Modelling and estimating the reliability of stochastic dynamical systems with Markovian switching

Julien Chiquet, Mohamed Eid and Nikolaos Limnios

Reliability Engineering and System Safety, 2008, vol. 93, issue 12, 1801-1808

Abstract: In this paper, a general framework for the modelling of physical phenomena with stochastic dynamical systems switched by jump Markov processes is given. A methodology of the associated estimation procedures is provided. A particular attention is paid to the estimation of the underlying jump process, which is not observable.

Keywords: Stochastic dynamical system; Jump Markov process; Estimation of processes; Fatigue crack growth (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:93:y:2008:i:12:p:1801-1808

DOI: 10.1016/j.ress.2008.03.016

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