کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1153762 1489897 2010 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Parameter estimation in a condition-based maintenance model
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Parameter estimation in a condition-based maintenance model
چکیده انگلیسی

A parameter estimation problem for a condition-based maintenance model is considered. We model a failing system that can be in a healthy or unhealthy operational state, or in a failure state. System deterioration is assumed to follow a hidden, three-state continuous time Markov process. Vector autoregressive data are obtained through condition monitoring at discrete time points, which gives partial information about the unobservable system state. Two kinds of data histories are considered: histories that end with observable system failure and histories that end when the system is suspended from operation but has not failed. Maximum likelihood estimates of the model parameters are obtained using the EM algorithm and a closed form expression for the pseudo-likelihood function is derived. Numerical results are provided which illustrate the estimation procedure.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 80, Issues 21–22, 1–15 November 2010, Pages 1633–1639
نویسندگان
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