A kalman-filter smoothing approach for extrapolations in certain dose-response, damage-assessment, and accelerated-life-testing studies

In this expository paper, a new method for inference and extrapolations in certain dose-response, damage-assessment, and accelerated-life-testing studies is advocated. The method is based on the use of Kalman-filter smoothing. A distribution theory involving the double lognormal distribution is outlined, and some suggestions for implementing the method are made. An expository development of the backward recursive equations for Kalman-filter smoothing is given in an appendix. © 1987 Taylor & Francis Group, LLC.