A Note on Shot-Noise and Reliability Modeling,

Abstract

We discuss a reliability model which reflects the dynamic dependency between system failure and system stress. In particular, a shot-noise process is used to model 'residual system stress' which in turn drives a doubly stochastic Poisson process model for system failures. Intuitively, residual stress (or susceptibility to failure) may vary in a random manner yet be essentially unobservable, while system failures may be readily detectable and observable. Shot-noise distributions have a richness and subtlety which suggest untapped potential for applications. The doubly stochastic Poisson process provides a reasonable framework for modeling randomly varying rates of occurrence in a broad variety of settings. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1984
Accession Number
ADA151336

Entities

People

  • A. J. Lemoine
  • M. L. Wenocur

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Control Systems
  • Equations
  • Integrals
  • Markov Processes
  • Military Research
  • Probability
  • Probability Distributions
  • Random Variables
  • Reliability
  • Residuals
  • Shot Noise
  • Standards
  • Step Functions

Readers

  • Artificial Intelligence
  • Distributed Systems and Data Platform Development
  • Statistical inference.