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. 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 through Monte Carlo techniques.
| Original language | English |
|---|---|
| Pages (from-to) | 1801-1808 |
| Number of pages | 8 |
| Journal | Reliability Engineering and System Safety |
| Volume | 93 |
| Issue number | 12 |
| DOIs | |
| Publication status | Published - 1 Dec 2008 |
| Externally published | Yes |
Keywords
- Estimation of processes
- Fatigue crack growth
- Jump Markov process
- Stochastic dynamical system