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Residual life estimation based on bivariate Wiener degradation process with measurement errors

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Abstract

An adaptive method of residual life estimation for deteriorated products with two performance characteristics (PCs) was proposed, which was sharply different from existing work that only utilized one-dimensional degradation data. Once new degradation information was available, the residual life of the product being monitored could be estimated in an adaptive manner. Here, it was assumed that the degradation of each PC over time was governed by a Wiener degradation process and the dependency between them was characterized by the Frank copula function. A bivariate Wiener process model with measurement errors was used to model the degradation measurements. A two-stage method and the Markov chain Monte Carlo (MCMC) method were combined to estimate the unknown parameters in sequence. Results from a numerical example about fatigue cracks show that the proposed method is valid as the relative error is small.

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Correspondence to Xiao-lin Wang  (王小林).

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Foundation item: Project(60904002) supported by the National Natural Science Foundation of China

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Wang, Xl., Guo, B., Cheng, Zj. et al. Residual life estimation based on bivariate Wiener degradation process with measurement errors. J. Cent. South Univ. 20, 1844–1851 (2013). https://doi.org/10.1007/s11771-013-1682-9

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  • DOI: https://doi.org/10.1007/s11771-013-1682-9

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