Lifetime prognostics for deteriorating systems with time-varying random jumps

Jian-Xun Zhang, Chang-Hua Hu, Xiao He, Xiao-Sheng Si, Yang Liu and Dong-Hua Zhou

Reliability Engineering and System Safety, 2017, vol. 167, issue C, 338-350

Abstract: In this paper, we propose a jump diffusion process with non-homogeneous compound Poisson process to model the degradation process with randomly occurring jumps, which combines two stochastic processes, i.e., traditional diffusion process to describe the continuous degradation and non-homogeneous compound Poisson process to depict random jumps with a time-varying intensity. The approximated analytical lifetime under the concept of the first passage time (FPT) is obtained by a time–space transformation technique. To identify the model parameters, we first present a general method based on Maximum Likelihood Estimation (MLE) for the proposed model, and then specifically provide a two-step approach for linear jump diffusion process via combining MLE and Expectation Conditional Maximization (ECM) algorithm. Finally, a numerical example and a study on the furnace wall are provided to illustrate the effectiveness of the proposed method.

Keywords: Life prognostics; Remaining useful life estimation; Expectation Conditional Maximization algorithm; Jump diffusion process (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:167:y:2017:i:c:p:338-350

DOI: 10.1016/j.ress.2017.05.047

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