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维纳过程寿命预测的一种自助法 被引量:14

A bootstrap method of life prediction based on Wiener process
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摘要 针对传统的维纳过程寿命预测方法未能有效考虑产品总体和个体之间的差异问题.提出了解决该问题的一种自助法.首先,利用正态分布来描述产品总体维纳过程退化模型的漂移参数和扩散参数:然后,对个体的性能退化参数进行自助估计并得到多组自助样本;最后,根据个体退化参数的自助样本对总体退化参数的分布进行估计,获取其多组自助样本并对总体的寿命进行预测.通过对某航天长寿命产品的实例分析验证了该方法的有效性. With respect to the problem that traditional Wiener process can't characterize the difference between the population and the individual,this paper proposes a bootstrap method to solve the problem. First of all,we use normal distribution to describe the drift parameter and volatility parameter of Wiener process.Then,we generate the bootstrap sample through bootstrap estimation of the parameter.Finally, based on the bootstrap sample,the population degradation parameters are obtained and the lifetime of product is predicted.A long life product in spaceflight is presented as an example to validate the method.
出处 《系统工程理论与实践》 EI CSSCI CSCD 北大核心 2011年第8期1588-1592,共5页 Systems Engineering-Theory & Practice
基金 国家自然科学基金(70901024) 湖南省优秀研究生创新基金 国防科技大学校优秀研究生创新基金(B090501)
关键词 寿命预测 退化建模 维纳过程 自助法 life prediction degradation modeling Wiener process bootstrap
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参考文献9

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