A nonlinear Wiener process degradation model with autoregressive errors

Junxing Li, Zhihua Wang, Yongbo Zhang, Chengrui Liu and Huimin Fu

Reliability Engineering and System Safety, 2018, vol. 173, issue C, 48-57

Abstract: Degradation information reflecting the product or system health state plays an important role in assessing reliability and making maintenance schedule. Since degradation inspections are usually compounded and contaminated by measurement errors in real applications, the conventional Wiener process with identically distributed independent Gaussian error is usually adopted. However, in many situations, autocorrelation may probably exist among the measurement errors at sequential test points because of cyclic changes or modeling errors, especially when the time intervals are relatively short. Motivated by this practical issue, a Wiener process degradation model with one-order autoregressive (AR(1)) measurement errors is proposed for degradation analysis. Explicit forms of the probability distribution function (PDF), the cumulative distribution function (CDF) and the corresponding mean time to failure (MTTF) are derived based on the concept of first hitting time (FHT). Furthermore, maximum likelihood estimations (MLE) of unknown parameters are derived. The effects of model mis-specification regarding the estimation of MTTF are also discussed. Finally, a comprehensive simulation study and two practical applications are given to demonstrate the necessity and efficiency of the proposed model.

Keywords: Degradation modeling; Wiener process; AR(1) measurement errors; Reliability assessment; Model mis-specification (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (7)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0951832017305458
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:173:y:2018:i:c:p:48-57

DOI: 10.1016/j.ress.2017.11.003

Access Statistics for this article

Reliability Engineering and System Safety is currently edited by Carlos Guedes Soares

More articles in Reliability Engineering and System Safety from Elsevier
Bibliographic data for series maintained by Catherine Liu ().