一种基于状态分析的Monte Carlo法

提出了一种新的Ｍｏｎｔｅ Ｃａｒｌｏ法用于系统可靠性评估。这种方法在抽样技术上避免了对发生概率较大的系统状态进行重复模拟，同时由于在各次抽样结果间引入了负相关性，从而更进一步降低了模拟统计量的方差。本文还将稀疏矩阵技术用于系统可靠性分析，以解决了本文京城 占用计算机内存以及机时等方面的问题。对比性试验结果证明了方法的正确性和实际效果。还通过算例说明了方法在电力系统可靠性评估中的应用。

A New Monte Carlo Method Based on State Analysis

A new Monte Carlo Method for system reliability evaluation is proposed in this paper. The repeated sampling of system states with relatively great probabilities is avoided in the simulation,thus the sampling efficiency is significantly improved. Besides,the negative correlations used in different trials can further reduce the estimated varinaces. The sparse matrix technique is employed to reduce the memory requirement and to save the computer time. Comparative studies show that the method proposed is of great value and the application to the IEEE reliability test system (power system) is successful.