On the Reliability Estimation of the Gaussian Degradation System With a Path-dependent Mean Degradation Rate
Year: 2025
Type: article
Abstract: We consider a system whose degradation dynamic is described by an underlying stochastic process that consists of two components: a centered Gaussian process and a drift term with a so-called path-dependent intensity rate, which means its dependence on the degradation history. The main goal is to estimate the reliability of the system via simulation methods, as its analytical expression is generally not available. The cross-entropy method has been applied to estimate the required quantity with acceptable accuracy. A few numerical experiments have been conducted to study the properties of the proposed estimator.
Source: CyberLeninK (CyberLeninka)
Author: Lukashenko, Oleg
Language: English
Subfield: Safety, Risk, Reliability and Quality
Field: Engineering
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W6888949089
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