Failure Probability Calculation Method Using Kriging Metamodel-based Importance Sampling Method

크리깅 근사모델 기반의 중요도 추출법을 이용한 고장확률 계산 방안

  • 이승규 (한국항공우주연구원) ;
  • 김재훈 (충남대학교 기계설계공학과)
  • Received : 2016.10.04
  • Accepted : 2017.01.13
  • Published : 2017.05.01


The kernel density was determined based on sampling points obtained in a Markov chain simulation and was assumed to be an important sampling function. A Kriging metamodel was constructed in more detail in the vicinity of a limit state. The failure probability was calculated based on importance sampling, which was performed for the Kriging metamodel. A pre-existing method was modified to obtain more sampling points for a kernel density in the vicinity of a limit state. A stable numerical method was proposed to find a parameter of the kernel density. To assess the completeness of the Kriging metamodel, the possibility of changes in the calculated failure probability due to the uncertainty of the Kriging metamodel was calculated.


Importance Sampling;Markov Chain Simulation;Kernel Density;Kriging Metamodel


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