Inference from Accelerated Life Tests Using Filtering in Coloured Noise
利用有色噪声下的滤波进行加速寿命试验推断
SUMMARY We present a new approach for inference from accelerated life tests. Our approach formulates such problems as inference under Kalman filter models with correlated observation errors. We restrict attention to exponential life distributions, and the power rule as a time transformation function. Extensions to other time transformation functions are straightforward; however, extensions to other distributions involve nonlinear filtering and are not considered. The…