A Note on Gradient Estimation for Maintenance Systems

Author

Heidergott, Bernd ; Yuan, Taoying

Author_Institution

Vrije Univ. Amsterdam, Amsterdam

Volume

52

Issue

11

fYear

2007

Firstpage

2141

Lastpage

2145

Abstract

This technical note addresses gradient estimation for the cost performance of a two-component maintenance system with respect to the threshold parameter of an age replacement policy. We derive a new gradient estimator based on the measure-valued differentiation (MVD) approach. The performance of the phantom estimator is compared with that of the known smoothed perturbation analysis (SPA) estimator. We show that the phantom estimator has a lower variance, and requires less computational effort than the SPA estimator.

Keywords

gradient methods; maintenance engineering; perturbation techniques; age replacement policy; gradient estimation; measure-valued differentiation approach; phantom estimator; smoothed perturbation analysis estimator; two-component maintenance system; Analytical models; Availability; Computational modeling; Costs; Electric breakdown; Imaging phantoms; Life estimation; Lifetime estimation; Performance analysis; Polynomials; Gradient estimation; maintenance; measure-valued differentiation (MVD); simulation; smoothed perturbation analysis (SPA);

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/TAC.2007.908333

Filename

4380505