Reliability modeling for systems degrading in K cyclical regimes based on gamma processes

Jingyuan Shen, Alaa Elwany and Lirong Cui

Journal of Risk and Reliability, 2018, vol. 232, issue 6, 754-765

Abstract: Regime switching models represent an important research direction in reliability engineering and degradation modeling. In practice, complex engineering systems typically operate under variable environmental conditions or mission requirements, each having distinct influence of system degradation. In this article, we study a system deteriorating in K cyclical regimes, where the degradation behavior of the system during each regime is governed by a distinct gamma process. We first derive the cumulative distribution function of the first passage time under this setting. Next, we determine system availability when maintenance actions are taken into consideration under the scenario where regime switching only takes place during the system uptime. Finally, we give some numerical examples to demonstrate and validate the proposed framework.

Keywords: Gamma process; regime switching models; stochastic modeling; first passage time; system availability (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:sae:risrel:v:232:y:2018:i:6:p:754-765

DOI: 10.1177/1748006X18758798

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