标题:Lifetime prognostics for deteriorating systems with time-varying random jumps
作者:Zhang, Jian-Xun; Hu, Chang-Hua; He, Xiao; Si, Xiao-Sheng; Liu, Yang; Zhou, Dong-Hua
作者机构:[Zhang, Jian-Xun; Hu, Chang-Hua; Si, Xiao-Sheng] Xian Res Inst High Tech, Dept Automat, Xian, Shaanxi, Peoples R China.; [Liu, Yang; Zhou, Dong-Hua] 更多
通讯作者:Zhou, DongHua
通讯作者地址:[Zhou, DH]Shandong Univ Sci & Technol, Coll Elect Engn & Automat, Qingdao, Peoples R China.
来源:RELIABILITY ENGINEERING & SYSTEM SAFETY
出版年:2017
卷:167
页码:338-350
DOI:10.1016/j.ress.2017.05.047
关键词:Life prognostics; Remaining useful life estimation; Expectation; Conditional Maximization algorithm; Jump diffusion process
摘要:In this paper, we propose a jump diffusion process with non-homogeneous compound Poisson process to model the degradation process with randomly occurring jumps, which combines two stochastic processes, i.e., traditional diffusion process to describe the continuous degradation and non-homogeneous compound Poisson process to depict random jumps with a time-varying intensity. The approximated analytical lifetime under the concept of the first passage time (FPT) is obtained by a time-space transformation technique. To identify the model parameters, we first present a general method based on Maximum Likelihood Estimation (MLE) for the proposed model, and then specifically provide a two-step approach for linear jump diffusion process via combining MLE and Expectation Conditional Maximization (ECM) algorithm. Finally, a numerical example and a study on the furnace wall are provided to illustrate the effectiveness of the proposed method. (C) 2017 Published by Elsevier Ltd.
收录类别:EI;SCIE
WOS核心被引频次:2
资源类型:期刊论文
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