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Residual life estimation based on bivariate Wiener degradation process with measurement errors 被引量:12

Residual life estimation based on bivariate Wiener degradation process with measurement errors
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摘要 An adaptive method of residual life estimation for deteriorated products with two performance characteristics (PCs) was proposed, which was sharply different from existing work that only utilized one-dimensional degradation data. Once new degradation information was available, the residual life of the product being monitored could be estimated in an adaptive manner. Here, it was assumed that the degradation of each PC over time was governed by a Wiener degradation process and the dependency between them was characterized by the Frank copula function. A bivariate Wiener process model with measurement errors was used to model the degradation measurements. A two-stage method and the Markov chain Monte Carlo (MCMC) method were combined to estimate the unknown parameters in sequence. Results from a numerical example about fatigue cracks show that the proposed method is valid as the relative error is small. An adaptive method of residual life estimation for deteriorated products with two performance characteristics (PCs) was proposed, which was sharply different from existing work that only utilized one-dimensional degradation data. Once new degradation information was available, the residual life of the product being monitored could be estimated in an adaptive manner. Here, it was assumed that the degradation of each PC over time was governed by a Wiener degradation process and the dependency between them was characterized by the Frank copula function. A bivariate Wiener process model with measurement errors was used to model the degradation measurements. A two-stage method and the Markov chain Monte Carlo (MCMC) method were combined to estimate the unknown parameters in sequence. Results from a numerical example about fatigue cracks show that the proposed method is valid as the relative error is small.
出处 《Journal of Central South University》 SCIE EI CAS 2013年第7期1844-1851,共8页 中南大学学报(英文版)
基金 Project(60904002)supported by the National Natural Science Foundation of China
关键词 residual life performance characteristics bivariate Wiener process Frank copula MCMC method 剩余寿命估算 降解过程 测量误差 维纳 二元 寿命估算方法 马尔可夫链 性能特点
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参考文献17

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  • 2黄庙由,刘先锋,吴风云.人工神经网络在EPDM硫化胶性能预测中的应用[J].计算机仿真,2004,21(4):117-120. 被引量:9
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