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A Wiener process model with truncated normal distribution for reliability analysis

机译:具有截断正态分布的Wiener过程模型,用于可靠性分析

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摘要

The use of degradation model to perform the reliability analysis has drawn much attention due to the fact that the performance of numerous highly reliable systems degrades over time. To describe the unit-to-unit variability for a population of systems, the random effect has been incorporated into the degradation model that plays an important part in assessing the reliability of deteriorating systems. In the existing literature, the normal distribution is commonly adopted to represent the random effect, but the assumption can be unsuitable for some practical applications, such as the degradation process of train wheels. In this paper, we present a degradation modeling and reliability estimation approach by using truncated normal distribution to characterize the unit-to-unit variability. A Wiener process with truncated normal distribution is firstly applied to model the degradation process of the deteriorating system, and the analytical expressions of probability density function and reliability function are derived. Expectation maximization algorithm is then used to estimate the model parameters. The effectiveness and feasibility of the presented approach are illustrated through a numerical example and practical case studies for laser devices and train wheels. The results indicate that the presented approach can obtain better reliability estimation results by considering the truncated normal distribution when the unit-to-unit variability has significant difference.
机译:由于许多高度可靠的系统的性能会随时间而下降,因此使用降级模型执行可靠性分析已引起了广泛关注。为了描述一组系统的单位间可变性,已将随机效应纳入了退化模型,该模型在评估退化系统的可靠性中起着重要作用。在现有文献中,通常采用正态分布来表示随机效应,但是该假设可能不适用于某些实际应用,例如火车车轮的退化过程。在本文中,我们提出了一种通过使用截断正态分布来描述单元间可变性的退化建模和可靠性估计方法。首先采用正态分布被截断的维纳过程对退化系统的退化过程进行建模,并推导了概率密度函数和可靠性函数的解析表达式。然后使用期望最大化算法来估计模型参数。通过数值示例和针对激光设备和火车轮的实际案例研究,说明了所提出方法的有效性和可行性。结果表明,当单元间变异性具有显着差异时,通过考虑截断正态分布,该方法可以获得更好的可靠性估计结果。

著录项

  • 来源
    《Applied Mathematical Modelling》 |2017年第10期|333-346|共14页
  • 作者单位

    School of Mathematical Sciences, Anhui University, Hefei, China;

    School of Mathematics and Physics, Anhui Jianzhu University, Hefei, China;

    School of Mathematical Sciences, Anhui University, Hefei, China;

    Research Center for Complex Systems and Network Science, School of Mathematics, Southeast University, Nanjing, China,School of Mathematical Sciences, Shandong Normal University, Ji'nan, Shandong, China;

    Nonlinear Analysis and Applied Mathematics Research Group, Department of Mathematics, Faculty of Science, King Abdulaziz University, PO Box 80257, Jeddah, Saudi Arabia;

  • 收录信息 美国《科学引文索引》(SCI);美国《工程索引》(EI);
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

    Degradation model; Expectation maximization; Reliability; Truncated normal distribution; Wiener process;

    机译:降级模型;期望最大化;可靠性;正态分布被截断;维纳过程;

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