面向可靠性评估的先验信息最大熵变尺度方法

摘要

The problem of how to obtain Bayes prior distribution for NC system oriented reliability evaluation was discussed, and then a nonlinear constrained optimal model of probability density function based on the principle of maximum entropy was established. By using Lagrange multiplier this constrained optimal problem was transformed to a non-constrained optimal one, which was solved rapidly by BFGS variable-metric algorithm. The simulation examples show that this method is simple and effective.%研究了面向数控系统可靠性评估的Bayes先验信息获取方法,建立了基于最大熵原理的概率密度函数的非线性约束优化模型,利用拉格朗日乘子法将该约束优化问题转化为无约束优化问题.结合变尺度优化算法的特点,采用BFGS变尺度法实现了对该无约束优化问题的快速求解.并进行了仿真验证研究,仿真结果表明该方法可行、有效.