Please use this identifier to cite or link to this item: https://doi.org/10.1109/TR.2008.916867
Title: An application of the EM algorithm to degradation modeling
Authors: Ng, T.S. 
Keywords: Change-points
Degradation modeling
EM algorithm
Maximum likelihood estimation
Issue Date: Mar-2008
Source: Ng, T.S. (2008-03). An application of the EM algorithm to degradation modeling. IEEE Transactions on Reliability 57 (1) : 2-13. ScholarBank@NUS Repository. https://doi.org/10.1109/TR.2008.916867
Abstract: We consider a class of degradation processes that can consist of distinct phases of behavior. In particular, the degradation rates could possibly increase or decrease in a non-smooth manner at some point in time when the underlying degradation process changes phase. To model the degradation path of a given device, we use an independent-increments stochastic process with a single unobserved change-point. Furthermore, we assume that the change-point varies randomly from device-to-device. The likelihood functions for such a model are analytically intractable, so in this paper we develop an EM algorithm for this model to obtain the maximum likelihood estimators efficiently. We demonstrate the applicability of the method using two different models, and present some computational results of our implementation. © 2008 IEEE.
Source Title: IEEE Transactions on Reliability
URI: http://scholarbank.nus.edu.sg/handle/10635/62998
ISSN: 00189529
DOI: 10.1109/TR.2008.916867
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