Modeling and analysis of cyclic inhomogeneous Markov processes: a wind turbine case study

2014/04/01 by Teresa Scholz, Scholz, Teresa, Vítor V. Lopes +5
Engineering · #Control Systems and Identification #Data Analysis #FOS: Physical sciences #Machine Fault Diagnosis Techniques #Statistics and Probability (physics.data-an) #Structural Health Monitoring Techniques

paper · pdf · doi:10.48550/arxiv.1404.0203

openalex publication_date 2014/04/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

A method is proposed to reconstruct a cyclic time-inhomogeneous Markov pro- cess from measured data. First, a time-inhomogeneous Markov model is fit to the data, taken here from measurements on a wind turbine. From the time-dependent transition matrices, the time-dependent Kramers-Moyal coefficients of the corresponding stochastic process are computed. Further applications of this method are discussed.

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