关键词: 竞争失效；多元退化；随机过程；Copula函数；比例危险模型

Abstract: In order to solve the problem of aero-engines’ reliability evaluation of multi-degraded systems under competitive failure， a reliability evaluation method of related competitive failure between multi-degraded failure and sudden failure is proposed. The non-linear Wiener process and Gamma process with random effects are used to describe the degenerate failure process of the system， the appropriate Copula function is chosen to model the failure correlation of the multivariate degenerate system， and parameter of multivariate degradation-related failure model is estimated by Markov chain Monte Carlo method. The Weibull distribution is introduced to describe the sudden failure time， the proportional hazard model is used to construct the sudden failure rate function about the performance degradation， and the two-step maximum likelihood estimation method is used to identify the model parameters. Combined with the performance degradation data of aero-engines， the reliability evaluation of the multivariate degradation system under competitive failure is realized， and the validity and accuracy of the model are verified through the analysis results.

Key words: competitive failure; multivariate degradation; stochastic process; Copula function; proportional hazard model