A switching diffusion model for lifetime estimation in randomly varying environments

作者：Flory John A; Kharoufeh Jeffrey P^*; Gebraeel Nagi Z

来源：IIE Transactions, 2014, 46(11): 1227-1241.

DOI：10.1080/0740817X.2014.893400

• Degradation-based reliability
• random environment

This article presents a switching diffusion model for estimating the useful lifetime of a component that operates in a randomly varying environment. The component's degradation process is unobservable; therefore, a signal of degradation is observed to estimate the environment parameters using a Markov chain Monte Carlo statistical procedure. These parameter estimates serve as key inputs to an analytical stochastic model that approximates the first passage time of the degradation process to a critical threshold. Several numerical examples involving simulated and real degradation data are presented to illustrate the quality of these approximations.

• 出版日期2014