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151.
复杂系统的极限状态函数非线性程度较高,在进行可靠性分析时,易导致失效概率的计算误差大、效率低,针对上述问题,提出了树形马氏链(TMC)算法和基于该算法的可靠性分析方法。树形马氏链是对原始马尔可夫链的改进,其状态转移过程更加灵活,具备局部多链并行和自适应探索失效域边界的特性。树形马氏链通过多候选状态点扩大对失效域信息的收集,生成能充分反映失效分布特征的样本,对该样本进行自适应核密度估计得到近似最优的重要抽样分布密度函数,从而提高计算结果的准确度。文末的数值算例和工程算例验证了算法性能,计算结果表明算法对设计点、抽样起点的位置不敏感,处理强非线性及复杂串联系统问题时,能在少样本量下得到相对高准确度的计算结果,且在样本量改变时,计算结果相对稳定可靠;工程算例给出了所提方法在实际问题下的效率,体现了所提方法的工程应用价值。 相似文献
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孙晋众 《沈阳航空工业学院学报》2008,25(3)
衍生证券定价是金融工程研究的重要问题,传统的基于解析求解的定价方法面临很大的困难。本文从衍生证券的特点出发,研究了基于仿真的衍生证券定价原理、方法以及仿真在各种期权定价方面的具体应用,指出了蒙特卡罗仿真在期权定价方面存在的不足,并介绍了基于仿真的衍生证券定价技术的最新发展,希望能对今后的研究有所帮助。 相似文献
156.
Songhui Han Qingming Gui Guozhong Li Yuanlu Du 《Advances in Space Research (includes Cospar's Information Bulletin, Space Research Today)》2014
Within the next decade, there will be a number of GNSS (Global Navigation Satellite System) available, i.e. modernized GPS, Galileo, restored GLONASS, BeiDou and many other regional GNSS augmentation systems. Thus, measurement redundancies and geometry of the satellites can be improved. GDOP (Geometric Dilution of Precision) and PDOP (Position Dilution of Precision) are associated with the constellation geometry of satellites, and they are the geometrically determined factors that describe the effect of geometry on the relationship between measurement error and position error. GDOP and PDOP are often used as standards for selecting good satellites to meet the desired positioning precision. In this paper, the related conclusions of minimum of GDOP which was discussed are given, and it is used to study the minimum of PDOP for two cases that the receiver is on the earth’s surface and the receiver is on satellite. The corresponding theorem and constructive solutions of minimum of PDOP are given. Then, the rationality of the ISL (inter-satellite link) establishment criteria in Walker-δ constellation is discussed by using the theory of minimum of PDOP. Finally, the minimum of PDOP is calculated when the number of satellites is 4–10, and these results are verified by using Monte Carlo method. 相似文献
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Shuang Li Yuming Peng 《Advances in Space Research (includes Cospar's Information Bulletin, Space Research Today)》2011
This paper addresses the issue of Mars atmospheric entry trajectory optimization by use of the desensitized optimal control (DOC) and Direct Collocation and Nonlinear Programming (DCNLP). Firstly, desensitized optimal control methodology is adopted to reduce the sensitivity of terminal state variables with respect to uncertainties and perturbations along the trajectory, in addition to optimizing the original performance index. Then, Direct Collocation (DC) method is used to transform the optimal control problem into Nonlinear Programming (NLP) problem which can be easily solved using the SNOPT software package. Monte Carlo simulations of error analysis show that the sensitivity of terminal state variables with respect to uncertainties and perturbations is significantly reduced, leading to improved entry precision. 相似文献
160.
Yuanqing Xia Rongfang Chen Fan Pu Li Dai 《Advances in Space Research (includes Cospar's Information Bulletin, Space Research Today)》2014
Future Mars missions will require precision landing capability, which motivates the need for entry closed-loop guidance schemes. A new tracking law – active disturbance rejection control (ADRC) – is presented in this paper. The ability of the ADRC tracking law to handle the atmospheric models and the vehicle’s aerodynamic errors is investigated. Monte Carlo simulations with dispersions in entry state variables, drag and lift coefficients, and atmospheric density show effectiveness of the proposed algorithm. 相似文献