Maximum likelihood estimation for a hidden semi-markov model with multivariate observations

Quality and Reliability Engineering International

Volumn 28, Issue 7, 2012, Pages 783-791

  Jiang, Rui ^a   Kim, Michael Jong ^a   Makis, Viliam ^a  

^a UNIVERSITY OF TORONTO   (Canada)

Author keywords

condition based maintenance; EM algorithm; hidden semi Markov modeling; phase type distribution

Indexed keywords

CONDITION BASED MAINTENANCE; CONTINUOUS TIME; DETERIORATION PROCESS; EM ALGORITHMS; ESTIMATION PROCEDURES; EXPECTATION-MAXIMIZATION ALGORITHMS; EXPLICIT FORMULA; FAILURE STATE; HIDDEN SEMI-MARKOV MODELS; MAXIMUM LIKELIHOOD ESTIMATE; MODEL PARAMETERS; MULTIVARIATE OBSERVATIONS; NUMERICAL EXAMPLE; OPERATIONAL STATE; PARTIAL OBSERVATION; PARTIALLY OBSERVABLE SYSTEMS; PHASE TYPE DISTRIBUTIONS; PSEUDO-LIKELIHOOD; SEMI MARKOV PROCESS; SEMI-MARKOV; SOJOURN TIME; SYSTEM STATE; UNOBSERVABLE; VECTOR OBSERVATIONS;

ALGORITHMS; ITERATIVE METHODS; MAINTENANCE; MARKOV PROCESSES; PARAMETER ESTIMATION;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 84867899086     PISSN: 07488017     EISSN: 10991638     Source Type: Journal    
DOI: 10.1002/qre.1418     Document Type: Article

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