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Record W1968036687 · doi:10.1239/aap/1046366106

Recursive filters for a partially observable system subject to random failure

2003· article· en· W1968036687 on OpenAlexaff
Daming Lin, Viliam Makiš

Bibliographic record

VenueAdvances in Applied Probability · 2003
Typearticle
Languageen
FieldEngineering
TopicFault Detection and Control Systems
Canadian institutionsUniversity of Toronto
Fundersnot available
KeywordsUnobservableMathematicsState (computer science)ObservableState spaceMarkov processStochastic processProcess (computing)Filter (signal processing)Applied mathematicsRecursive filterMeasure (data warehouse)AlgorithmMathematical optimizationComputer scienceStatisticsDigital filterData miningEconometrics

Abstract

fetched live from OpenAlex

We consider a failure-prone system which operates in continuous time and is subject to condition monitoring at discrete time epochs. It is assumed that the state of the system evolves as a continuous-time Markov process with a finite state space. The observation process is stochastically related to the state process which is unobservable, except for the failure state. Combining the failure information and the information obtained from condition monitoring, and using the change of measure approach, we derive a general recursive filter, and, as special cases, we obtain recursive formulae for the state estimation and other quantities of interest. Up-dated parameter estimates are obtained using the EM algorithm. Some practical prediction problems are discussed and an illustrative example is given using a real dataset.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.012
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.020
Threshold uncertainty score0.039

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.012
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0010.001
Science and technology studies0.0010.001
Scholarly communication0.0020.002
Open science0.0020.001
Research integrity0.0030.002
Insufficient payload (model declined to judge)0.0020.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.009
GPT teacher head0.221
Teacher spread0.212 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations63
Published2003
Admission routes1
Has abstractyes

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