TY - JOUR
T1 - Techniques for fast simulation of models of highly dependable systems
AU - Nicola, Victor F.
AU - Shahabuddin, Perwez
AU - Nakayama, Marvin K.
N1 - Funding Information:
Manuscript received November 1, 1998; revised June 6, 2000. This work was supported in part by the US National Science Foundation under Grants DMI-9625297, DMI-9624469, and DMI-9900117. Responsible Editor: C. Alexopoulos V. F. Nicola is with Telematics Systems and Services, Department of Electrical Engineering, University of Twente, Enschede, The Netherlands. P. Shahabuddin is with Columbia University, New York, NY 10027 USA (e-mail: [email protected]). M. Nakayama is with the Department of Computer and Information Science, New Jersey Institute of Technology, Newark, NJ, USA. Publisher Item Identifier S 0018-9529(01)11169-3.
PY - 2001/9
Y1 - 2001/9
N2 - With the ever-increasing complexity and requirements of highly dependable systems, their evaluation during design and operation is becoming more crucial. Realistic models of such systems are often not amenable to analysis using conventional analytic or numerical methods. Therefore, analysts and designers turn to simulation to evaluate these models. However, accurate estimation of dependability measures of these models requires that the simulation frequently observes system failures, which are rare events in highly dependable systems. This renders ordinary simulation impractical for evaluating such systems. To overcome this problem, simulation techniques based on importance sampling have been developed, and are very effective in certain settings. When importance sampling works well, simulation run lengths can be reduced by several orders of magnitude when estimating transient as well as steady-state dependability measures. This paper reviews some of the importance-sampling techniques that have been developed in recent years to estimate dependability measures efficiently in Markov and non-Markov models of highly dependable systems.
AB - With the ever-increasing complexity and requirements of highly dependable systems, their evaluation during design and operation is becoming more crucial. Realistic models of such systems are often not amenable to analysis using conventional analytic or numerical methods. Therefore, analysts and designers turn to simulation to evaluate these models. However, accurate estimation of dependability measures of these models requires that the simulation frequently observes system failures, which are rare events in highly dependable systems. This renders ordinary simulation impractical for evaluating such systems. To overcome this problem, simulation techniques based on importance sampling have been developed, and are very effective in certain settings. When importance sampling works well, simulation run lengths can be reduced by several orders of magnitude when estimating transient as well as steady-state dependability measures. This paper reviews some of the importance-sampling techniques that have been developed in recent years to estimate dependability measures efficiently in Markov and non-Markov models of highly dependable systems.
KW - Highly dependable system
KW - Importance sampling
KW - Markov chain
KW - Simulation
KW - Steady-state dependability measure
KW - Transient dependability measure
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U2 - 10.1109/24.974122
DO - 10.1109/24.974122
M3 - Article
AN - SCOPUS:0035466281
SN - 0018-9529
VL - 50
SP - 246
EP - 264
JO - IEEE Transactions on Reliability
JF - IEEE Transactions on Reliability
IS - 3
ER -