- 공정 시뮬레이션 출력 변수의 확률분포 계산 알고리즘
- ㆍ 저자명
- 최수형
- ㆍ 간행물명
- 제어·자동화·시스템공학 논문지
- ㆍ 권/호정보
- 2002년|8권 10호|pp.847-850 (4 pages)
- ㆍ 발행정보
- 제어로봇시스템학회
- ㆍ 파일정보
- 정기간행물| PDF텍스트
- ㆍ 주제분야
- 기타
Stochastic process analysis is often based on Monte Carlo simulations. As a more rigorous alternative, a deterministic algorithm based on numerical integration is proposed in this paper. which calculates the probability distributions of dependent random variables using the results of simulation with grid points of independent random variables. For performance evaluation, the proposed algorithm is applied to an example problem which can be analytically solved. and the result is compared with that of Monte Carlo simulation. The proposed algorithm is suitable for general process simulation problems with a few independent random variables, and expected to be applicable to areas such as safety analysis and quality control.