Parameter Estimation of a Multistate Model for an Aging Piece of Equipment under Condition-Based Maintenance

We study a multistate model for an aging piece of equipment under condition-based maintenance and apply an expectation maximization algorithm to obtain maximum likelihood estimates of the model parameters. Because of the monitoring discontinuity, we cannot observe any state's duration. The obse...

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Bibliographic Details
Published in:Mathematical Problems in Engineering 2012-01, Vol.2012 (2012), p.1517-1535-186
Main Authors: Zhao, Zheng, Zhao, Dengfu, Chen, Xiang, Duan, Qihong
Format: Article
Language:English
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Summary:We study a multistate model for an aging piece of equipment under condition-based maintenance and apply an expectation maximization algorithm to obtain maximum likelihood estimates of the model parameters. Because of the monitoring discontinuity, we cannot observe any state's duration. The observation consists of the equipment's state at an inspection or right after a repair. Based on a proper construction of stochastic processes involved in the model, calculation of some probabilities and expectations becomes tractable. Using these probabilities and expectations, we can apply an expectation maximization algorithm to estimate the parameters in the model. We carry out simulation studies to test the accuracy and the efficiency of the algorithm.
ISSN:1024-123X
1563-5147
DOI:10.1155/2012/347675