Degradation Modeling Using Stochastic Filtering for Systems under Imperfect Maintenance
Wiener process with a linear drift has been extensively studied in degradation modeling, mainly due to the existence of an analytical expression of the first hitting time distribution which permits feasible mathematical developments. However, a fundamental problem related to the stationary Wiener pr...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AIDIC Servizi S.r.l.
2013-07-01
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| Series: | Chemical Engineering Transactions |
| Online Access: | https://www.cetjournal.it/index.php/cet/article/view/6209 |
| Summary: | Wiener process with a linear drift has been extensively studied in degradation modeling, mainly due to the existence of an analytical expression of the first hitting time distribution which permits feasible mathematical developments. However, a fundamental problem related to the stationary Wiener process is that it can only describe linearly drifted diffusion processes. This article is devoted to characterizing degradation phenomena with non-stationary Wiener processes. A new treatment is initiated to characterize the efficiency of imperfect maintenance, i.e., extending the improvement factor method on the degradation rate function. A stochastic filtering technique is employed to dynamically update the estimate of the degradation rate. A numerical example is given to illustrate the potential applications in real practice. |
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| ISSN: | 2283-9216 |