上面这种correlation也能够泛化,我们只要使用covariance matrix就可 6. Ito's Lemma 假设一个变量x符合ito process,其中dz是一个Wiener process dx=a(x,t)dt+b(x,t)dz 那么和x和t有关的G方程写成,其中dz同属于一个Wiener process dG=(\frac{\varphi G}{\varphi x}a+\frac{\varphi G}{\varphi t }...
correlation‐driven degradationmultivariate Wiener processRUL predictionFor degraded products with multiple performance characteristics (PCs), one way to model their degradation process is by using a multivariate independent Wiener process model with random drift. However, it fails to capture the latent ...
signal-processing random stochastic-differential-equations noise-reduction stochastic-processes correlation-functions fourier-methods matched-filtering wiener-filter signals-and-systems estimation-theory Updated Feb 25, 2022 HTML manasbedmutha98 / Wiener-Filter Star 5 Code Issues Pull requests An implement...
By developing a collaborative Wiener process model with equivalent maintenance efficiency and a unified time-scale function, they systematically analyzed the monotonicity of the Pearson correlation coefficient. Additionally, classical degradation models often assume degradation starts at initial service time, a...
假设分别有两个WSS process:x[n]x[n],y[n]y[n],这两个process之间存在某种关系,并且我们也了解这种关系。现在我们手头上有processx[n]x[n],目的是要设计一个LTI系统,使得系统输出y[n]y[n],不过y[n]y[n]是一个WSS process,我们不可能准确得到随机过程上的值,因此实际输出并不是y[n]y[n],而是^y...
7 that the variation tendency of the return oil flow is relative to the wear failure process of a pump. Clearance thickness of frictional pairs will accumulate consistently due to increasing wear with a strong correlation then existing between the return oil flow and the wear process. It is ...
and Bančević, Ž.: Correlation between Wiener and quasi-Wiener indices in benzenoid hydrocarbons, J. Serb. Chem. Soc. 60 (1995), 633-636. Google Scholar Gutman, I. and Mohar, B.: The quasi-Wiener and the Kirchhoff indices coincide, J. Chem. Inf. Comput. Sci. 36 (1996), ...
Define \(W_t^i\) with \(i=1,\ldots ,5\) as standard Brownian motions, with a correlation given by \(d\langle W_t^i,W_t^j\rangle = \rho _{i,j}dt\). Define \(y_i(x)\), with \(i=1,\ldots ,5\), as deterministic functions of time. Let \(\Sigma :=\int _0^T ...
Step-stress accelerated degradation test planning based on Wiener process with correlation To assess the lifetime distribution of highly reliable or expensive product, one of the most commonly used strategies is to construct step-stress accelerat... L He,RX Yue,D He - 统计理论及其应用(英文) 被...
Step-stress accelerated degradation test planning based on Wiener process with correlation To assess the lifetime distribution of highly reliable or expensive product, one of the most commonly used strategies is to construct step-stress accelerat... L He,RX Yue,D He - 统计理论及其应用(英文) 被...