TY - GEN
T1 - Modeling and estimating the reliability of stochastic dynamical systems with Markovian switching
AU - Chiquet, Julien
AU - Eid, Mohamed
AU - Limnios, Nikolaos
PY - 2006/12/1
Y1 - 2006/12/1
N2 - In this paper, a general framework for the modeling of physical phenomena with Stochastic Dynamical Systems switched by Markov Processes is given. A detailed methodology of the associated estimation procedures is provided. As an application, a stochastic model is proposed for the fatigue crack growth problem. The estimation of the model parameters is made on a real crack growth data set. We are thus able to simulate some crack growth paths which are used for reliability analysis.
AB - In this paper, a general framework for the modeling of physical phenomena with Stochastic Dynamical Systems switched by Markov Processes is given. A detailed methodology of the associated estimation procedures is provided. As an application, a stochastic model is proposed for the fatigue crack growth problem. The estimation of the model parameters is made on a real crack growth data set. We are thus able to simulate some crack growth paths which are used for reliability analysis.
UR - https://www.scopus.com/pages/publications/56249128999
M3 - Conference contribution
AN - SCOPUS:56249128999
SN - 0415416205
SN - 9780415416207
T3 - Proceedings of the European Safety and Reliability Conference 2006, ESREL 2006 - Safety and Reliability for Managing Risk
SP - 133
EP - 139
BT - Proceedings of the European Safety and Reliability Conference 2006, ESREL 2006 - Safety and Reliability for Managing Risk
T2 - European Safety and Reliability Conference 2006, ESREL 2006 - Safety and Reliability for Managing Risk
Y2 - 18 September 2006 through 22 September 2006
ER -