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Journal of Automation and Information Sciences

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ISSN Druckformat: 1064-2315

ISSN Online: 2163-9337

SJR: 0.173 SNIP: 0.588 CiteScore™:: 2

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Determination of Probability of Intersection of Trajectory Functionals for Two Markovian Chains by the Method of Significant Sampling

Volumen 45, Ausgabe 8, 2013, pp. 75-81
DOI: 10.1615/JAutomatInfScien.v45.i8.80
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ABSTRAKT

We consider two Markovian chains. One chain defines efficiency of system operation, another defines demanded system efficiency. Probability of functional fault is investigated, when current efficiency of the system becomes lower than the demanded one. We suggested fast method of modeling and found conditions, which guarantee boundedness of relative root-mean-square error on increase of reliability of system elements. Numerical example is stated.

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REFERENZIERT VON
  1. Kuznetsov N. Yu., Homyak O. N., Evaluation of the Probability of Functional Failure of a Redundant System by Importance Sampling Method, Cybernetics and Systems Analysis, 50, 4, 2014. Crossref

  2. Kuznetsov N. Yu., Shumskaya A. A., Homyak O. N., Fast Simulation of the Functional Failure of an s – t-Network with Repair, Cybernetics and Systems Analysis, 50, 3, 2014. Crossref

  3. Kuznetsov Nickolay, Khomyak Olga, Fast Simulation of Highly Reliable Networks with Varying Random External Load, in Optimization Methods and Applications, 130, 2017. Crossref

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