Title :
Structural reliability evaluation by importance sampling and Kalman filter
Author :
Hoshiya, M. ; Fujita, M. ; Kuroda, H.
Author_Institution :
Musashi Inst. of Technol., Tokyo, Japan
Abstract :
A simulation method is proposed in which data are effectively sampled from an importance sampling density function and the probabilities of limit state functions are adaptively updated by using Kalman filter. The important constants for the procedure proposed are examined using a highly nonlinear problem
Keywords :
Kalman filters; reliability theory; Kalman filter; importance sampling density function; limit state function probabilities; structural reliability evaluation; Density functional theory; Kernel; Monte Carlo methods; Probability density function; Probability distribution; Random variables; Reliability; Sampling methods; Shape; State estimation;
Conference_Titel :
Uncertainty Modeling and Analysis, 1990. Proceedings., First International Symposium on
Conference_Location :
College Park, MD
Print_ISBN :
0-8186-2107-9
DOI :
10.1109/ISUMA.1990.151221
