scholarly journals Reliability Analysis Based on a Gamma-Gaussian Deconvolution Degradation Modeling with Measurement Error

2021 ◽  
Vol 11 (9) ◽  
pp. 4133
Author(s):  
Luis Alberto Rodríguez-Picón ◽  
Luis Carlos Méndez-González ◽  
Roberto Romero-López ◽  
Iván J. C. Pérez-Olguín ◽  
Manuel Iván Rodríguez-Borbón ◽  
...  

In most degradation tests, the measuring processes is affected by several conditions that may cause variation in the observed measures. As the measuring process is inherent to the degradation testing, it is important to establish schemes that define a certain level of permissible measurement error such that a robust reliability estimation can be obtained. In this article, an approach to deal with measurement error in degradation processes is proposed, the method focuses on studying the effect of such error in the reliability assessment. This approach considers that the true degradation is a function of the observed degradation and the measurement error. As the true degradation is not directly observed it is proposed to obtain an estimate based on a deconvolution operation, which considers the subtraction of random variables such as the observed degradation and the measurement error. Given that the true degradation is free of measurement error, the first-passage time distribution will be different from the observed degradation. For the establishment of a control mechanism, these two distributions are compared using different indices, which account to describe the differences between the observed and true degradation. By defining critical levels of these indices, the reliability assessment may be obtained under a known level of measurement error. An illustrative example based on a fatigue-crack growth dataset is presented to illustrate the applicability of the proposed scheme, the reliability assessment is developed, and some important insights are provided.

2018 ◽  
Vol 18 (06) ◽  
pp. 1850083 ◽  
Author(s):  
Wei Li ◽  
Lincong Chen ◽  
Junfeng Zhao ◽  
Natasa Trisovic

In this paper, the reliability of stochastic dynamical systems under Gaussian white noise excitations with fractional order proportional–inegral–derivative (FOPID) controller is estimated. First, the FOPID controller is approximated by a set of combination of displacement and velocity based on the generalized van der Pol transformation. Then, the stochastic averaging method of energy envelope is applied to obtain a diffusive differential equation, from which the Backward Kolmogorov equation, governing the conditional reliability function, and the Generalized Pontryagin equation, governing the statistical moments of first-passage time, are derived from the averaged equation and solved numerically. Finally, in the two examples, the critical parameters in the FOPID controller are shown to be capable of improving the reliability of the stochastic dynamical system apparently, and all numerical results are verified to be efficient and correct by the Monte Carlo simulation.


1980 ◽  
Vol 45 (3) ◽  
pp. 777-782 ◽  
Author(s):  
Milan Šolc

The establishment of chemical equilibrium in a system with a reversible first order reaction is characterized in terms of the distribution of first passage times for the state of exact chemical equilibrium. The mean first passage time of this state is a linear function of the logarithm of the total number of particles in the system. The equilibrium fluctuations of composition in the system are characterized by the distribution of the recurrence times for the state of exact chemical equilibrium. The mean recurrence time is inversely proportional to the square root of the total number of particles in the system.


Author(s):  
Natalie Packham ◽  
Lutz Schloegl ◽  
Wolfgang M. Schmidt

1989 ◽  
Vol 3 (1) ◽  
pp. 77-88 ◽  
Author(s):  
Joseph Abate ◽  
Ward Whitt

The distribution of upward first passage times in skip-free Markov chains can be expressed solely in terms of the eigenvalues in the spectral representation, without performing a separate calculation to determine the eigenvectors. We provide insight into this result and skip-free Markov chains more generally by showing that part of the spectral theory developed for birth-and-death processes extends to skip-free chains. We show that the eigenvalues and eigenvectors of skip-free chains can be characterized in terms of recursively defined polynomials. Moreover, the Laplace transform of the upward first passage time from 0 to n is the reciprocal of the nth polynomial. This simple relationship holds because the Laplace transforms of the first passage times satisfy the same recursion as the polynomials except for a normalization.


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