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

被引：12

作者：

Chiquet, Julien ^{[1
]}

Eid, Mohamed ^{[2
]}

Limnios, Nikolaos ^{[1
]}

机构：

[1] Univ Technol Compiegne, GI LMAC, F-60205 Compiegne, France

[2] CEA Saclay, DEN DM2S SERMA, F-9119 Gif Sur Yvette, France

来源：

RELIABILITY ENGINEERING & SYSTEM SAFETY | 2008年 / 93卷 / 12期

关键词：

Stochastic dynamical system; Jump Markov process; Estimation of processes; Fatigue crack growth;

D O I：

10.1016/j.ress.2008.03.016

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

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. As an application, a stochastic model is proposed for the fatigue crack growth problem. The estimation of the model parameters is made on a real crack growth data set. We are thus able to simulate some crack growth paths which are used for reliability analysis through Monte Carlo techniques. (C) 2008 Elsevier Ltd. All rights reserved.

引用

页码：1801 / 1808

页数：8

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