A New Metamodeling Approach for Time-dependent Reliability of Dynamic Systems with Random Parameters Excited by Input Random Processes

Abstract

We propose a new metamodeling method to characterize the output \201response\202 random process of a dynamic system with random parameters, excited by input random processes. The metamodel can be then used to efficiently estimate the time-dependent reliability of a dynamic system using analytical or simulation-based methods. The metamodel is constructed by decomposing the input random processes using principal components or wavelets and then using a few simulations to estimate the distributions of the decomposition coefficients. A similar decomposition is also performed on the output random process. A kriging model is then established between the input and output decomposition coefficients and subsequently used to quantify the output random process corresponding to a realization of the input random parameters and random processes. What distinguishes our approach from others in metamodeling is that the system input is not deterministic but random. The quantified output random process is finally used to estimate the time-dependent reliability or probability of failure of the dynamic system using the total probability theorem. The proposed method is illustrated with a numerical example.

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Document Details

Document Type
Technical Report
Publication Date
Apr 09, 2014
Accession Number
ADA601992

Entities

People

  • Dorin Drignei
  • Igor Baseski
  • Monica Majcher
  • Zissimos P. Mourelatos

Organizations

  • Oakland University

Tags

DTIC Thesaurus Topics

  • Coefficients
  • Computational Science
  • Data Science
  • Decomposition
  • Engineering
  • Equations
  • Information Science
  • Mathematical Models
  • Models
  • Monte Carlo Method
  • Probability
  • Random Variables
  • Reliability
  • Sampling
  • Simulations

Fields of Study

  • Computer science
  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Statistical inference.