Patent Document ID: 20060242217
Application ID: 10524191
Patent Flag: 0

Claim One:
1. A method for sampling a state space by iteratively generating states x i,t and their weighting factors {tilde over (ρ)} i,t , wherein the index i is the iteration parameter and the index t distinguishes different states x i,t generated by an iteration i, the method comprising: a first step for selecting an initial sampling distribution function ρ 1 (x), a fifth step for performing an analysis and an iteration procedure including a second step for generating N j states x j,t by a numerical sampling algorithm and a fourth step for testing at least one criterion to decide whether to continue the iteration procedure or to stop the iteration procedure and to go to a fifth step in order to perform the analysis using the simulated data, wherein the iteration procedure further includes a third step determining weighting factors {tilde over (ρ)} i,t for states x i,t generated so far by using sampling distribution functions ρ i (x) determined so far and a fitting step for determining a sampling distribution function ρ j (x) for the next iteration by fitting ρ j (x) to {tilde over (ρ)} i,t O(x i,t ) for states x i,t generated so far, wherein O(x i,t ) is a function, respectively a property, of the states x i,t .