Abstract
Markov Chain Monte Carlo simulation has received considerable attention within the past decade as reportedly one of the most powerful techniques for the first passage probability estimation of dynamic systems. A very popular method in this direction capable of estimating probability of rare events with low computation cost is the subset simulation (SS). The idea of the method is to break a rare event into a sequence of more probable events which are easy to be estimated based on the conditional simulation techniques. Recently, two algorithms have been proposed in order to increase the efficiency of the method by modifying the conditional sampler. In this paper, applicability of the original SS is compared to the recently introduced modifications of the method on a wind turbine model. The model incorporates a PID pitch controller which aims at keeping the rotational speed of the wind turbine rotor equal to its nominal value. Finally Monte Carlo simulations are performed which allow assessment of the accuracy of the first passage probability estimation by the SS methods.
Original language | English |
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Journal | Structure & Infrastructure Engineering |
Volume | 9 |
Issue number | 10 |
Pages (from-to) | 1067-1079 |
Number of pages | 13 |
ISSN | 1573-2479 |
DOIs | |
Publication status | Published - 2013 |
Keywords
- MCMC
- Subset simulation
- Wind turbines
- Pitch controller