An Application of Kalman Techniques to Estimating Availability

This paper applies Kalman filtering techniques to reliability smoothing. Point availability as a function of time is estimated through Kalman filtering techniques. Approximate determination of the sampling interval and the measurement variance is given. The error variance of the estimate of the steady-state availability and the steady-state Kalman gain are zero. From this, it is found that the estimates of point availability attain a steady-state.