Prognostics 101: A tutorial for particle filter-based prognostics algorithm using Matlab

This paper presents a Matlab-based tutorial for model-based prognostics, which combines a physical model with observed data to identify model parameters, from which the remaining useful life (RUL) can be predicted. Among many model-based prognostics algorithms, the particle filter is used in this tutorial for parameter estimation of damage or a degradation model. The tutorial is presented using a Matlab script with 62 lines, including detailed explanations. As examples, a battery degradation model and a crack growth model are used to explain the updating process of model parameters, damage progression, and RUL prediction. In order to illustrate the results, the RUL at an arbitrary cycle are predicted in the form of distribution along with the median and 90% prediction interval. This tutorial will be helpful for the beginners in prognostics to understand and use the prognostics method, and we hope it provides a standard of particle filter based prognostics.

[1]  A. Saltelli,et al.  Reliability Engineering and System Safety , 2008 .

[2]  Krishna R. Pattipati,et al.  Model-Based Prognostic Techniques Applied to a Suspension System , 2008, IEEE Transactions on Systems, Man, and Cybernetics - Part A: Systems and Humans.

[3]  K. Goebel,et al.  Multiple damage progression paths in model-based prognostics , 2011, 2011 Aerospace Conference.

[4]  Jonathan A. DeCastro,et al.  Exact Nonlinear Filtering and Prediction in Process Model-Based Prognostics , 2009 .

[5]  P. C. Paris,et al.  A Critical Analysis of Crack Propagation Laws , 1963 .

[6]  Weicheng Cui,et al.  An engineering model of fatigue crack growth under variable amplitude loading , 2008 .

[7]  T. Bayes An essay towards solving a problem in the doctrine of chances , 2003 .

[8]  D. An,et al.  In-Situ Monitoring and Prediction of Progressive Joint Wear Using Bayesian Statistics , 2010 .

[9]  Masoud Rabiei,et al.  A probabilistic-based airframe integrity management model , 2009, Reliab. Eng. Syst. Saf..

[10]  T. Başar,et al.  A New Approach to Linear Filtering and Prediction Problems , 2001 .

[11]  K. Goebel,et al.  Prognostics in Battery Health Management , 2008, IEEE Instrumentation & Measurement Magazine.

[12]  Enrico Zio,et al.  A data-driven fuzzy approach for predicting the remaining useful life in dynamic failure scenarios of a nuclear system , 2010, Reliab. Eng. Syst. Saf..

[13]  Nam H. Kim,et al.  Identification of correlated damage parameters under noise and bias using Bayesian inference , 2011 .

[14]  George J. Vachtsevanos,et al.  A particle-filtering approach for on-line fault diagnosis and failure prognosis , 2009 .

[15]  Frank L. Lewis,et al.  Intelligent Fault Diagnosis and Prognosis for Engineering Systems , 2006 .

[16]  Mohammad Modarres,et al.  A probabilistic physics-of-failure model for prognostic health management of structures subject to pitting and corrosion-fatigue , 2011, Reliab. Eng. Syst. Saf..

[17]  S. J. Payne A Bayesian approach for the estimation of model parameters from noisy data sets , 2005, IEEE Signal Processing Letters.

[18]  Enrico Zio,et al.  Particle filtering prognostic estimation of the remaining useful life of nonlinear components , 2011, Reliab. Eng. Syst. Saf..

[19]  Visakan Kadirkamanathan,et al.  Parameter estimation of railway vehicle dynamic model using rao-blackwellised particle filter , 2003, 2003 European Control Conference (ECC).

[20]  Chao Hu,et al.  Ensemble of data-driven prognostic algorithms for robust prediction of remaining useful life , 2011, 2011 IEEE Conference on Prognostics and Health Management.

[21]  Ralph S. Silva,et al.  On Some Properties of Markov Chain Monte Carlo Simulation Methods Based on the Particle Filter , 2012 .