메뉴 건너뛰기




Volumn 80, Issue 21-22, 2010, Pages 1633-1639

Parameter estimation in a condition-based maintenance model

Author keywords

EM algorithm; Hidden Markov modeling; Parameter estimation; Partially observable failing systems; Vector time series

Indexed keywords


EID: 77955842827     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2010.07.002     Document Type: Article
Times cited : (16)

References (7)
  • 3
    • 45149138487 scopus 로고
    • Analysis of time series subject to changes in regime
    • Hamilton J.D. Analysis of time series subject to changes in regime. Journal of Econometrics 1990, 45:39-70.
    • (1990) Journal of Econometrics , vol.45 , pp. 39-70
    • Hamilton, J.D.1
  • 4
    • 0002634803 scopus 로고
    • Dynamic linear models with Markov-switching
    • Kim C.J. Dynamic linear models with Markov-switching. Journal of Econometrics 1994, 60:1-22.
    • (1994) Journal of Econometrics , vol.60 , pp. 1-22
    • Kim, C.J.1
  • 5
    • 0036477062 scopus 로고    scopus 로고
    • Recursive algorithms for estimation of hidden Markov models and autoregressive models with Markov regime
    • Krishnamurthy V., Yin G.G. Recursive algorithms for estimation of hidden Markov models and autoregressive models with Markov regime. IEEE Transactions on Information Theory 2002, 48:458-476.
    • (2002) IEEE Transactions on Information Theory , vol.48 , pp. 458-476
    • Krishnamurthy, V.1    Yin, G.G.2
  • 6
    • 13344268974 scopus 로고    scopus 로고
    • Filters and parameter estimation for a partially observable system subject to random failure with continuous-range observations
    • Lin D., Makis V. Filters and parameter estimation for a partially observable system subject to random failure with continuous-range observations. Advances in Applied Probability 2004, 36:1212-1230.
    • (2004) Advances in Applied Probability , vol.36 , pp. 1212-1230
    • Lin, D.1    Makis, V.2
  • 7
    • 0020180460 scopus 로고
    • Maximum likelihood estimation for multivariate observations of Markov sources
    • Liporace L.A. Maximum likelihood estimation for multivariate observations of Markov sources. IEEE Transactions on Information Theory 1982, 28:729-734.
    • (1982) IEEE Transactions on Information Theory , vol.28 , pp. 729-734
    • Liporace, L.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.