基于受控马氏链模型的状态监控方法研究

A Condition Monitoring Approach Based on Controlled Markov Chain Model

研究了有限状态空间中,应用受控马氏链模型对随机动态系统进行状态监控的方法。首先叙述了动态系统受控马氏链模型的描述方法,导出了SISO系统马氏链模型和差分方程的关系;其次给出了状态转移概率矩阵估计的具体方法;最后,依据某型火箭发动机实际测试数据,进行了仿真研究。

In tins paper a condition monitoring approach using controlled Markov chain model for stochastic dynamic system in finite state space is considered. The connection between state transition probability matrix and difference equation is discussed. Firstly, the describing approach of Markov chain model for dynamic system is considered. The connection between Markov chain model and difference equation for SISO system is derived. And then an estimating approach for state transition probability matrix is provided. Finally, using the real testing data of some rocket engine, the condition monitoring approach is studied.