Title :
Kalman Filtering and Its Application to Reliability
Author :
Breipohl, Arthur M.
Author_Institution :
Department of Electrical Engineering, Oklahoma State University, Stillwater, Okla.
Abstract :
The basic ideas of Kalman recursive filtering is explained in such a manner that the application of these ideas to reliability may be seen. The Bayesian viewpoint is adopted, and the explanation of Kalman filtering is broken into two parts: 1) the combination of an old estimate with data, and 2) the updating of estimates via the system model.
Keywords :
Bayesian methods; Circuit testing; Control systems; Filtering; Kalman filters; Random variables; Recursive estimation; Reliability engineering; State estimation; System testing;
Journal_Title :
Reliability, IEEE Transactions on
DOI :
10.1109/TR.1969.5216996
