
Título según SCOPUS: Estimation of first excursion probabilities for uncertain stochastic linear systems subject to Gaussian load
Título de la Revista: COMPUTERS & STRUCTURES
Volumen: 138
Editorial: PERGAMON-ELSEVIER SCIENCE LTD
Fecha de publicación: 2014
Página de inicio: 36
Página final: 48
Idioma: English
DOI:

10.1016/j.compstruc.2014.02.010

Notas: ISI, SCOPUS