Estimating and forecasting failure rate processes by means of the Kalman filter. [Nonparametric method]
Conference
·
OSTI ID:7125821
A new nonparametric method is described for analyzing failure data. The approach used is to model the logarithm of the failure-rate process as a linear dynamic system with observations. This formulation permits the underlying failure-rate process to be corrupted by noise from various sources. In addition, the observations of the process are functions of simple nonparametric failure-rate estimates which are assumed to be noisy. The Kalman filter equations are used to provide the estimates and future forecasts. An example is provided. 5 figures.
- Research Organization:
- Los Alamos Scientific Lab., NM (USA)
- DOE Contract Number:
- W-7405-ENG-36
- OSTI ID:
- 7125821
- Report Number(s):
- LA-UR-76-41; CONF-751250-1
- Country of Publication:
- United States
- Language:
- English
Similar Records
Kalman filtering applied to statistical forecasting
Kalman filter estimation of monthly US oil imports
In-situ estimation of MOCVD growth rate via a modified Kalman filter
Journal Article
·
Mon Feb 28 23:00:00 EST 1977
· Manage. Sci.; (United States)
·
OSTI ID:5459200
Kalman filter estimation of monthly US oil imports
Technical Report
·
Thu Oct 01 00:00:00 EDT 1981
·
OSTI ID:5829723
In-situ estimation of MOCVD growth rate via a modified Kalman filter
Journal Article
·
Wed May 01 00:00:00 EDT 1996
· AIChE Journal
·
OSTI ID:253786