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基于随机效应Wiener退化模型的剩余寿命预测
引用本文:冯海林,李秀秀.基于随机效应Wiener退化模型的剩余寿命预测[J].浙江大学学报(理学版),2018,45(6):679.
作者姓名:冯海林  李秀秀
作者单位:西安电子科技大学 数学与统计学院, 陕西 西安 710126
基金项目:国家自然科学基金资助项目(201300001).
摘    要:针对退化率较高的产品具有不稳定的退化路径以及产品个体差异对退化过程的影响,建立了一种新的随机效应退化模型,即漂移参数和扩散参数均为随机变量且两者之间呈线性关系的Wiener退化过程模型.基于该模型获得了产品剩余寿命分布与可靠度函数,同时设计了估计模型参数的EM(expectation maximization)算法.最后,通过分析钛合金疲劳裂纹数据以及与现有模型结果的比较,验证了所建模型的有效性和准确性.

关 键 词:Wiener过程  随机效应  剩余寿命  EM算法  
收稿时间:2017-12-04

Residual life prediction based on a stochastic effect Wiener degradation model
FENG Hailin,LI Xiuxiu.Residual life prediction based on a stochastic effect Wiener degradation model[J].Journal of Zhejiang University(Sciences Edition),2018,45(6):679.
Authors:FENG Hailin  LI Xiuxiu
Institution:School of Mathematics and Statistics, Xidian University, Xi'an 710126, China
Abstract:Since the products with high degradation rate don't conform to a stable degradation path, a new random effect degradation model namely Wiener degradation process model is established accounting for the influence of individual differences of products on the degradation process. Both drift parameter and diffusion parameter of the model are random variables, and the relationship between them is linear. Then, the residual life distribution and reliability function of the products are obtained based on the model, simultaneously, the EM algorithm to estimate parameters of the model is designed. Finally, the validity and accuracy of the model are verified by analyzing the fatigue crack data of a kind of titanium alloy and compared with the existing model.
Keywords:Wiener process  random effects  residual life  the EM(expectation maximization) algorithm
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