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基于马尔可夫更新过程的多阶段冲击退化系统可靠性分析
引用本文:徐东,贾旭杰,姚兆胜,王琦.基于马尔可夫更新过程的多阶段冲击退化系统可靠性分析[J].运筹与管理,2022,31(5):107-111.
作者姓名:徐东  贾旭杰  姚兆胜  王琦
作者单位:1.中央民族大学 理学院统计学系,北京 100081;2.北京理工大学 管理与经济学院,北京 100081
基金项目:国家自然科学基金资助项目(71971228,71961030,71571198);中央民族大学交叉学科研究专项项目(2020MDJC07)
摘    要:系统所遭受的冲击和退化损害过程广泛存在着多阶段特征和相互依赖关系,为了更精确建模和分析系统冲击和退化间的依赖性,论文建立了多阶段冲击和退化过程的复合模型,提出了一种更加广义的冲击和退化过程依赖关系,即二者同时对系统损害累积过程产生贡献,进而导致系统阶段的改变,而状态转移又反馈性地影响冲击和退化过程。通过构造马尔可夫更新过程,基于半马尔科夫核,得到此类冲击退化模型的可靠度解析表达。

关 键 词:马尔科夫更新过程  多阶段模型  系统退化  冲击模型  可靠性  
收稿时间:2020-07-08

Reliability Analysis of Multi-stage Shock and Degradation Model Based on Markov Renewal Process
XU Dong,JIA Xu-jie,YAO Zhao-sheng,QANG Qi.Reliability Analysis of Multi-stage Shock and Degradation Model Based on Markov Renewal Process[J].Operations Research and Management Science,2022,31(5):107-111.
Authors:XU Dong  JIA Xu-jie  YAO Zhao-sheng  QANG Qi
Institution:1. College of Science, Minzu University of China, Beijing 100081, China;2. School of Management & Economics, Beijing Institute of Technology, Beijing 100081, China
Abstract:In the process of shock and degradation of reliability systems, it is usually multi-stage and dependent. In order to analyze the dependence of the shock and degradation more accurately, a composite model of multi-stage system with dependent shock and degradation process is established. In the model, a more generalized dependence on shock and degradation processes is proposed. The shock and degradation contribute to the damage accumulation process of the system, which leads to the change of the system stage, and the state transition affects the impact and degradation process. By constructing Markov update process and based on semi Markov kernel, the reliability expression of this impact degradation model is obtained.
Keywords:markov renewal process  multi-stage model  degradation process  shock process  reliability modeling  
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