基于脉冲涡流监测与Wiener过程的再制造工作辊实时剩余寿命预测方法

再制造工作辊在热轧工作过程中熔覆层易发生复杂的退化行为,而其性能退化会影响轧制产品的质量。为实时监测轧辊退化情况并预测其剩余寿命,构建一套在线脉冲涡流监测方法和系统,采用变分模态分解-希尔伯特变换(VMD-Hilbert)方法提取0~5000 Hz频率边际谱能量和的增量作为轧辊退化特征。基于此,构造考虑个体差异的状态退化空间模型,结合最大期望(EM)算法和Kalman平滑滤波算法联合对模型中未知参数进行自适应参数估计,并利用层次分析法融合监测的历史数据与实时数据,以实现对再制造工作辊实时剩余寿命预测。实验结果表明,所提方法能够准确预测再制造工作辊剩余寿命,具有一定的应用前景。

Remaining useful life estimation based on Wiener degradation processes with random failure threshold

Remaining useful life(RUL) estimation based on condition monitoring data is central to condition based maintenance(CBM). In the current methods about the Wiener process based RUL estimation, the randomness of the failure threshold has not been studied thoroughly. In this work, by using the truncated normal distribution to model random failure threshold(RFT), an analytical and closed-form RUL distribution based on the current observed data was derived considering the posterior distribution of the drift parameter. Then, the Bayesian method was used to update the prior estimation of failure threshold. To solve the uncertainty of the censored in situ data of failure threshold, the expectation maximization(EM) algorithm is used to calculate the posteriori estimation of failure threshold. Numerical examples show that considering the randomness of the failure threshold and updating the prior information of RFT could improve the accuracy of real time RUL estimation.

基于广义Wiener过程的滚动轴承剩余寿命预测

为解决传统滚动轴承剩余寿命预测方法忽略随机误差项非线性的问题,提出一种基于广义Wiener过程的滚动轴承剩余寿命预测方法。为确定轴承初始退化点,利用3σ准则进行变点识别;针对退化阶段演化特征,建立基于广义Wiener过程的退化模型,根据首达时概念,推导出轴承寿命分布模型和点估计近似解析式。融合同类型轴承历史性能退化数据,提出退化模型未知参数极大似然估计方法;其次,结合轴承在线监测数据,建立基于贝叶斯理论的退化模型随机参数在线更新方法,实现滚动轴承剩余寿命在线预测。最后,通过滚动轴承工程实例分析,验证了所提方法的有效性和适用性,与现有文献方法相比,所提方法的预测精度提高了50%以上。

Real time remaining useful life prediction based on nonlinear Wiener based degradation processes with measurement errors

Real time remaining useful life(RUL) prediction based on condition monitoring is an essential part in condition based maintenance(CBM). In the current methods about the real time RUL prediction of the nonlinear degradation process, the measurement error is not considered and forecasting uncertainty is large. Therefore, an approximate analytical RUL distribution in a closed-form of a nonlinear Wiener based degradation process with measurement errors was proposed. The maximum likelihood estimation approach was used to estimate the unknown fixed parameters in the proposed model. When the newly observed data are available, the random parameter is updated by the Bayesian method to make the estimation adapt to the item's individual characteristic and reduce the uncertainty of the estimation. The simulation results show that considering measurement errors in the degradation process can significantly improve the accuracy of real time RUL prediction.

基于Wiener退化过程的动车组部件状态-机会维修模型分析与研究

针对动车组多部件存在运行维修成本高、欠维修或过维修的现象以及故障影响范围大等问题,提出一种基于Wiener退化过程的部件状态-机会维修优化模型。该模型利用Wiener过程描述部件在运行过程中的劣化程度,通过基于指数分布的随机几何过程反映不完全维修后部件的劣化损伤,同时利用定期检测获取部件的实际劣化值。从随机过程和拓扑的角度,分析不同类型维修策略之间的区别与联系。结合单部件状态维修优化策略,求得各部件的最优状态阈值和维修检测周期。引入机会阈值与状态阈值的比值,结合部件退化过程与状态阈值、机会阈值之间的关系,推导部件状态、机会维修次数期望值的数学表达式,建立状态-机会维修策略模型,采用蒙特卡洛算法进行模拟,确定各部件的最佳机会阈值,达到优化维修费用率的目标。以某型号动车组牵引供电系统为例,通过仿真验证,表明采取状态-机会维修模型,可以有效减少停机次数,降低维修费用率。

基于Wiener过程的多阶段非线性复杂退化产品可靠性分析模型

为提高非线性退化轨迹拟合的精度,针对多阶段退化中的非线性规律建立Wiener过程模型,考虑变点的连续性与部件个体的差异性,给出基于非线性复杂退化的可靠性评估方法。结合幂律函数推导出非线性多阶段Wiener过程模型,得到模型参数的极大似然估计量;通过最小均方误差原则给出变点以及幂参数的初值确定方法;根据SIC(schwarz information criterion)方法得到模型变点的精确值,并检验其准确性;结合不同部件之间的差异性,得到变点的连续分布;推导出非线性Wiener过程连续时段内的可靠度函数估计;利用本模型对高压脉冲电容器电容相对变化量的退化数据建模,与线性建模结果对比,验证多阶段Wiener过程模型在可靠性评估方面的有效性与可行性,估计结果更接近真实值。

WEAK STOCHASTIC INTEGRALS WITH RESPECT TO THE WIENER D'-PROCESSES

Assume that D is a nuclear space and D' its strong topological dual space. Let {B_t}t∈(0,∞) be a Wiener D'-process. In this paper, the real-valued and D'-valued weak stochastic integral with respect to {B_t} are established.AMS Subject Classification. 60H05.

考虑测量不确定性的ANN-Wiener过程加速退化试验评估

考虑加速退化试验过程中关键性能参数的测量不确定性,将测量不确定性处理为区间数,并建立一种结合人工神经网络与Wiener过程的区间加速退化数据可靠性评估方法。基于ANN-Wiener过程构建加速退化数据的负对数似然函数,采用遗传算法建立负对数似然函数未知参数的求解方法,最终实现了区间加速退化试验的可靠性评估。通过激光器的加速退化试验,对该方法进行验证,比较该方法与其他方法评估得到的可靠度和真实可靠度的绝对误差,结果表明,基于ANN-Wiener过程对可靠度的评估结果更准确,且考虑到测量不确定性因素的影响,得到激光器可靠度的保守和乐观估计。相同可靠度的情况下,忽略测量不确定性时的评估时间晚于保守估计的评估时间,会导致产品预防维护时机的推迟,增大产品运行过程中的失效风险,增加因产品失效而造成的损失。

基于Wiener随机过程模型的橡胶老化性能预测及剩余寿命分析

橡胶老化性能预测及寿命分析是橡胶工程应用中关键技术。开展了硅橡胶95℃、105℃、115℃、125℃不同温度加速老化试验,根据硅橡胶性能特点及其应用过程需要,选择硅橡胶永久压缩变形作为老化性能表征量。结合橡胶老化机理,分析了橡胶老化性能随机特性,提出利用Wiener随机过程构建橡胶老化模型,进行了硅橡胶老化性能预测,给出了各试验点预测性能概率密度,分析结果表明预测误差最大10.15%。结合Wiener随机过程理论,开展了硅橡胶剩余寿命分析,对寿命分析方法进行了精度分析,计算分析结果表明寿命分析最大误差为11.76%,寿命分析方法可信,计算结果可靠。利用Arrhenius加速模型,给出了不同加速温度下硅橡胶寿命,计算得到常温25℃温度下,硅橡胶平均寿命为76年。

Necessary Conditions for Renewal Processes Approximating to Wiener Processes

Let {X, X i ; i≥1} be a sequence of i.i.d.r.v’.s, Z (t)= t i=1 X i,t≥0. Consider the renewal process N(t) =inf{x; Z(x) 】t}. In this paper we study the necessary momentconditions for { N(t) ; t≥0} approximating to Wiener processes.Our results have improved those of Csrg, Horváth and Stei, Horváth and Steinebach

System reliability assessment based on Wiener process and competing failure analysis

Considering the dependence and competitive relation-ship between traumatic failure and degradation,the reliability assessment of products based on competing failure analysis is studied.The hazard rate of traumatic failure is regarded as a Weibull distribution of the degradation performance,and the Wiener process is used to describe the degradation process.The parameters are estimated with the maximum likelihood estimation（MLE）method.A reliability model based on competing failure analysis is proposed.A case study of the GaAs lasers is given to validate the effectiveness of the model and its solving method.The results indicate that if only the degradation failure is considered,the estimated result will be comparably optimistic.Meanwhile,the correlation between the degradation and traumatic failure has a great influence on the accuracy of reliability assessment.

基于Wiener过程的密封圈可靠性研究

针对传统寿命试验方法评估液压缸可靠性出现的耗时长、费用高且无法满足实际需求等问题,基于性能退化的可靠性评估方法,通过性能退化随时间的变化规律对液压缸进行了寿命预测与可靠性评估。采用数值模拟手段判定了各个密封圈的安全性与稳定性,利用Archard磨损模型得到了密封圈的磨损体积曲线。基于考虑随机效应的Wiener过程建立的密封圈可靠性模型,得到了首达时间失效定义下的寿命分布,确立了退化模型参数与可靠度之间的关系,并建立了液压缸密封圈的可靠度数学表达式。搭建了往复式试验平台,试验结果表明,基于Wiener过程的性能退化模型能够更好地描述密封圈的性能退化过程,与传统寿命试验方法相比,对密封圈性能退化的预测更为准确和有效。

盐雾干湿循环作用下基于Wiener过程的钢筋混凝土劣化行为研究

针对西部盐渍土地区钢筋混凝土结构病害严重问题,通过盐雾与烘干相结合的方法模拟该地区大气环境,对钢筋混凝土进行室内加速腐蚀劣化试验。设置未掺矿物掺合料(P组)、单掺30%粉煤灰(PF组)、单掺30%矿粉(PS组)及15%粉煤灰与15%矿粉复掺(PFS组)4个配合比,采用混凝土相对动弹性模量(Er)和钢筋腐蚀电流密度(icorr)作为性能劣化指标,分别表征钢筋混凝土保护层及内部钢筋在盐雾干湿循环环境下的劣化规律及矿物掺合料掺量、种类对其劣化行为的影响作用。基于钢筋混凝土性能劣化规律研究结果,结合Wiener随机过程对其性能劣化全过程进行描述,并进行可靠性分析。研究结果表明:在盐雾干湿循环作用下,钢筋混凝土内部钢筋及外部混凝土保护层的耐腐蚀性呈现出先强化后劣化的变化趋势,活性矿物掺合料的掺入可以有效抑制其腐蚀劣化速度,其大小关系为:PS>PFS>PF>P;icorr增量与Er增量随时间的变化规律均服从正态分布,即Wiener随机过程可有效描述盐雾干湿循环作用下钢筋混凝土性能劣化全过程;P组可靠度在200 d左右接近于0,而PS组可靠度在400 d左右接近于0,与试验测试结果相吻合。研究结果可为西部盐渍土地区钢筋混凝土结构耐久性设计及低碳长效运维提供理论支撑。

Residual life estimation based on bivariate Wiener degradation process with measurement errors

An adaptive method of residual life estimation for deteriorated products with two performance characteristics (PCs) was proposed, which was sharply different from existing work that only utilized one-dimensional degradation data. Once new degradation information was available, the residual life of the product being monitored could be estimated in an adaptive manner. Here, it was assumed that the degradation of each PC over time was governed by a Wiener degradation process and the dependency between them was characterized by the Frank copula function. A bivariate Wiener process model with measurement errors was used to model the degradation measurements. A two-stage method and the Markov chain Monte Carlo (MCMC) method were combined to estimate the unknown parameters in sequence. Results from a numerical example about fatigue cracks show that the proposed method is valid as the relative error is small.

Functional sample path properties of subsequence's C-R increments for a Wiener process in Hlder norm

In this paper, with the aid of large deviation formulas established in strong topology of functional space generated by HSlder norm, we discuss the functional sample path properties of subsequence＇s C-R increments for a Wiener process in HSlder norm. The obtained results, generalize the corresponding results of Chen and the classic Strassen＇s law of iterated logarithm for a Wiener process.

A GENERAL FORM OF THE INCREMENTS OF A TWO-PARAMETER WIENER PROCESS

In this paper, we consider a general form of the increments for a two-parameter Wiener process. Both the Csorgo-Revesz's increments and a class of the lag increments are the special cases of this general form of increments. Our results imply the theorem that have been given by Csorgo and Revesz (1978), and some of their conditions are removed.

Extended Wiener Process in Nonstandard Analysis

Standing on a different view point from Anderson, we prove that the extended Wiener process defined by Anderson satisfies the definition of the Wiener process in standard analysis, for example the Wiener process at time t obeys the normal distribution N(0,t) by showing the central limit theorem. The essential theory used in the proof is the extended convolution property in nonstandard analysis which is shown by Kanagawa, Nishiyama and Tchizawa (2018). When processing the extension by non-standardization, we have already pointed out that it is needed to proceed the second extension for the convolution, not only to do the first extension for the delta function. In Section 2, we shall introduce again the extended convolution as preliminaries described in our previous paper. In Section 3, we shall provide the extended stochastic process using a hyper number N, and it satisfies the conditions being Wiener process. In Section 4, we shall give a new proof for the non-differentiability in the Wiener process.

基于Wiener过程的电机主绝缘材料寿命预测方法

主绝缘性能是电机可靠性评估的重要指标之一,对电机主绝缘材料进行寿命预测具有重要意义。本文对高性能电机主绝缘材料6050聚酰亚胺薄膜进行恒定温度应力加速退化试验,得到不同温度应力下电机主绝缘材料的三种指标参数。选取线性的最大局部放电量为退化特征量,并建立基于Wiener过程的电机主绝缘材料退化模型。利用极大似然估计法对Wiener过程中的未知参数进行估计,得到不同温度应力下电机主绝缘材料寿命的概率密度曲线与可靠度曲线。利用加速应力下的Wiener过程参数和加速退化试验数据建立阿伦尼斯模型,进而外推出正常温度应力下电机主绝缘材料的伪失效寿命。本文为不同温度下电机主绝缘材料的寿命预测和高效运维提供了理论指导,为电机系统的可靠性提升提供支撑。

A GENERAL FORM OF THE INCREMENTS OF TWO-PARAMETER FRACTIONAL WIENER PROCESS

A general form of the increments of two-parameter fractional Wiener process is given. The results of Csoergo-Révész increments are a special case,and it also implies the results of the increments of the two-parameter Wiener process.

基于Wiener过程理论的盐渍土中混凝土损伤演化及寿命预测

基于新疆若羌盐渍土环境,对水胶比为0.32、0.35和0.38的混凝土试件,进行硫酸盐溶液浸泡腐蚀(标准养护28 d)、盐渍土腐蚀(标准养护28 d)、盐渍土腐蚀(标准养护3 d)这3种腐蚀制度下的耐久性试验,分析腐蚀制度与水胶比交互作用下混凝土动弹性模量经时演变规律与作用机制.并基于混凝土动弹性模量动态变化过程,通过Wiener过程理论,建立了盐渍土环境下混凝土服役寿命预测模型,以定量表征混凝土损伤劣化规律.结果表明:在各腐蚀制度下,随腐蚀龄期增加,混凝土损伤度均出现先减小后增大的规律;在腐蚀终期,混凝土水胶比与其损伤度呈负相关;在相同水胶比下,硫酸盐溶液浸泡腐蚀(标准养护28 d)、盐渍土腐蚀(标准养护28 d)、盐渍土腐蚀(标准养护3 d)对混凝土损伤程度的影响依次增加;由Wiener过程理论建立的混凝土服役寿命预测模型可知,混凝土预测寿命退化呈3阶段变化趋势,其趋势与试验中混凝土劣化过程保持一致.