基于点估计的矩独立重要性测度分析方法.pdfVIP

第 53 卷第 8 期 机 械 工 程 学 报 Vol.53 No.8 2017 年 4 月 JOURNAL OF MECHANICAL ENGINEERING Apr. 2017 DOI ：10.3901/JME.2017.08.016 * 基于点估计的矩独立重要性测度分析方法 王文选 高行山 周长聪 (西北工业大学力学与土木建筑学院 西安 710129) 摘要：矩独立重要性测度分析能够反映输入参数的不确定性对响应输出统计特征的影响程度。使用传统的数字模拟法计算重 要性测度需要大量样本，计算效率低，限制了其在工程问题中的应用。针对这一问题，提出一种高效的嵌套点估计方法计算 两种矩独立重要性测度，将传统的双层循环求解转化为单层循环求解，大大提高了计算效率。该方法不依赖随机变量的分布 类型，利用随机变量的特征点和权值对重要性测度进行计算，具有良好的适用性和可扩展性。使用所提方法对实际工程问题 进行分析，验证了其工程实用性。 关键词：不确定性；重要性测度；矩独立；点估计 中图分类号：O213 Moment-independent Importance Measure Analysis Method Based to Point-estimate WANG Wenxuan GAO Hangshan ZHOU Changcong (School of Mechanics, Civil Engineering and Architecture, Northwestern Polytechnical University, Xi’an 710129) Abstract ：The moment independent importance measure can reflect the influence on the output characteristics by the uncertainty of input parameters. The traditional numerical simulation method needs a large number of samples, thus is of low efficiency, which limits its application to engineering problems. To solve this problem, a nesting point estimate method is proposed to calculate two moment independent importance measures. In this method, the traditional double loop is converted to a single loop, which greatly enhances the computational efficiency. This method immune from the distribution type of random variables, and calculate the importance measures with selected points and the corresponding weights. The proposed method is of good applicability and high efficienc