Health Monitoring of Nonlinear Systems with Application to Gas Turbine Engines

Health monitoring and prognosis of nonlinear systems is mainly concerned with system health tracking and its evolution prediction to future time horizons. Estimation and prediction schemes constitute as principal components of any health monitoring framework. In this thesis, the main focus is on development of novel health monitoring techniques for nonlinear dynamical systems by utilizing model-based and hybrid prognosis and health monitoring approaches. First, given the fact that particle filters (PF) are known as a powerful tool for performing state and parameter estimation of nonlinear dynamical systems, a novel dual estimation methodology is developed for both time-varying parameters and states of a nonlinear stochastic system based on the prediction error (PE) concept and the particle filtering scheme. Estimation of system parameters along with the states generate an updated model that can be used for a long-term prediction problem. Next, an improved particle filtering-based methodology is developed to address the prediction step within the developed health monitoring framework. In this method, an observation forecasting scheme is developed to extend the system observation profiles (as time-series) to future time horizons. Particles are then propagated to future time instants according to a resampling algorithm in the prediction step. The uncertainty in the long-term prediction of the system states and parameters are managed by utilizing dynamic linear models (DLM) for development of an observation forecasting scheme. A novel hybrid architecture is then proposed to develop prognosis and health monitoring methodologies for nonlinear systems by integration of model-based and computationally intelligent-based techniques. Our proposed hybrid health monitoring methodology is constructed based on a framework that is not dependent on the structure of the neural network model utilized in the implementation of the observation forecasting scheme. Moreover, changing the neural network model structure in this framework does not significantly affect the prediction accuracy of the entire health prediction algorithm. Finally, a method for formulation of health monitoring problems of dynamical systems through a two-time scale decomposition is introduced. For this methodology the system dynamical equations as well as the affected damage model, are investigated in the two-time scale system health estimation and prediction steps. A two-time scale filtering approach is developed based on the ensemble Kalman filtering (EnKF) methodology by taking advantage of the model reduction concept. The performance of the proposed two-time scale ensemble Kalman filters is shown to be more accurate and less computationally intensive as compared to the well-known particle filtering approach for this class of nonlinear systems. All of our developed methods have been applied for health monitoring and prognosis of a gas turbine engine when it is affected by various degradation damages. Extensive comparative studies are also conducted to validate and demonstrate the advantages and capabilities of our proposed frameworks and methodologies

An Improved Particle Filtering-based Approach for Health Prediction and Prognosis of Nonlinear Systems

Health monitoring of nonlinear systems is broadly concerned with the system health tracking and its prediction to future time horizons. Estimation and prediction schemes constitute as principle components of any health monitoring technique. Particle filter (PF) represents a powerful tool for performing state and parameter estimation as well as prediction of nonlinear dynamical systems. Estimation of the system parameters along with the states can yield an up-to-date and reliable model that can be used for long-term prediction problems through utilization of particle filters. This feature enables one to deal with uncertainty issues in the resulting prediction step as the time horizon is extended. Towards this end, this paper presents an improved method to achieve uncertainty management for long-term prediction of nonlinear systems by using particle filters. In our proposed approach, an observation forecasting scheme is developed to extend the system observation profiles (as time-series) to future time horizon. Particles are then propagated to future time instants according to a resampling algorithm instead of considering constant weights for the particles propagation in the prediction step. The uncertainty in the long-term prediction of the system states and parameters are managed by utilizing dynamic linear models for development of an observation forecasting scheme. This task is addressed through an outer adjustment loop for adaptively changing the sliding observation injection window based on the Mahalanobis distance criterion. Our proposed approach is then applied to predicting the health condition as well as the remaining useful life (RUL) of a gas turbine engine that is affected by degradations in the system health parameters. Extensive simulation and case studies are conducted to demonstrate and illustrate the capabilities and performance characteristics of our proposed and developed schemes

Robust Hybrid EKF approach for state estimation in multi-scale nonlinear singularly perturbed systems

In this paper a general framework is developed for state estimation in a class of nonlinear continuous-time singularly perturbed systems. Our approach is based on the hybrid extended Kalman filter in which observations are originated from discrete measurements. The developed framework is also extended to include linearization error in the observation equation as uncertainty in the estimation filter design. The boundedness of both a priori and a posteriori estimation error covariance matrices is considered as a criterion for the algorithm to have bounded estimation errors. As an approximation method for the estimation covariance matrices in the singularly perturbed system, the matched asymptotic series method is utilized to include the effects of initial conditions by approximating the boundary layer solution in order to attain more accurate filter gain approximation. The developed Hybrid Robust EKF (HREKF) strategy can be used as an estimation method for tracking the effects of hidden damage in a nonlinear system.NPRP grant No. 4-195-2-065 from the Qatar National Research Fund (a member of Qatar Foundation).Scopu

Prognosis and Health Monitoring of Nonlinear Systems Using a Hybrid Scheme Through Integration of PFs and Neural Networks

In this paper, a novel hybrid architecture is proposed for developing a prognosis and health monitoring methodology for nonlinear systems through integration of model-based and computationally intelligent-based techniques. In our proposed framework, the well-known particle filters (PFs) method is utilized to estimate the states as well as the health parameters of the system. Simultaneously, the system observations are predicted through an observation forecasting scheme that is developed based on neural networks (NNs) paradigms. The objective is to construct observation profiles that are to be used in future time horizons. Our proposed online training that is utilized for observation forecasting enables the NNs models to track nonergodic changes in the profiles that are present due to presence of hidden damage affecting the system health parameters. The forecasted observations are then utilized in the PFs to predict the evolution of the system states as well as the health parameters (which are considered to be time-varying due to effects of degradation and damage) into future time horizons. Our proposed hybrid architecture enables one to select health signatures for determining the remaining useful life of the system or its components not only based on the system observations but also by taking into account the system health parameters that are not physically measurable. Our proposed hybrid health monitoring methodology is constructed and developed by invoking a special framework where implementation of the observation forecasting scheme is not dependent on the structure of the utilized NNs model. In other words, changing the network structure will not significantly affect the prediction accuracy associated with the entire health prediction scheme. To verify and validate the above results and as a case study, our proposed hybrid approach is applied to predict the health condition of a gas turbine engine when it is affected by and subjected to fouling and erosion degradation and fault damages.Manuscript received June 1, 2016; accepted July 27, 2016. Date of publication August 15, 2016; date of current version July 17, 2017. This work was supported by the Qatar National Research Fund (a member of Qatar Foundation) under NPRP Grant 4-195-2-065. This paper was recommended by Associate Editor G. Provan.Scopu