A NOVEL WIENER PROCESS MODEL WITH MEASUREMENT ERRORS FOR DEGRADATION ANALYSIS

作者：Wang, Zhihua^*; Li, Junxing; Zhang, Yongbo; Fu, Huimin; Liu, Chengrui; Krishnaswamy, Sridhar

来源：Maintenance and Reliability, 2016, 18(3): 396-405.

DOI：10.17531/ein.2016.3.11

• performance degradation
• independent increment process
• Wiener process model
• linear mean function
• linear standard deviation function
• measurement error

Degradation analysis can be used to assess reliability for complex systems and highly reliable products, because few or even no failures are expected in a reasonable life test span. In order to further our study on degradation analysis, an independent increment random process method with linear mean and standard deviation functions is presented to model practical degradation procedures. It is essentially a Wiener process method. Since measurement errors are often created by imperfect instruments, procedures and environments during degradation investigation, the measurement error is incorporated into the independent increment random process. Furthermore, statistical inferences of this model are discussed, and close forms of a product's median life and percentile of the failure time distribution (FTD) are also derived. The proposed method is illustrated and verified in a comprehensive simulation study and two practice applications for storage disks and Infrared light-emitting diodes. Meanwhile, the time-transformed Wiener process model with measurement error is considered as a reference method. Comparisons show that the proposed model can provide reasonable results, even in considerably small sample size circumstance.

• 出版日期2016
• 单位北京控制工程研究所; 北京航空航天大学; 西北大学