Fast probability measure module for engineering systems and method

A method for interrupting a Monte Carlo sampling while estimating a status of a system, the method comprising:

• performing independent measurements of a power related metric γ associated with the system;
• calculating a Monte Carlo probability measure P(γ), which depends on (1) a preset threshold Nu of unfavorable events extracted from the independent measurements, and (2) a total number Ñtot(γ) of the independent measurements for collecting the preset threshold Nu of the unfavorable events;
• comparing the total number Ñtot(γ) of independent measurements to a ratio of (1) a product of a control parameter E and the preset threshold Nu of the unfavorable events, and (2) a threshold level η;
• and
• interrupting the independent measurements performed on the system if the total number Ñtot(γ) is larger than the ratio, and increasing an output of the system if the total number Ñtot(γ) is smaller than or equal to the ratio,
• wherein the system is a telecommunication system or a power system, and
• wherein the output is a power of a signal for the telecommunication system or a generated power for the power system.

An estimation module for estimating a status of a system, the estimation module comprising:

• an interface configured to receive a power related metric γ to quantify a parameter of the system;
• and
• a processor connected to the interface and configured to,
• perform independent measurements on the system;
• associate a value P(γ) of a probability measure P, when applied to a power related metric γ, with a Monte Carlo calculated probability measure Ñtot(γ), which depends on (1) a preset threshold Nuof unfavorable events extracted from the measurements, and (2) a total number Ñtot(γ) of the independent measurements for collecting the preset threshold Nu of the unfavorable events;
• receive a threshold level η uniquely associated with the system;
• require that a critical value γc of the power related metric γ makes a value P(γc) of the probability measure P to be substantially equal to the threshold level η;
• compare the total number (γ) of independent measurements to a ratio of (1) a product of control parameter ϵ and the preset threshold Nu, of the unfavorable events, and (2) the threshold level η;
• and
• interrupt the independent measurements performed on the system if the total number Ñtot(γ) is larger than the ratio, and increasing an output of the system if the total number Ñtot(γ) is smaller than or equal to the ratio,
• wherein the system is a telecommunication system or a power system, and
• wherein the output is a power of a signal for the telecommunication system or a generated power for the power system.