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Discretizing continuous-time continuous-state deterioration processes, with an application to condition-based maintenance optimization

机译:离线性连续连续状态恶化过程,应用于基于条件的维护优化

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摘要

We present an approach for discretizing stationary continuous-time continuous-state non-decreasing deterioration processes. This results in a discrete-time Markov chain that is represented by its transition probability matrix. Based on this approach, the easier specification of the more realistic continuous-time continuous-state models can be combined with the better analytical tractability of the discrete-time discrete-state models. We consider the gamma deterioration process as a special case and use the discretization approach combined with matrix algebra to optimize condition-based maintenance for a continuously monitored single-unit system.
机译:我们提出了一种用于离散的静止连续连续状态的连续态非降低劣化过程的方法。这导致由其转换概率矩阵表示的离散时间马尔可夫链。基于这种方法,可以更容易地规格更现实的连续时间连续状态模型可以与离散时间离散状态模型的更好的分析陶瓷相结合。我们认为伽马劣化过程作为一个特殊情况,并使用离散化方法与矩阵代数相结合,优化基于条件的维护,对连续监测的单单元系统进行了基于条件的维护。

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