A Markov method for a mechanical system reliability assessment using discrete degradation data

Abstract

Abstract A homogenous continuous-time Markov model (HCTMM) has the advantage of high accuracy and is usually used in reliability analysis. However, the transition intensities (rates) between any two states cannot be accurately obtained due to the discrete data obtained from a mechanical system and little expert knowledge. This paper proposes a method in which the transition intensity matrix of an HCTMM can be obtained indirectly using the actual discrete degradation data of a mechanical system. Firstly, the one-step transition probability matrix can be calculated by a hidden Markov model using the discrete degradation data. Secondly, the unit-time transition intensity matrix can be calculated from the one-step transition probability matrix. At last, an HCTMM is established to assess the reliability of a mechanical system based on the unit-time transition intensity matrix. Moreover, considering the maintenance activities cannot restore a mechanical system as a fire-new one, the random transition of a mechanical system after maintenance is expressed by a quasi-renewal process in this paper. Finally, three cases are studied to validate the proposed method.