Fast probability measure module for engineering systems and method
Abstract:
A method for estimating a status of a system includes performing independent measurements on the system, associating a value P(γ) with a Monte Carlo calculated probability measure P(γ), which depends on (1) a preset threshold Nu of unfavorable events, and (2) a total number Ñtot(γ) of the independent measurements for collecting the preset threshold Nu, setting a threshold level η requiring that a critical value γc of a power related metric γ makes a value P(γc) of the probability measure P to be substantially equal to the threshold level η, comparing the total number Ñtot(γ) to a ratio of (1) a product of a control parameter ϵ the preset threshold Nu, and (2) the threshold level η, and interrupting the independent measurements if Ñtot(γ) is larger than the ratio, or increasing an output of the system if Ñtot(γ) is smaller than or equal to the ratio.
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