Monte Carlo Simulation of an AAA System Using the Observer Model.

This technical report documents the development of a Monte Carlo simulation of the observer model. The original model outputs were the ensemble mean and standard deviation of the tracking error. Because some existing weapon system attrition models have resorted to Monte Carlo methods it became necessary to develop a compatible simulation of the observer model. The development of the simulation equations and a detailed description of the statistical properties of the remnant element are given in the report along with computer program flow chart and code. It is necessary that the sample ensemble of many single Monte Carlo time histories converge to the ensemble mean prediction of the observer model. Program outputs depicting the sample ensemble for a wide range of sample sizes are included which show the excellent convergence of the Monte Carlo simulation to the ensemble mean prediction. Simulation results verify that the Monte Carlo simulation of the observer model can be used with confidence in AAA System Attrition Analysis. Monte Carlo simulation outputs are also used as a reference in the curve-fitting parameter identification programs to determine a good trade-off between the cost of large sample sizes and the high statistical variability of low sample sizes. Author