A comparison of linear and optimal non-linear filters for a machine maintenance problem†

Abstract

In a previous paper an optimal maintenance policy for a machine subject to intermittent failure was studied. The policy depended on the implementation of a non-linear (but recursive) filter which provides the best (mean-square) estimate of the two-state process describing the intermittency. In this paper the information available to the controller is restricted to that provided by a more easily implemented ‘ piecewise-linear ’ filter, and its performance is compared with that of the optimal filter. It turns out that the piecewise-linear filter performs reasonably well for moderate rates of intermittency. For low rates, the linear filter performs poorly, and in a regime of frequent switches between desired and defective operation, both filters function equally poorly.

Notes

†This work was sponsored by the U.S. Department of the Air Force. The views and conclusions contained in this document are those of the contractor and should not he interpreted as necessarily representing the official policies, either expressed or implied of the United States Government.