An importance sampling scheme for simulating the degradation and failure of complex systems during finite missions

The variance reduction technique of path-splitting is applied to reliability analysis of complex systems. Two approaches are given. In the first, paths are split into a fixed prespecified number of branches. In the second, a sequential procedure is used to estimate the number of branches which will give the maximum variance reduction. The method is illustrated on a simulation of a simplified model of a fault-tolerant computer system. The estimated variance reduction ranged from 36% to 61%.