A filtering model for Bayesian analysis of failure data contaminated by maintenance (Q1122277)

The author deals with the problem of estimating the processes \(X^ i_ t=(\tau^ i_ t,\theta)\), where the parameters \(\tau^ i_ t\) are the ages of the equipment at time t and the parameter \(\theta\) characterizes the probability distribution of equipment life lengths in the case of non-maintenance. The problem of estimating the processes is considered as a filtering problem. A solution procedure to estimate these parameters is provided which is analogous to a filtering problem.