Reliability analysis of dynamic systems based on SVR-NARX model and importance sampling

Abstract

In engineering practice, structural system with dynamic output performance has gained more and more attention. Reliability analysis of these dynamic systems based on the real performance function is normally time-consuming, which is hard to accept in engineering. An SVR-NARX (Support vector machine regression-Nonlinear autoregressive with exogenous input) model is, therefore, established in this paper to replace the real performance function for reliability analysis. To further improve the efficiency for dynamic systems with small failure probability, importance sampling is combined with SVR-NARX model. Two nonlinear examples in this paper show that the established SVR-NARX model can accurately describe the dynamic behavior of the systems, and the proposed method is efficient and accurate for the reliability analysis of dynamic systems.