Reliability of dynamic systems under limited information

A method is developed for reliability analysis of dynamic systems under limited information. The available information includes one or more samples of the system output; any known information on features of the output can be used if available. The method is based on the theory of non-Gaussian translation processes and is shown to be particularly suitable for problems of practical interest. For illustration, we apply the proposed method to a series of relevant examples and compare with results given by traditional statistical estimators. It is demonstrated that the method delivers accurate results for the case of linear and nonlinear dynamic systems, and can be applied to analyze experimental data and/or mathematical model outputs.