A perturbed gamma degradation process with degradation dependent non‐Gaussian measurement errors

Massimiliano Giorgio, Agostino Mele and Gianpaolo Pulcini

Applied Stochastic Models in Business and Industry, 2019, vol. 35, issue 2, 198-210

Abstract: This paper proposes and illustrates a new perturbed gamma degradation process where the measurement error is modeled as a non‐Gaussian random variable that depends stochastically on the actual degradation level. The expression of the likelihood function for a generic set of noisy degradation measurements is derived, and the expression of the remaining useful life distribution of a degrading unit that fails when its degradation level exceeds a given threshold limit is formulated. A particle filter method is suggested, which allows one to compute the likelihood function and to estimate the remaining useful life distribution in a quick yet efficient manner. In addition, a closed‐form approximation of the perturbed gamma process is proposed to use in the special, yet meaningful, case where the standard deviation of the measurement error depends linearly on the actual degradation level. Finally, an applicative example is discussed, where the parameters of the perturbed gamma process, the remaining useful life distribution, and the mean remaining useful life of the degrading units are estimated from a set of noisy real degradation data.

Date: 2019
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Citations: View citations in EconPapers (6)

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https://doi.org/10.1002/asmb.2377

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Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmbi:v:35:y:2019:i:2:p:198-210

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