摘要
针对目前连续PH分布拟合可靠性寿命数据EM(Expectation-Maximization)算法存在的初值敏感问题,提出运用广义煞定性退火EM算法进行连续PH分布数据拟合。给出了详细的理论推导,并通过两个拟合实例与标准EM算法进行了对比;对比结果表明本文提出的方法可以有效的避免初值选择的不同对拟合结果的影响,减小陷入局部最优的可能性,能得到比标准EM算法更好的结果。
To overcome the initial parameters sensitive problem associated with the conventional EM algorithm for phase-type distributions(PH) reliability life data fit,this paper proposed a new PH distributions data fit method which is based on the generalized deterministic annealing EM algorithm.The detailed theoretical inference process of the new method was given.The new method is compared with standard EM algorithm through two benchmarks.Contrast results show that the new method,unlike the conventional EM algorit...
出处
《宇航学报》
EI
CAS
CSCD
北大核心
2007年第5期1405-1410,共6页
Journal of Astronautics
基金
国家自然科学基金(70501031)
关键词
PH分布
混合Erlang分布
可靠性寿命数据
广义确定性退火EM算法
Phase type distributions
Hyper-erlang distributions
Reliability life data
Generalized deterministic annealing EM algorithm(GDAEM)