Missile target accuracy estimation with importance splitting

Jérôme Morio 1 Rudy Pastel 1, 2 François Le Gland 2
2 ASPI - Applications of interacting particle systems to statistics
Inria Rennes – Bretagne Atlantique , IRMAR - Institut de Recherche Mathématique de Rennes
Abstract : Missile safety takes a more and more important place in the design and the evaluation of a missile. For that purpose, missile performance collateral damages can be characterised with rare quantiles around the missile target. Usual methods like Monte Carlo simulations are unfortunately not efficient to estimate rare quantiles. Consequently, we propose to apply an advanced method of rare event estimation called importance splitting to decrease the quantile relative error. We show the performance of this algorithm on a realistic missile case.
Type de document :
Article dans une revue
Aerospace Science and Technology, Elsevier, 2013, 25, pp.40-44. 〈10.1016/j.ast.2011.12.006〉
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https://hal.inria.fr/hal-00911423
Contributeur : Francois Le Gland <>
Soumis le : vendredi 29 novembre 2013 - 11:16:32
Dernière modification le : jeudi 11 janvier 2018 - 06:24:24

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Jérôme Morio, Rudy Pastel, François Le Gland. Missile target accuracy estimation with importance splitting. Aerospace Science and Technology, Elsevier, 2013, 25, pp.40-44. 〈10.1016/j.ast.2011.12.006〉. 〈hal-00911423〉

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