Towards a general condition based maintenance model for a stochastic dynamic system

2000 ◽  
Vol 51 (2) ◽  
pp. 145-155 ◽  
Author(s):  
W Wang ◽  
A H Christer
Filomat ◽  
2013 ◽  
Vol 27 (5) ◽  
pp. 865-873
Author(s):  
Ljiljana Petrovic

In this paper we consider a problem that follows directly from realization problem: how to find Markovian representations , even minimall, for a given family of Hilbert spaces, understood as outputs of a stochastic dynamic system S1, provided it is in a certain causality relationship with another family of Hilbert spaces , i. e. with some informations about states of a stochastic dynamic system S2. This paper is continuation of the papers Gill and Petrovic [7] and Petrovic [16,17].


1984 ◽  
Vol 7 (3) ◽  
pp. 523-528 ◽  
Author(s):  
Jelena Bulatovic Gill

In the first part of this paper different properties of two special realizations of a stochastic dynamic system, as well as relationships between the realization problem and a problem derived from it are investigated. In the second part, solutions of the following two problems (that follow directly from the realization problem) are given: how to find the minimal (resp. maximal) markovlan flow of information (understood as a family ofσ-algebras) that contains (resp. is contained in) given output of a system, and is such that each of these two flows of information is equally predictable by the other one.


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