A Note on Parameters Estimation for Nonlinear Wiener Processes With Measurement Errors

A Note on Parameters Estimation for Nonlinear Wiener Processes With Measurement Errors

The nonlinear Wiener process has been widely used as a model for the degradation process. This note concerns parameters estimation of nonlinear Wiener processes with measurement errors (WPME) by the maximum likelihood estimation method. Firstly, we prove a rule that the estimated results based on th...

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Bibliographic Details
Main Authors: Shengjin Tang, Chuanqiang Yu, Xiaoyan Sun, Hongdong Fan, Xiaosheng Si
Format: Article
Language:English
Published: IEEE 2019-01-01
Series:IEEE Access
Subjects:
Degradation model
maximum likelihood estimation
Wiener process
measurement error
nonlinear
expectation maximization algorithm
Online Access:https://ieeexplore.ieee.org/document/8907788/

Internet

https://ieeexplore.ieee.org/document/8907788/

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