Title :
Recursive Estimation of Phased-Mission Reliability
Author_Institution :
Senior Lecturer; Department of Mathematics; Monash University; Clayton, Victoria 3168 AUSTRALIA.
Abstract :
A state-space model is considered for estimating the time-varying availability of a system through the Bayes approach. A comparative study of conjugate and noninformative priors is made. An approximation to the highest posterior density interval estimate is given. A numerical example is discussed for illustration. Solutions to some special forms of the state-space model are given.
Keywords :
Availability; Probability distribution; Recursive estimation; Reliability theory; Sampling methods; State estimation; Statistical analysis; Steady-state; Time varying systems; Bayes decision rule; Beta distribution; Conjugate prior; Highest posterior density interval; Mellin transform; Noninformative prior; Recursive procedure; State-space model; Z-transform;
Journal_Title :
Reliability, IEEE Transactions on
DOI :
10.1109/TR.1985.5222260
