Estimation of Wiener Diffusion Parameters Using Process Measurements Subject to Error

Abstract

Most materials and components degrade physically before they fail. Engineering degradation tests are designed to measure these degradation processes. Measurements in the tests reflect the inherent randomness of degradation itself as well as measurement errors created by imperfect instruments, procedures and environments. This paper describes a statistical model for measured degradation data that takes both sources of variation into account. The paper presents inference procedures for the model and discusses some practical issues that must be considered in dealing with the statistical problem.