A Condition Monitoring Approach Based on Controlled Markov Chain Model

In tins paper a condition monitoring approach using controlled Markov chain model for stochastic dynamic system in finite state space is considered. The connection between state transition probability matrix and difference equation is discussed. Firstly, the describing approach of Markov chain model for dynamic system is considered. The connection between Markov chain model and difference equation for SISO system is derived. And then an estimating approach for state transition probability matrix is provided. Finally, using the real testing data of some rocket engine, the condition monitoring approach is studied.