Degradation Modeling and RUL Prediction Using Wiener Process Subject to Multiple Change Points and Unit Heterogeneity

Degradation modeling is critical for health condition monitoring and remaining useful life prediction (RUL). The prognostic accuracy highly depends on the capability of modeling the evolution of degradation signals. In many practical applications, however, the degradation signals show multiple phases, where the conventional degradation models are often inadequate. To better characterize the degradation signals of multiple-phase characteristics, we propose a multiple change-point Wiener process as a degradation model. To take into account the between-unit heterogeneity, a fully Bayesian approach is developed where all model parameters are assumed random. At the offline stage, an empirical two-stage process is proposed for model estimation, and a cross-validation approach is adopted for model selection. At the online stage, an exact recursive model updating algorithm is developed for online individual model estimation, and an effective Monte Carlo simulation approach is proposed for RUL prediction. The effectiveness of the proposed method is demonstrated through thorough simulation studies and real case study

Multiple-Change-Point Modeling and Exact Bayesian Inference of Degradation Signal for Prognostic Improvement

Prognostics play an increasingly important role in modern engineering systems for smart maintenance decision-making. In parametric regression-based approaches, the parametric models are often too rigid to model degradation signals in many applications. In this paper, we propose a Bayesian multiple-change-point (CP) modeling framework to better capture the degradation path and improve the prognostics. At the offline modeling stage, a novel stochastic process is proposed to model the joint prior of CPs and positions. All hyperparameters are estimated through an empirical two-stage process. At the online monitoring and remaining useful life (RUL) prediction stage, a recursive updating algorithm is developed to exactly calculate the posterior distribution and RUL prediction sequentially. To control the computational cost, a fixed-support-size strategy in the online model updating and a partial Monte Carlo strategy in the RUL prediction are proposed. The effectiveness and advantages of the proposed method are demonstrated through thorough simulation and real case studies

A Stochastic Approach to Measurement-Driven Damage Detection And Prognosis in Structural Health Monitoring

Damage detection and prognosis are integral to asset management of critical mechanical and civil engineering infrastructure. In practice, these two aspects are often decoupled, where the former is carried out independently using sensor data (e.g., vibrations), while the latter is undertaken based on reliability principles using life time failure data of the system or the component of interest. Only in a few studies damage detection results are extended to remaining useful life estimation, which is achieved by modeling the underlying degradation process using a surrogate measure of degradation. However, an integrated framework which undertakes damage detection, prognosis, and maintenance planning in a systematic way is lacking in the literature. Furthermore, the parameters of degradation model which are utilized for prognosis are often solely estimated using the degradation data obtained from the monitored unit, which represents the degradation of a specific unit, but ignores the general population trend. The main objectives of this thesis are three-fold: first, a mathematical framework using surrogate measure of degradation is developed to undertake the damage detection and prognosis in a single framework; next, the prior knowledge obtained from the historical failed units are integrated in model parameter estimation and residual useful life (RUL) updating of a monitored unit using a Bayesian approach; finally, the proposed degradation modeling framework is applied for maintenance planning of civil and industrial systems, specifically, for reinforced concrete beams and rolling element bearings. The initiation of a fault in these applications is often followed by a sudden change in the degradation path. The location of a change-point can be associated with a sudden loss of stiffness in the case of structural members, or fault initiation in the case of bearings. Hence, in this thesis, the task of change point location identification is thought of as being synonymous with damage or fault detection in the context of structural health monitoring. Furthermore, the change point results are used for two-phase degradation modeling, future degradation level prediction and subsequent RUL estimation. The model parameters are updated using a Bayesian approach, which systematically integrates the prior knowledge obtained from historical failure-time data with monitored data obtained from an in-situ unit. Once such a model is established, it is projected to a failure threshold, thereby allowing for RUL estimation and maintenance planning. Results from the numerical as well as actual field data shows that the proposed degradation modeling framework is good in performing these two tasks. It was also found that as more degradation data is utilized from the monitoring unit, the progressing fault is detected in a timely manner and the model parameters estimates and the end life predictions become more accurate