Parameter estimation of a multistate model for an aging piece of equipment under condition-based maintenance
type: Item
instance of: scholarly article
title: Parameter estimation of a multistate model for an aging piece of equipment under condition-based maintenance
zbMATH Open document ID: 1264.90070
DOI: 10.1155/2012/347675
author: Qihong Duan
author: Xiang Chen
author: Dengfu Zhao
author: Zheng Zhao
published in: Mathematical Problems in Engineering
publication date: 2013-06-11T00:00:00Z
review text: Summary: We study a multistate model for an aging piece of equipment under condition-based maintenance and apply an expectation maximization algorithm to obtain maximum likelihood estimates of the model parameters. Because of the monitoring discontinuity, we cannot observe any state's duration. The observation consists of the equipment's state at an inspection or right after a repair. Based on a proper construction of stochastic processes involved in the model, calculation of some probabilities and expectations becomes tractable. Using these probabilities and expectations, we can apply an expectation maximization algorithm to estimate the parameters in the model. We carry out simulation studies to test the accuracy and the efficiency of the algorithm.
Mathematics Subject Classification ID: 90B25
Mathematics Subject Classification ID: 62P30
zbMATH DE Number: 6173213
zbMATH Keywords: multistate model
zbMATH Keywords: condition-based maintenance
Wikidata QID: Q58911472
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2012/347675
OpenAlex ID: W2064444344
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description: scientific article; zbMATH DE number 6173213