有色噪声下使用滤波从加速寿命试验中进行推断

Inference from Accelerated Life Tests Using Filtering in Coloured Noise

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1988
被引 21
ABS 4

中文导读

提出一种新方法,将加速寿命试验中的推断问题建模为带有相关观测误差的卡尔曼滤波模型,适用于指数寿命分布和幂律时间变换函数,能处理时间变换函数的不确定性及其随应力的变化。

Abstract

SUMMARY We present a new approach for inference from accelerated life tests. Our approach formulates such problems as inference under Kalman filter models with correlated observation errors. We restrict attention to exponential life distributions, and the power rule as a time transformation function. Extensions to other time transformation functions are straightforward; however, extensions to other distributions involve nonlinear filtering and are not considered. The advantages of our formulation are that we are able to incorporate uncertainty in the time transformation function and also are able to allow it to change with the stress. to validate our approach we consider some simulated data; to give it a sense of reality we apply it to actual data.

加速寿命试验卡尔曼滤波统计推断可靠性分析