Filters and parameter estimation for a partially observable system subject to random failure with continuous-range observations

DOI10.1239/AAP/1103662964zbMath1081.62088OpenAlexW2063273639MaRDI QIDQ4664089

Daming Lin, Viliam Makiš

Publication date: 5 April 2005

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1103662964

zbMATH Keywords

change of measurecondition-based maintenancerecursive filterpartially observable systemcontinuous-discrete model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Reliability and life testing (62N05)

Related Items (5)

On-line parameter estimation for a failure-prone system subject to condition monitoring ⋮ Availability maximization under partial observations ⋮ Parameter estimation in a condition-based maintenance model ⋮ An asset residual life prediction model based on expert judgments ⋮ Model parameter estimation and residual life prediction for a partially observable failing system

Cites Work

• Unnamed Item
• Unnamed Item
• A state space condition monitoring model for furnace erosion prediction and replacement
• Maximal wearing-out of a deteriorating system: An optimal stopping approach
• Analysis of an adaptive control scheme for a partially observed controlled Markov chain
• Optimal Stopping by Means of Point Process Observations with Applications in Reliability
• Optimal Replacement In The Proportional Hazards Model
• The Optimal Control of Partially Observable Markov Processes over the Infinite Horizon: Discounted Costs
• Optimal control-limit strategies for a partially observed replacement problem†
• Recursive filters for a partially observable system subject to random failure
• Recursive nonlinear filter for a continuous discrete-time model: separation of parameters and observations
• General necessary conditions for partially observed optimal stochastic controls

This page was built for publication: Filters and parameter estimation for a partially observable system subject to random failure with continuous-range observations