CN109522519A - A kind of dependence evaluation method between multiple performance parameters of ammunition parts - Google Patents

A kind of dependence evaluation method between multiple performance parameters of ammunition parts Download PDF

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CN109522519A
CN109522519A CN201811313259.6A CN201811313259A CN109522519A CN 109522519 A CN109522519 A CN 109522519A CN 201811313259 A CN201811313259 A CN 201811313259A CN 109522519 A CN109522519 A CN 109522519A
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张世艳
魏小琴
杨小奎
王艳艳
黄文明
周彩元
刘伟
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No 59 Research Institute of China Ordnance Industry
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Abstract

The invention proposes the dependence evaluation methods between a kind of multiple performance parameters of ammunition parts, and the reliability model of two-parameter degeneration is given on the basis of Sklar determines power.Further directed to the model, a kind of two-step method with higher efficiency is proposed to estimate the unknown parameter in model, modeling analysis is carried out to two performance parameter degenerative processes respectively first, estimates the unknown parameter in its edge distribution;Then, edge distribution estimates of parameters is substituted into whole maximum likelihood function.By being compared and analyzed with the measured value that storehouse is stored, reach 85.92% using the model prediction accuracy that 1 this parameter of parameter is calculated in the method for the present invention, the model prediction accuracy of 2 this parameter of parameter reaches 88.60%, and the model prediction accuracy of final two-parameter Copula functional value reaches 93.75%.

Description

A kind of dependence evaluation method between multiple performance parameters of ammunition parts
Technical field
The present invention relates to a kind of ammunition component degenerative process models.
Background technique
For the product of failure mechanism complexity, there may be multiple performance parameters, and may be deposited between each performance parameter In dependence.These performance parameters affect the reliability of product simultaneously, any one performance parameter value reaches or beyond design Prescribed limit can all lead to failure.Now it is necessary to consider shadow of the degeneration to product reliability of each performance parameter simultaneously It rings, carries out reasonable Comprehensive Assessment from multiple angles, a kind of common method is exactly to be joined using Copula function to more performances Dependence relation between number is portrayed.
It is necessary to the related and interdependent differences that first gets across before introducing Copula function.There are two words in English For describing the incidence relation of stochastic variable: Correlation and Dependence.The former corresponds to correlation, and the latter corresponds to It is interdependent.
Correlation is generally only to work as X for linear relationship, when Y is uncorrelated, might not represent X, Y is mutually indepedent.System Stochastic variable X is measured frequently with Pearson product-moment correlation coefficient in meter, the linear relationship of Y:
Wherein, ρXYFor Pearson product-moment correlation coefficient, E () and D () are respectively the expectation and variance of stochastic variable.
Pearson product-moment correlation coefficient is only used for metric linear relationship, for example, stochastic variable X obeys standard normal point Cloth, stochastic variable Y=X2, the scatter plot of (X, Y) is as shown in Figure 1, it is clear that X, Y have strong dependence, and the value of Y can be completely by X It determines, but correlation coefficient ρXYIt is 0, thus Pearson product-moment correlation coefficient is deposited in terms of measuring stochastic variable incidence relation In defect.
Interdependent (Dependence) is the antonym of independent (Independence), and dependence refers to that stochastic variable X, Y exist Do not have independence in probability performance, it had not only contained linear relationship but also had contained non-linear relation, was a kind of more generalized Description.In real life, non-linear relation is a large amount of existing, therefore, here using " interdependent " description stochastic variable it Between incidence relation.
Tradition depends on related coefficient based on the modeling method of multivariate joint probability distribution (such as multiple normal distribution), for two dimension For normal random variable (X, Y), the related coefficient of X, Y are equivalent to X for 0, and Y is mutually indepedent, this feature causes it not applicable In non-linear interdependent occasion.And the method based on Copula function can handle non-linear interdependent data, ask to solve this Topic provides a strong tool.
The definition and Sklar theorem of dimensional Co pula function
Copula is intended that " connection ", and the modeling approach using Copula function is to decompose the Joint Distribution of random vector For edge distribution and Copula function two parts, edge distribution is connected by Copula function, as Joint Distribution.This So that the modeling of Joint Distribution is more flexible, it is no longer limited to existing classical Joint Distribution.The previously described random vector (X, Y) Joint Distribution, generally using the classical Joint Distribution such as Two dimension normal distribution, this kind of Joint Distribution is single often through one Family of distributions constructs to obtain, and the structure of the family of distributions is also relatively easy, and otherwise the expression formula of Joint Distribution can be excessively complicated.This Outside, define that Joint Distribution is equivalent to implicitly define edge distribution, this is being many times unreasonable.It is based on The Joint Distribution modeling method of Copula function can respectively specify that the form of edge distribution and co-ordinative construction, so that solution to model It is stronger to release power.
The Joint Distribution that can be used for constructing Multivariate Random Vector on Copula function theory, due to Copula function itself In some limitations of higher-dimension situation, dimensional Co pula function is only introduced.The definition of dimensional Co pula function and correlation theorem are general It includes as follows:
It defines 1 dimensional Co pula function and is defined in [0,1]2On function C (u, v), it meets following two condition:
1 couple of any u, v ∈ [0,1], C (u, 0)=C (0, v)=0, C (u, 1)=u, C (1, v)=v is set up.
2 couples of arbitrary u1≤u2,v1≤v2, u1,u2,v1,v2∈ [0,1], has
C(u2,v2)-C(u2,v1)-C(u1,v2)+C(u1,v1)≥0
If there is 1 joint distribution function H () of theorem continuous boundary to be distributed F1(·),F2() certainly exists one only One Copula function C (), to arbitrary x1,x2∈ R, has
H(x1,x2)=C (F1(x1),F2(x2))\*MERGEFORMAT(2)
It is the Sklar theorem that Sklar is proposed in nineteen fifty-nine above.The theorem proving existence of Copula function and only One property, gives sufficient and necessary condition existing for Copula function, illustrates to solve the problems, such as that dependence is with Copula function It is feasible.Sklar theorem shows that any one two-dimentional Joint Distribution can be decomposed into a Copula function and corresponding two A edge distribution, this makes Two dimensional Distribution modeling more flexible.The theorem is Copula function in multi-variate statistical analysis field Using having established theoretical basis.
Common Copula function
Common Copula function has oval a small bundle of straw, etc. for silkworms to spin cocoons on Copula function, FGM (Farlie-Gumbel-Morgenstern) a small bundle of straw, etc. for silkworms to spin cocoons on Copula function and Archimedes's a small bundle of straw, etc. for silkworms to spin cocoons on Copula function.Gaussian distribution is one kind of family of ellipses distribution, although this distribution There is no closed expression, but relatively simple when construction multivariate joint probability distribution, so being widely used in engineering.It is oval Race is distributed maximum the disadvantage is that requiring its edge distribution all is same family of ellipses, in order to overcome this difficulty, proposes ellipse Race Copula.It does not have strict requirements to edge distribution, may belong to different family of ellipses.
Gaussian Copula function is defined as:
Wherein, Σ indicates that the element on diagonal line is 1, and other elements are the symmetric positive definite matrix of ρ;ΦρIndicate phase relation Matrix number is the standard multiple normal distribution cumulative distribution function of Σ;Φ-1() indicates standardized normal distribution cumulative distribution function Inverse function;I indicates unit matrix.
Summary of the invention
The object of the present invention is to provide the dependence evaluation methods between a kind of multiple performance parameters of ammunition parts, to realize This purpose, scheme are as follows:
It is characterized by:
It is assumed that establishing the two-parameter degradation model based on Copula under the precondition of Copula parameter constant, and provide phase The method for parameter estimation answered:
Assuming that certain product has two performance characteristic parameters, the available degeneration rail of the degenerative process of each performance characteristic parameter Mark model or random process model description, are denoted as { X1(t),X2(t)};
{X1(t),X2(t) } joint distribution function is
H(X1(t),X2(t))=C (F1(X1(t)),F2(X2(t))\*MERGEFORMAT(5)
Wherein, Fp(XpIt (t)) is Xp(t) cumulative distribution function, p=1,2;
For the product with two performance characteristic parameters, Reliability Function is
R (t)=C (R1(t),R2(t))\*MERGEFORMAT(6)
Wherein, Rp(t) be p-th of performance parameter Reliability Function, p=1,2;
When any one performance parameter value reaches or when threshold value beyond design code, will lead to product failure;Fail threshold Value is denoted as { D1,D2};Therefore, for the product with two performance characteristic parameters, reliability is
R (t)=P ((X1(t),X2(t)) ∈ S)=P (X1(t) < D1,X2(t) < D2)\*MERGEFORMAT(7)
S represents security domain in formula, and when all properties parameter is respectively positioned in security domain S, product is worked normally;
Due to P (X1(t) < D1)=F1(D1| t), P (X2(t) < D2)=F2(D2|t);Formula (7) can be write as
R (t)=P (X1(t) < D1,X2(t) < D2)
=C (F1(D1|t),F2(D2|t))\*MERGEFORMAT(8)
=C (R1(t),R2(t))
F in formulap(XpIt (t)) is Xp(t) cumulative distribution function, p=1,2;Rp(t) be p-th of performance parameter reliability Function, p=1,2;
Particularly, if performance characteristic parameter is mutually indepedent, the Reliability Function in formula (8) can simplify for
R (t)=R1(t)R2(t)\*MERGEFORMAT(9)
Wherein RpIt (t) is the marginal Reliability Function of p-th of performance characteristic parameter, p=1,2;
For two performance degenerative process { X1(t),X2(t) }, enabling it in the Reliability Function of t moment is respectively u=R1 (t) and v=R2(t);Then
(P1) for allC (u, 0)=C (0, v)=0;
(P2) for allC (u, 1)=u, C (1, v)=v;
(P3) for allMax (u+v-1,0) < C (u, v) < min (u, v);
Property (P1) illustrates that any one performance parameter is more than that failure threshold can all lead to product failure, property (P2) explanation If one of performance parameter is not degenerated, the reliability of product will be determined by another performance parameter completely;Property (P3) description Fr é chet-Hoeffding section, by R (t)=C (R1(t),R2(t)) it substitutes into property (P3) and obtains Fr é chet- The section Hoeffding are as follows:
max(R1(t)+R2(t)-1,0)≤R(t)≤min(R1(t),R2(t))\*MERGEFORMAT(10)
The property illustrates that the reliability of two-parameter performance degradation failure type product is centainly in above formula section;
Estimate model parameter method:
Step 1: solving edge distribution parameter
1) for the covariant model in nonlinear drift Wiener-Hopf equation, parameter to be estimated and contiguous function μzIt is related, When contiguous function is μz=ae-b/zWhen, parameter to be asked is βp=[ap,bpp], p=1,2;Degeneration increment xpkijProbability density Function is
Log-likelihood function is
In formulaIt is the degeneration increment observed, Δ (tkij)=tkij-tki,j-1It is twice The interval time of detection, τkij=τ (tkij)-τ(tki,j-1) be conversion after interval time,For the probability of standardized normal distribution Density function;
2) for the covariant model in inverse Gaussian process, parameter to be estimated is βp=[ap,bpp], p=1,2, Middle ap,bpIt is contiguous function μzIn parameter;Degeneration increment xpkijProbability density function be
Log-likelihood function is
In formulaIt is the degeneration increment observed, τkij=τ (tkij)-τ(tki,j-1) it is to turn Detection interval time after changing,It is about ap,bpFunction;
Step 2: solving Copula function parameter;
The first step has found out the parameter of two edge distributionsSubstituted into formula (32), available pass In the likelihood function of parameter alpha:
In formulaWithIt is the cumulative distribution function and probability density function of p-th of edge distribution respectively,Be C (;Density function α), xpkijIt is that the degeneration observed increases Amount, p=1,2;
After saving constant term, formula (37) can simplify are as follows:
The estimation parameter value of parameter alpha can indicate are as follows:
Θ is parameter space in formula;
Since, only comprising one to two parameters, maximum likelihood estimation can pass through Newton- in likelihood function The optimization algorithms such as Raphson acquire.
Figure of description
Fig. 1 is that stochastic variable X obeys standardized normal distribution, stochastic variable Y=X2, the scatter plot of (X, Y), wherein phase relation Number is 0, but X and Y be not independent;
Fig. 2 is equivalent serial model;
Fig. 3 is 1 Degradation path of parameter at 70 DEG C;
Fig. 4 is 2 Degradation path of parameter at 70 DEG C;
Fig. 5 is 1 Degradation path of parameter at 85 DEG C;
Fig. 6 is 2 Degradation path of parameter at 85 DEG C;
Fig. 7 is 1 Degradation path of parameter at 100 DEG C;
Fig. 8 is 2 Degradation path of parameter at 100 DEG C
Fig. 9 is the 1 degraded data average value of parameter (70 DEG C) under power function fitting;
Figure 10 is the 1 degraded data average value of parameter (85 DEG C) under power function fitting;
Figure 11 is the 1 degraded data average value of parameter (100 DEG C) under power function fitting.
Specific embodiment
With reference to the accompanying drawing and specific embodiment the present invention will be further described.
1.1 reliability model
The present invention describes the dependence between two performance parameters using Copula function.It initially sets up and is increased based on non-stationary The one-parameter degradation model of amount process, then it is assumed that being established under the precondition of Copula parameter constant double based on Copula Parameter degradation model, and provide corresponding method for parameter estimation.
For a tool there are two the product of critical performance parameters, the present invention has done following hypothesis:
The degeneration behavior of two performance parameters can be modeled with the non-stationary incremental process hereafter established.
There are dependence, Dependence Structures can be described with Copula function for two performance parameters.
The range that any one performance parameter value reaches or allows beyond design all will lead to product failure.
The parameter of Copula function is not at any time and stress variation.
Assuming that certain product has two performance characteristic parameters, the available degeneration rail of the degenerative process of each performance characteristic parameter Mark model or random process model description, are denoted as { X1(t),X2(t)}.According to theorem 1 it is found that { X1(t),X2(t) } joint point Cloth function is
H(X1(t),X2(t))=C (F1(X1(t)),F2(X2(t))\*MERGEFORMAT(5)
Wherein, Fp(XpIt (t)) is Xp(t) cumulative distribution function, p=1,2.
For the product with two performance characteristic parameters, Reliability Function is for proposition 1
R (t)=C (R1(t),R2(t))\*MERGEFORMAT(6)
Wherein, Rp(t) be p-th of performance parameter Reliability Function, p=1,2.
For the product with two performance parameters, reliability block diagram can be equivalent to series connection mould shown in Fig. 2 Type.
When any one performance parameter value reaches or when threshold value beyond design code, will lead to product failure.Fail threshold Value is denoted as { D1,D2}.Therefore, for the product with two performance characteristic parameters, reliability is
R (t)=P ((X1(t),X2(t)) ∈ S)=P (X1(t) < D1,X2(t) < D2)\*MERGEFORMAT(7)
S represents security domain in formula, and when all properties parameter is respectively positioned in security domain S, product is worked normally.
Due to P (X1(t) < D1)=F1(D1| t), P (X2(t) < D2)=F2(D2|t).Formula (7) can be write as
R (t)=P (X1(t) < D1,X2(t) < D2)
=C (F1(D1|t),F2(D2|t))
=C (R1(t),R2(t))
\*MERGEFORMAT(8)
F in formulap(XpIt (t)) is Xp(t) cumulative distribution function, p=1,2.Rp(t) be p-th of performance parameter reliability Function, p=1,2.
Particularly, if performance characteristic parameter is mutually indepedent, the Reliability Function in formula (8) can simplify for
R (t)=R1(t)R2(t)\*MERGEFORMAT(9)
Wherein RpIt (t) is the marginal Reliability Function of p-th of performance characteristic parameter, p=1,2.
Property 1Copula function has good statistical property, for two performance degenerative process { X1(t),X2(t) } it, enables It is respectively u=R in the Reliability Function of t moment1(t) and v=R2(t).Then (P1) is for allC (u, 0)=C (0, v)=0;
(P2) for allC (u, 1)=u, C (1, v)=v;
(P3) for allMax (u+v-1,0) < C (u, v) < min (u, v).
Property (P1) illustrates that any one performance parameter is more than that failure threshold can all lead to product failure, property (P2) explanation If one of performance parameter is not degenerated, the reliability of product will be determined by another performance parameter completely.Property (P3) description Fr é chet-Hoeffding section, by R (t)=C (R1(t),R2(t)) it substitutes into property (P3) and obtains Fr é chet- The section Hoeffding are as follows:
max(R1(t)+R2(t)-1,0)≤R(t)≤min(R1(t),R2(t))\*MERGEFORMAT(10)
The property illustrates that the reliability of two-parameter performance degradation failure type product is centainly in above formula section.
Two-parameter degradation model parameter Estimation
Method for parameter estimation under 1.1 specified stress
Assuming that putting into n sample in total, each sample existsMoment is detected, the pth of i-th of sample Performance parameter is in tijThe performance detection value at moment is denoted asI=1,2 ..., n, j=0,1,2 ..., mi, p=1,2; Wherein n is sample size, miIt is the detection number of i-th of sample.Degraded data can be expressed as form:
Remember that α is the parameter in Copula function, βpFor the model parameter of p-th of performance degradation process, For i-th of sample p-th of performance parameter in time interval [ti,j-1,tij] in degeneration increment, whereinIt degenerates The joint probability density function of increment is
F in formulap(·;βp) and fp(·;βp) be respectively p-th of edge distribution cumulative distribution function and probability density letter Number,Be C (;Density function α).
According to formula (12) and independent increment property, the likelihood function that test data can be obtained is
Log-likelihood function is accordingly
It include multiple unknown parameters in formula (14), by taking simplest model as an example, β12It respectively include three parameters, α includes One to two parameters.It is by no means easy to directly adopt Maximum Likelihood Estimation solving model parameter, it is even infeasible.Observation It was found that parameter to be estimated consists of two parts: first part is parameter beta=[β in edge distribution12], second part is Parameter alpha in Copula function.The method of two steps estimation of the invention, is successively fitted each edge distribution first, solves edge distribution In parameter beta=[β12];Then Copula structure appropriate is selected, by the obtained edge distribution estimates of parameters of the first stepLikelihood function shown in substitution formula (14) obtains the estimation of Copula parameter alpha using Maximum Likelihood Estimation Value.Since, all only comprising a small amount of parameter, difficulty in computation is remarkably decreased, and solution efficiency will also get a promotion in each step.Xu, Joe The validity and asymptotic normality of this two steps estimation are had studied with Wang Fang et al., and are carried out with whole Maximum Likelihood Estimation Comparison, it is indicated that this method efficiency with higher, edge distribution estimates of parameters and Copula estimates of parameters all ten tap Nearly actual parameter.
Step 1: solving edge distribution parameter.
The parameter of two edge distributions is estimated respectively
1) for the naive model X (t) in nonlinear drift Wiener-Hopf equation=σpB(t)+μpτp(t) for, βp=[μp, σpp], p=1,2, wherein γpFor τp(t) unknown parameter in, such asDegeneration increment xpijProbability density function For
Log-likelihood function is
In formulaIt is the degeneration increment observed, τij=τ (tij)-τ(ti,j-1) be conversion after Detection interval time twice, Δ tij=tij-ti,j-1It is the interval time detected twice,For the probability of standardized normal distribution Density function.
2) for the random-effect model in nonlinear drift Wiener-Hopf equation
For, βp=[ωpppp], p=1,2, γpFor τp(t) In unknown parameter, such asDegeneration increment xpijProbability density function be
Log-likelihood function is
In formulaIt is the degeneration increment observed, τij=τ (tij)-τ(ti,j-1) be conversion after The interval time detected twice, Δ tij=tij-ti,j-1It is the interval time detected twice.
3) for naive model IG (μ τ (t), the σ τ in inverse Gaussian process2(t)) for, βp=[μppp], p=1, 2, γpFor τp(t) unknown parameter in, such asDegeneration increment xpijProbability density function be
Log-likelihood function is
In formulaIt is the degeneration increment observed, τij=τ (tij)-τ(ti,j-1) be conversion after Detection interval time.
4) random-effect model IG (μ τ (t), the σ τ in inverse Gaussian process2(t)),μ-1~TN (ω, δ-2) for, βp= (σpppp), p=1,2, γpFor τp(t) unknown parameter in, such asDegeneration increment xpiJoint probability Density function is
Log-likelihood function is
In formulaIt is the degeneration increment observed, τij=τ (tij)-τ(ti,j-1),
Step 2: solving Copula function parameter.
The first step has found out the parameter of two edge distributionsSubstituted into formula (14) available pass In the likelihood function of parameter alpha:
In formulaWithIt is the cumulative distribution function and probability density function of p-th of performance parameter respectively,Be C (;Density function α), xpijIt is that the degeneration observed increases Amount, p=1,2.
Latter half is unrelated with parameter alpha in formula (23), does not influence final result, can cast out.New likelihood function are as follows:
The maximum likelihood estimation of parameter alpha can indicate are as follows:
Θ is parameter space in formula.
It only include a parameter alpha in likelihood function, maximum likelihood estimation can for one-parameter Copula function To be easy to find out.By taking Frank Copula as an example, Copula density function are as follows:
Copula density function substitution formula (25) is obtained:
In other one-parameter Copula functionsIt can also be solved by similar approach.
It include two parameter alpha=[α in likelihood function for two-parameter Copula function12].With Joe- For Clayton Copula, Copula density function are as follows:
Copula density function in formula (28) is substituted into formula (25) to obtain:
Parameter in other two-parameter Copula functionsIt can also be solved by similar approach.
It only include two parameters in formula (29), optimal solution can be acquired using common optimization algorithm, such as Newton- Raphson algorithm.
Method for parameter estimation under 2.2 Constant Acceleration stress
The method for parameter estimation under specified stress has been discussed above, on this basis, has continued discussing under Constant Acceleration stress Method for parameter estimation.Assuming that there is a product that there is two performance characteristic parameters, the degenerative process of each performance characteristic parameter Available degradation path model or random process model description.Assuming that stress level zkLower investment nkA sample, total number of samples amount areL is stress total number.Sample is in tkijMoment is detected, and p-th of performance parameter of i-th of sample exists under k-th of stress tkijThe performance detection value at moment is denoted asK=1,2 ..., l, i=1,2 ..., nk, j=0,1,2 ..., mki, p= 1,2。nkIt is the sample size under k-th of stress level, mkiIt is the detection number of i-th of sample under k-th of stress level.It degenerates Data can be expressed as form as shown in table 1:
The two-parameter product accelerated degradation test data of table 1
Remember that α is the parameter in Copula function, βpFor the model parameter of p-th of performance degradation process, It is performance parameter in time interval [tki,j-1,tkij] in the degeneration increment that observes, whereinThe connection of degeneration increment Closing probability density function is F in formulap(·;βp) and fp(·;βp) be respectively p-th of edge distribution cumulative distribution function and probability density function,Be C (;Density function α).
According to independent increment property, the likelihood function that test data can be obtained is
Log-likelihood function is accordingly
Equally model parameter is estimated using two step estimation methods.
Step 1: solving edge distribution parameter.
3) for the covariant model in nonlinear drift Wiener-Hopf equation, parameter to be estimated and contiguous function μzIt is related, When contiguous function is μz=ae-b/zWhen, parameter to be asked is βp=[ap,bpp], p=1,2.Degeneration increment xpkijProbability density Function is
Log-likelihood function is
In formulaIt is the degeneration increment observed, Δ (tkij)=tkij-tki,j-1It is twice The interval time of detection, τkij=τ (tkij)-τ(tki,j-1) be conversion after interval time,For the probability of standardized normal distribution Density function.
4) for the covariant model in inverse Gaussian process, parameter to be estimated is βp=[ap,bpp], p=1,2, Middle ap,bpIt is contiguous function μzIn parameter.Degeneration increment xpkijProbability density function be
Log-likelihood function is
In formulaIt is the degeneration increment observed, τkij=τ (tkij)-τ(tki,j-1) it is to turn Detection interval time after changing,It is about ap,bpFunction.
Step 2: solving Copula function parameter.
The first step has found out the parameter of two edge distributionsSubstituted into formula (32), available pass In the likelihood function of parameter alpha:
In formulaWithIt is the cumulative distribution function and probability density function of p-th of edge distribution respectively,Be C (;Density function α), xpkijIt is the degeneration observed Increment, p=1,2.
After saving constant term, formula (37) can simplify are as follows:
The estimation parameter value of parameter alpha can indicate are as follows:
Θ is parameter space in formula.
Since, only comprising one to two parameters, maximum likelihood estimation can relatively easily pass through in likelihood function The optimization algorithms such as Newton-Raphson acquire.
The assessment of 2 ammunition assembly reliabilities
2.1 accelerated degradation test data
For ammunition component, constant stress temperature accelerated degradation test is carried out, has chosen 70 DEG C, 85 DEG C, 100 DEG C and be used as 3 A accelerated stress is horizontal, and 5 samples are respectively arranged at each temperature.For each sample, its parameter 2 of periodic measurement and parameter 1 this Two performance degradation parameters measure 9,12,9 times respectively under three stress.Complete performance degradation parameter measurement data such as table Shown in 2-4 and Fig. 3-8.
Performance parameter degraded data at 2 70 DEG C of table
Performance parameter degraded data at 3 85 DEG C of table
Performance parameter degraded data at 4 100 DEG C of table
According to two-parameter model set forth above and two-step method method for parameter estimation, next first to parameter 2 and parameter 1 The two performance parameters carry out translation processing, i.e., are 0 by the translation of initial drift amount, next carry out respectively to the parameter after translation Modeling is then based on Copula function and models to the dependence relation of two parameter, and carries out parameter Estimation and reliability assessment.
2.2 parameters 1
For this single performance parameter of parameter 1, modeling analysis is carried out using common degradation path model:
Y (t)=λ1γ1Λ1(t)+ε1\*MERGEFORMAT(40)
Wherein, Λ1It (t) is nonlinear function, γ1It is covariant parameter,For error term.
Since the reliability test of ammunition component is completed under temperature accelerated stress, common Allan Buddhist nun is used This black model models covariant parameter, i.e.,Then formula (40) becomes
ByIt is found that t at any one time,If its probability Density function is fY(y):
Wherein,For the probability density function of standardized normal distribution,For Λ1(t) unknown parameter in.
It has furthermore been found that under same temperature stress, E [Y (t)] ∝ Λ1(t), therefore by the institute under simple stress There is the average value of 5 sample degraded datas to carry out regression analysis, can tentatively judge Λ1(t) citation form.Here with linear Alternately model is analyzed for three kinds of function, exponential function and power function forms, as a result as shown in table 5 and Fig. 9 to Figure 11, hair The fitting effect of existing power function is preferable, therefore selects here
The coefficient R of 1 degraded data average value of parameter under the different fitting functions of table 52
Λ is being determined1(t) after citation form, so that it may using Maximum Likelihood Estimation in degradation model not Know that parameter is estimated, maximum likelihood function are as follows:
Wherein, (ti,j,k,yi,j,k) it is time point and parameter 1 of i-th of sample in jth time measurement under k-th of stress Amount, K are total stress number, nkFor the sample number under k-th of stress, miFor the pendulous frequency of i-th of sample.
Parameters are obtained to above-mentioned maximum likelihood function maximizing using intelligent optimization methods such as genetic algorithms Estimated value is as shown in the table:
6 parameter of table, 1 degradation model parameter Estimation
It follows that ammunition parameterWherein ε1~N (0, 0.22072)。
Therefore, 1 average value of parameter stored under 25.7 ° by model prediction 10 years is
Wherein, -1.2333 be parameter 1 average value of all samples in on-test.
And mechanical 1 amount of ammunition component parameter of storehouse storage (25.7 °) is sent out by actual measurement two, record is stored 10 years Measured value is respectively -0.7 and -1.1, i.e., the actual measurement of parameter 1 average value is
Therefore, for this parameter of parameter 1, the precision of prediction of model
2.3 parameters 2
For this performance degradation parameter of parameter 2, handled using similar degradation model, i.e. X (t)=λ2γ2Λ2 (t)+ε2, whereinFor nonlinear function,It is covariant related with accelerated stress,For error term.
T at any one time,If its probability density function is fX(x):
The unknown parameter in degradation model is estimated also with Maximum Likelihood Estimation, maximum likelihood function Are as follows:
Wherein, (ti,j,k,xi,j,k) it is time point and parameter 2 of i-th of sample in jth time measurement under k-th of stress Amount, K are total stress number, nkFor the sample number under k-th of stress, miFor the pendulous frequency of i-th of sample.
Parameters are obtained to above-mentioned maximum likelihood function maximizing using intelligent optimization methods such as genetic algorithms Estimated value is as shown in the table:
7 parameter of table, 2 degradation model parameter Estimation
Parameter λ2 σ2 η2 β2
Estimated value 7.6911 0.1808 0.2259 0.0075
It follows that parameterWherein ε2~N (0,0.18082).Cause This, 2 average value of parameter stored under 25.7 ° 10 years by model prediction is
Wherein, -0.4 is parameter 2 average value of all samples in on-test.
And 2 amount of parameter of storehouse storage (25.7 °) is sent out by actual measurement two, record stores 10 years measured value difference For -0.5 and -0.4, i.e. the actual measurement of parameter 2 average value is
Therefore, for this parameter of parameter 1, the precision of prediction of model
2.4 two-parameter modelings
When considering the correlation of parameter 2 and parameter 1, two-parameter modeling is carried out using Gaussian Copula function, Citation form is
Wherein, Σ indicates that the element on diagonal line is 1, and other elements are the symmetric positive definite matrix of ρ;ΦρIndicate phase relation Matrix number is the standard multiple normal distribution cumulative distribution function of Σ;Φ-1() indicates standardized normal distribution cumulative distribution function Inverse function;I indicates unit matrix.
For the two-dimentional Gaussian Copula in two-parameter situation, functional form can be write as
Wherein,Indicate that related coefficient is the standard dyadic normpdf of ρ.
Based on this Gaussian Copula function and parameter 1 and 2 degradation model of parameter, available total likelihood function is
Wherein FY(xijk),FX(yijk) be respectively parameter 1 and parameter 2 cumulative distribution function.The likelihood function is taken pair Number, obtains
By two-step method set forth above it is found that can first estimate the unknown ginseng in 2 two edge distributions of parameter 1 and parameter Number, as a result as shown in front 6 and table 7;It is as follows by new likelihood function is obtained after these parameter estimation results substitution (56).
The maximum value of above-mentioned likelihood function is solved by intelligent optimization methods such as genetic algorithms, can further be estimated Unknown parameter ρ=0.0089 in Gaussian Copula function.
Therefore, model prediction in 10 years is stored for the two-parameter degenerative process there are dependence relation, under 25.7 ° Copula mean value functions are
The ammunition component parameter 1 and 2 measured value of parameter under storehouse storage be respectively (- 0.5, -0.7) and (- 0.4, - 1.1), then Copula function actual measurement average value is
Therefore, for this two-parameter degenerative process, the precision of prediction of model
For there are the two-parameter degenerative processes of dependence relation, present invention firstly provides a kind of multiple property of ammunition parts Dependence evaluation method between energy parameter, gives the reliability model of two-parameter degeneration on the basis of Sklar determines power.Into one Step is directed to the model, proposes a kind of two-step method with higher efficiency to estimate the unknown parameter in model, right respectively first Two performance parameter degenerative processes carry out modeling analysis, estimate the unknown parameter in its edge distribution;Then, by edge distribution Estimates of parameters substitutes into whole maximum likelihood function, can estimate to obtain the unknown parameter in Copula function.
For actual ammunition component degenerative process, its crucial parameter 1 and parameter 2 two interdependent degeneration ginsengs are considered Number is carried out modeling analysis using the two-parameter degradation model of proposition and is asked respectively using genetic algorithm Sum Maximum Likelihood Estimate method Obtained the unknown parameter in the edge distribution parameter and Gaussian Copula function of two performance amount of degradations.By with library The measured value of room storage compares and analyzes, and the model prediction accuracy that 1 this parameter of parameter is calculated reaches 85.92%, ginseng The model prediction accuracy of 2 this parameter of number reaches 88.60%, and the model prediction accuracy of final two-parameter Copula functional value reaches To 93.75%.

Claims (1)

1. the dependence evaluation method between a kind of multiple performance parameters of ammunition parts, it is characterised in that:
It is assumed that establishing the two-parameter degradation model based on Copula under the precondition of Copula parameter constant, and provide corresponding Method for parameter estimation:
Assuming that certain product has two performance characteristic parameters, the available Degradation path mould of the degenerative process of each performance characteristic parameter Type or random process model description, are denoted as { X1(t),X2(t)};{X1(t),X2(t) } joint distribution function is
H(X1(t),X2(t))=C (F1(X1(t)),F2(X2(t))
Wherein, Fp(XpIt (t)) is Xp(t) cumulative distribution function, p=1,2;
For the product with two performance characteristic parameters, Reliability Function is
R (t)=C (R1(t),R2(t))
Wherein, Rp(t) be p-th of performance parameter Reliability Function, p=1,2;
When any one performance parameter value reaches or when threshold value beyond design code, will lead to product failure;Failure threshold note For { D1,D2};Therefore, for the product with two performance characteristic parameters, reliability is
R (t)=P ((X1(t),X2(t)) ∈ S)=P (X1(t) < D1,X2(t) < D2)
S represents security domain in formula, and when all properties parameter is respectively positioned in security domain S, product is worked normally;
Due to P (X1(t) < D1)=F1(D1| t), P (X2(t) < D2)=F2(D2|t);Formula (7) can be write as
R (t)=P (X1(t) < D1,X2(t) < D2)
=C (F1(D1|t),F2(D2|t))
=C (R1(t),R2(t))
F in formulap(XpIt (t)) is Xp(t) cumulative distribution function, p=1,2;Rp(t) be p-th of performance parameter Reliability Function, P=1,2;
Particularly, if performance characteristic parameter is mutually indepedent, the Reliability Function in formula (8) can simplify for
R (t)=R1(t)R2(t)
Wherein RpIt (t) is the marginal Reliability Function of p-th of performance characteristic parameter, p=1,2;
For two performance degenerative process { X1(t),X2(t) }, enabling it in the Reliability Function of t moment is respectively u=R1(t) and v =R2(t);Then
(P1) for allC (u, 0)=C (0, v)=0;
(P2) for allC (u, 1)=u, C (1, v)=v;
(P3) for allMax (u+v-1,0) < C (u, v) < min (u, v);
Property (P1) illustrates that any one performance parameter is more than that failure threshold can all lead to product failure, and property (P2) is if illustrate it In a performance parameter do not degenerate, the reliability of product will be determined by another performance parameter completely;Property (P3) describes Fr é The section chet-Hoeffding, by R (t)=C (R1(t),R2(t)) it substitutes into property (P3) and obtains the section Fr é chet-Hoeffding Are as follows: max (R1(t)+R2(t)-1,0)≤R(t)≤min(R1(t),R2(t))
The property illustrates that the reliability of two-parameter performance degradation failure type product is centainly in above formula section;
Estimate model parameter method:
Step 1: solving edge distribution parameter
1) for the covariant model in nonlinear drift Wiener-Hopf equation, parameter to be estimated and contiguous function μzIt is related, work as connection Function is μz=ae-b/zWhen, parameter to be asked is βp=[ap,bpp], p=1,2;Degeneration increment xpkijProbability density function be
Log-likelihood function is
In formulaIt is the degeneration increment observed, Δ (tkij)=tkij-tki,j-1It is to detect twice Interval time, τkij=τ (tkij)-τ(tki,j-1) be conversion after interval time,For the probability density of standardized normal distribution Function;
2) for the covariant model in inverse Gaussian process, parameter to be estimated is βp=[ap,bpp], p=1,2, wherein ap, bpIt is contiguous function μzIn parameter;Degeneration increment xpkijProbability density function be
Log-likelihood function is
In formulaIt is the degeneration increment observed, τkij=τ (tkij)-τ(tki,j-1) be conversion after Detection interval time,It is about ap,bpFunction;
Step 2: solving Copula function parameter;
The first step has found out the parameter of two edge distributionsIt is substituted into formula (32), it is available about ginseng The likelihood function of number α:
In formulaWithIt is the cumulative distribution function and probability density function of p-th of edge distribution respectively,Be C (;Density function α), xpkijIt is that the degeneration observed increases Amount, p=1,2;
After saving constant term, formula (37) can simplify are as follows:
The estimation parameter value of parameter alpha can indicate are as follows:
Θ is parameter space in formula;
Since, only comprising one to two parameters, maximum likelihood estimation can pass through Newton-Raphson etc. in likelihood function Optimization algorithm acquires.
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