Citation: | GONG Xiangrui, LYU Zhenzhou, SUN Tianyu, et al. A new moment-independent importance measure analysis method and its efficient algorithm[J]. Journal of Beijing University of Aeronautics and Astronautics, 2019, 45(2): 283-290. doi: 10.13700/j.bh.1001-5965.2018.0130(in Chinese) |
In order to analyze the effect of input random variables on the failure probability of structural systems more reasonably, a new moment-independent importance measure analysis method is proposed in this paper. The traditional importance measure index can only estimate the influence of input random variables on the output response of structural systems at fixed points, while the new index proposed in this paper can fully reflect the average influence of input random variables on the output response of structural systems when they change in all reduced intervals of their distribution areas, which is more in line with engineering practice. Seeking to find the new index, this paper presents two algorithms:the conventional double-loop-repeated-set Monte Carlo (DLRS MC) method and adaptive radial-based importance sampling (ARBIS) method. The results of DLRS MC method can be used as a reference solution, yet its calculation process is slow and strenuous. Under the condition of the precision of solving the new index is met, the calculation efficiency of ARBIS method is greatly improved. Finally, a numerical example and an engineering example are given to illustrate the significance of the new index and the efficiency of the proposed algorithm.
[1] |
CASTILLO E, MINGUEZ R, CASTILLO C.Sensitivity analysis in optimization and reliability problems[J].Reliability Engineering & System Safety, 2008, 93(12):1788-1800.
|
[2] |
WEI P, LV Z, HAO W, et al.Efficient sampling methods for global reliability sensitivity analysis[J].Computer Physics Communications, 2012, 183(8):1728-1743. doi: 10.1016/j.cpc.2012.03.014
|
[3] |
SALTELLI A.Sensitivity analysis for importance assessment[J].Risk Analysis, 2002, 22(3):579-590.
|
[4] |
BJERAGER P, KRENK S.Parametric sensitivity in first order reliability theory[J].Journal of Engineering Mechanics, 1989, 115(7):1577-1582. doi: 10.1061/(ASCE)0733-9399(1989)115:7(1577)
|
[5] |
CAMPOLONGO F, SALTELLI A.Sensitivity analysis of an environmental model:An application of different analysis methods[J].Reliability Engineering & System Safety, 1997, 57(1):49-69.
|
[6] |
SALTELLI A, RATTO M, TARANTOLA S, et al.Sensitivity analysis for chemical models[J].Chemical Reviews, 2005, 105(7):2811-2828. doi: 10.1021/cr040659d
|
[7] |
BORGONOVO E, TARANTOLA S.Moment independent and variance-based sensitivity analysis with correlations:An application to the stability of a chemical reactor[J].International Journal of Chemical Kinetics, 2008, 40(11):687-698. doi: 10.1002/kin.v40:11
|
[8] |
VAN GRIENSVEN A, MEIXNER T, GRUNWALD S, et al.A global sensitivity analysis tool for the parameters of multi-variable catchment models[J].Journal of Hydrology, 2006, 324(1):10-23.
|
[9] |
SALTELLI A, MARIVOET J.Non-parametric statistics in sensitivity analysis for model output:A comparison of selected techniques[J].Reliability Engineering & System Safety, 1990, 28(2):229-253.
|
[10] |
HELTON J C.Uncertainty and sensitivity analysis techniques for use in performance assessment for radioactive waste disposal[J].Reliability Engineering & System Safety, 1993, 42(2):327-367.
|
[11] |
SOBOL I M.Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates[J].Mathematics and Computers in Simulation, 2001, 55(1):271-280.
|
[12] |
IMAN R L, HORA S C.A robust measure of uncertainty importance for use in fault tree system analysis[J].Risk Analysis, 1990, 10(3):401-406. doi: 10.1111/j.1539-6924.1990.tb00523.x/full
|
[13] |
HELTON J C, DAVIS F J.Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems[J].Reliability Engineering & System Safety, 2003, 81(1):23-69.
|
[14] |
BORGONOVO E.A new uncertainty importance measure[J].Reliability Engineering & System Safety, 2007, 92(6):771-784.
|
[15] |
LIU H, CHEN W, SUDJIANTO A.Relative entropy based method for probabilistic sensitivity analysis in engineering design[J].Journal of Mechanical Design, 2006, 128(2):326-336.
|
[16] |
LI L Y, LU Z Z, FENG J, et al.Moment-independent importance measure of basic variable and its state dependent parameter solution[J].Structural Safety, 2012, 38:40-47. doi: 10.1016/j.strusafe.2012.04.001
|
[17] |
WEI P, LU Z, SONG J.A new variance-based global sensitivity analysis technique[J].Computer Physics Communications, 2013, 184(11):2540-2551. doi: 10.1016/j.cpc.2013.07.006
|
[18] |
GROOTEMAN F.Adaptive radial-based importance sampling method for structural reliability[J].Structural Safety, 2008, 30(6):533-542. doi: 10.1016/j.strusafe.2007.10.002
|
[19] |
AU S K, BECK J L.A new adaptive importance sampling scheme for reliability calculations[J].Structural Safety, 1999, 21(2):135-158. doi: 10.1016/S0167-4730(99)00014-4
|
[20] |
ROSENBLATT M.Remarks on a multivariate transformation[J].The Annals of Mathematical Statistics, 1952, 23(3):470-472. doi: 10.1214-aoms-1177729394/
|
[21] |
DER KIUREGHIAN A, LIU P L.Structural reliability under incomplete probability information[J].Journal of Engineering Mechanics, 1986, 112(1):85-104.
|
[22] |
吕震宙.结构机构可靠性及可靠性灵敏度分析[M].北京:科学出版社, 2009:160-178.
LV Z Z.Reliability and reliability sensitivity analysis of structural mechanism[M].Beijing:Science Press, 2009:160-178(in Chinese).
|
[23] |
CAI Z Y.Precision design of roll-forging die and its application in the forming of automobile front axles[J].Journal of Materials Processing Technology, 2005, 168(1):95-101.
|
[1] | MA J L,CUI Q L,MA Z P,et al. Self-adjusting graph convolution UNet method for 3D human pose estimation[J]. Journal of Beijing University of Aeronautics and Astronautics,2025,51(1):63-74 (in Chinese). doi: 10.13700/j.bh.1001-5965.2022.0969. |
[2] | DENG C J,CHEN Q J,ZHANG T S,et al. NHC lever arm estimation algorithm for vehicle-integrated navigation systems based on dead reckoning[J]. Journal of Beijing University of Aeronautics and Astronautics,2025,51(2):668-675 (in Chinese). doi: 10.13700/j.bh.1001-5965.2023.0035. |
[3] | LIU He, WEI Cheng, ZHANG Zexu, SUN Bo, HU Zihang. Spacecraft Anomaly Detection Based on Filtered Autoencoder Envelope Analysis[J]. Journal of Beijing University of Aeronautics and Astronautics. doi: 10.13700/j.bh.1001-5965.2024.0832 |
[4] | CAO Y,CHENG Y H,GAO B,et al. Effectiveness evaluation method for earth observation satellite attitude control system[J]. Journal of Beijing University of Aeronautics and Astronautics,2024,50(5):1655-1664 (in Chinese). doi: 10.13700/j.bh.1001-5965.2022.0489. |
[5] | ZHAO Xiaodong, CHEN Kai, HUANG Yujie, WANG Pengfei, WANG Ziyuan. Human 3D posture detection and modeling based on variational autoencoder in multi-vision[J]. Journal of Beijing University of Aeronautics and Astronautics. doi: 10.13700/j.bh.1001-5965.2024.0070 |
[6] | WU H L,LIU H,SUN Y C. Vision Transformer-based pilot pose estimation[J]. Journal of Beijing University of Aeronautics and Astronautics,2024,50(10):3100-3110 (in Chinese). doi: 10.13700/j.bh.1001-5965.2022.0811. |
[7] | WANG L F,ZOU T,REN Y,et al. Fine alignment method for biaxial redundant rotating inertial navigation system[J]. Journal of Beijing University of Aeronautics and Astronautics,2024,50(11):3348-3357 (in Chinese). doi: 10.13700/j.bh.1001-5965.2022.0818. |
[8] | WANG L N,LIU Z B,YUAN J B,et al. Adaptive fault diagnosis and estimation for quadrotor UAV[J]. Journal of Beijing University of Aeronautics and Astronautics,2023,49(9):2395-2405 (in Chinese). doi: 10.13700/j.bh.1001-5965.2021.0656. |
[9] | MA Y F,DAI S W,WANG R,et al. Nonlinear spatial K-means clustering algorithm for detection of zero-speed interval in inertial pedestrian navigation[J]. Journal of Beijing University of Aeronautics and Astronautics,2023,49(10):2841-2850 (in Chinese). doi: 10.13700/j.bh.1001-5965.2021.0764. |
[10] | LI J,WANG L X,LI W H. MEMS gyro scope noise reduction method based on model decomposition multi-scale entropy[J]. Journal of Beijing University of Aeronautics and Astronautics,2023,49(10):2835-2840 (in Chinese). doi: 10.13700/j.bh.1001-5965.2021.0745. |
[11] | LIU F,WANG Z,DAI Y Y,et al. A robust adaptive filtering algorithm based on predicted residuals in integrated navigation[J]. Journal of Beijing University of Aeronautics and Astronautics,2023,49(6):1301-1310 (in Chinese). doi: 10.13700/j.bh.1001-5965.2021.0460. |
[12] | PAN J X,JING B,JIAO X X,et al. Degradation modeling of oxygen concentrator in multiple stress coupling[J]. Journal of Beijing University of Aeronautics and Astronautics,2023,49(2):472-481 (in Chinese). doi: 10.13700/j.bh.1001-5965.2021.0260. |
[13] | LI C,SHEN Q,WANG L X,et al. Pseudo loosely-integrated navigation of low-cost MEMS-INS/GPS with insufficient observable satellites[J]. Journal of Beijing University of Aeronautics and Astronautics,2023,49(4):869-878 (in Chinese). doi: 10.13700/j.bh.1001-5965.2021.0131. |
[14] | SUN X T,CHENG W,CHEN W J,et al. A visual detection and grasping method based on deep learning[J]. Journal of Beijing University of Aeronautics and Astronautics,2023,49(10):2635-2644 (in Chinese). doi: 10.13700/j.bh.1001-5965.2022.0130. |
[15] | JIANG D N,BA Y J,LI W. Sensor fault detection and data reconstruction method of power supply vehicle[J]. Journal of Beijing University of Aeronautics and Astronautics,2023,49(7):1583-1592 (in Chinese). doi: 10.13700/j.bh.1001-5965.2021.0501. |
[16] | CHEN H Z,SUN R,QIU M,et al. An adaptive noise variance based fault detection algorithm for GNSS positioning[J]. Journal of Beijing University of Aeronautics and Astronautics,2023,49(2):406-421 (in Chinese). doi: 10.13700/j.bh.1001-5965.2021.0222. |
[17] | WU Lan, WU Yuanming, KONG Fanshi, LI Binquan. Traffic signal timing method based on deep reinforcement learning and extended Kalman filter[J]. Journal of Beijing University of Aeronautics and Astronautics, 2022, 48(8): 1353-1363. doi: 10.13700/j.bh.1001-5965.2021.0529 |
[18] | LIU Yaosheng, LIAO Yurong, LIN Cunbao, LI Zhaoming, YANG Xinyan. Feature-fusion and anti-occlusion based target tracking method for satellite videos[J]. Journal of Beijing University of Aeronautics and Astronautics, 2022, 48(12): 2537-2547. doi: 10.13700/j.bh.1001-5965.2021.0150 |
[19] | SHU Hong-bin, YU Chuan-qiang, LIU Zhi-hao, TANG Sheng-jin, CHEN Jian-wei. State estimation of multi-axle special vehicles by fusion of neural network and unscented Kalman filter[J]. Journal of Beijing University of Aeronautics and Astronautics. doi: 10.13700/j.bh.1001-5965.2022.0535 |
[20] | DAI Hongde, ZHANG Xiaoyu, ZHENG Baidong, DAI Shaowu, ZHENG Weiwei. Inertial pedestrian navigation algorithm based on zero velocity update and attitude self-observation[J]. Journal of Beijing University of Aeronautics and Astronautics, 2022, 48(7): 1135-1144. doi: 10.13700/j.bh.1001-5965.2021.0037 |