Title
Modelling and estimating the reliability of stochastic dynamical systems with Markovian switching
Abstract
In this paper, a general framework for the modelling of physical phenomena with stochastic dynamical systems switched by jump Markov processes is given. A methodology of the associated estimation procedures is provided. A particular attention is paid to the estimation of the underlying jump process, which is not observable.
Year
DOI
Venue
2008
10.1016/j.ress.2008.03.016
Reliability Engineering & System Safety
Keywords
DocType
Volume
Stochastic dynamical system,Jump Markov process,Estimation of processes,Fatigue crack growth
Journal
93
Issue
ISSN
Citations 
12
0951-8320
3
PageRank 
References 
Authors
0.64
2
3
Name
Order
Citations
PageRank
Julien Chiquet1285.01
Mohamed Eid241.35
Nikolaos Limnios3836.93