Uniqueness of Maximum Likelihood Estimators for a Backup System in a Condition-Based Maintenance

Uniqueness of Maximum Likelihood Estimators for a Backup System in a Condition-Based Maintenance

A parameter estimation problem for a backup system in a condition-based maintenance is considered. We model a backup system by a hidden, three-state continuous time Markov process. Data are obtained through condition monitoring at discrete time points. Maximum likelihood estimates of the model param...

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Veröffentlicht in:International journal of quality, statistics, and reliability statistics, and reliability, 2012, Vol.2012 (2012), p.1-5
Hauptverfasser: Duan, Qihong, Wei, Ying, Zhao, Dengfu
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Back up systems
Backups
Condition monitoring
Maintenance
Markov processes
Mathematical models
Statistics
Studies
Uniqueness
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Beschreibung
Zusammenfassung:A parameter estimation problem for a backup system in a condition-based maintenance is considered. We model a backup system by a hidden, three-state continuous time Markov process. Data are obtained through condition monitoring at discrete time points. Maximum likelihood estimates of the model parameters are obtained using the EM algorithm. We establish conditions under which there is no more than one limitation in the parameter space for any sequence derived by the EM algorithm.
ISSN:1687-7144
2314-8055
1687-7152
2314-8047
DOI:10.1155/2012/675830