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连续PH分布拟合可靠性寿命数据的广义确定性退火EM算法 被引量:1

Fitting Reliability Life Data with Continuous Phase-Type Distributions Via Generalized Deterministic Annealing EM Algorithm
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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...
作者 郭波 黄卓
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)
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参考文献12

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同被引文献6

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  • 2马本成.具有指数寿命、PH型修理的两部件并行同型可靠性分析[J].西南师范大学学报,1987,(4):33-42.
  • 3[5]I.T.Castro,Attabiru Sule Alfa.Lifetime Replacement Policy in Discrete Time for A Single Unit[J].System Reliability Engineering & System Safety,2003,72:103-111.
  • 4[6]S.Chakmvarthy.Reliability Analysis of a Parallel System with Exponential Life Times and Phase Type Repairs[J].OR Spektrum,1983,2(5):25-32.
  • 5[7]I.T.Castro,E.L Sanjuan,Power Processes and their Applica-tion to Reliability[J].Operations Research Letters,2004,3 (2):415-421.
  • 6[8]R.Perez,J.E.Ruiz,Castro.Two Models for a Repairable Two-system with Phase-type Sojourn Time Distributions[J].Reliability Engi-neering and System Safety,2004,85:253-260.

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