On the reliability estimation of the FBM multi-phase degradation system

Oleg Lukashenko
The estimation of the reliability is an important and hard problem, arising in the performance analysis of degradation systems. The required performance measure is usually not analytically available. Hence, one has to rely in simulation methods. The variance reduction technique is developed to estimate the reliability of the multi-phase degradation model based on fractional Brownian motion (FBM). Numerical experiments are conducted to evaluate the performance of the proposed estimator.