Estimating Lifetime Distributions in a Random Environment

We consider the problem of estimating the lifetime distribution of a component whose degradation is driven by an exogenous environment process. The environment is assumed to be unobservable; therefore, its order and transition rates must be inferred from a sequence of degradation observations. We pr...

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Bibliographic Details
Published inIISE Annual Conference. Proceedings p. 1
Main Authors Flory, John A, Kharoufeh, Jeffrey P
Format Journal Article
LanguageEnglish
Published Norcross Institute of Industrial and Systems Engineers (IISE) 01.01.2011
Subjects
Markov analysis
Randomized algorithms
Reliability engineering
Stochastic models
Studies
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Summary:We consider the problem of estimating the lifetime distribution of a component whose degradation is driven by an exogenous environment process. The environment is assumed to be unobservable; therefore, its order and transition rates must be inferred from a sequence of degradation observations. We present and assess the effectiveness of a HiddenMarkovModel (HMM) approach to estimate the governing environment and the component's lifetime distribution. [PUBLICATION ABSTRACT]