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• W2079904264 abstract "In this paper, a general framework for the modelling of physical phenomena with stochastic dynamical systems switched by jump Markov processes is given. A methodology of the associated estimation procedures is provided. A particular attention is paid to the estimation of the underlying jump process, which is not observable. As an application, a stochastic model is proposed for the fatigue crack growth problem. The estimation of the model parameters is made on a real crack growth data set. We are thus able to simulate some crack growth paths which are used for reliability analysis through Monte Carlo techniques." @default.
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• W2079904264 date "2008-12-01" @default.
• W2079904264 modified "2023-10-18" @default.
• W2079904264 title "Modelling and estimating the reliability of stochastic dynamical systems with Markovian switching" @default.
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• W2079904264 doi "https://doi.org/10.1016/j.ress.2008.03.016" @default.
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