کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
803430 904648 2008 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Modelling and estimating the reliability of stochastic dynamical systems with Markovian switching
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مهندسی مکانیک
پیش نمایش صفحه اول مقاله
Modelling and estimating the reliability of stochastic dynamical systems with Markovian switching
چکیده انگلیسی

In this paper, a general framework for the modelling of physical phenomena with stochastic dynamical systems switched by jump Markov processes is given. A methodology of the associated estimation procedures is provided. A particular attention is paid to the estimation of the underlying jump process, which is not observable.As an application, a stochastic model is proposed for the fatigue crack growth problem. The estimation of the model parameters is made on a real crack growth data set. We are thus able to simulate some crack growth paths which are used for reliability analysis through Monte Carlo techniques.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Reliability Engineering & System Safety - Volume 93, Issue 12, December 2008, Pages 1801–1808
نویسندگان
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