This contribution proposes a strategy for estimating first excursion probabilities for linear dynamical systems involving uncertain structural parameters subject to Gaussian excitation. The proposed approach is based on Importance Sampling. The novel contribution of this paper is the introduction of an Importance Sampling density function related to the uncertain structural parameters. Such sampling density allows estimating probabilities accurately and efficiently. Numerical examples illustrate the advantages of the proposed approach.
- First excursion probability
- Gaussian process
- Importance Sampling
- Stochastic linear dynamics
- Uncertain structural parameters