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
通讯作者地址：[Zhou, DH]Shandong Univ Sci & Technol, Coll Elect Engn & Automat, Qingdao, Peoples R China.
来源：RELIABILITY ENGINEERING & SYSTEM SAFETY
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.