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• Prognosis for multi-sensor monitored stochastic degrading devices is investigated. • A data-model interactive prognosis method is proposed by a closed-loop feedback mechanism. • Data-driven health index construction and model-driven prognosis are handled interactively. • The model parameters and remaining useful life distribution are updated by the Bayesian method. • Advantages in the improvements of the signal quality and prognosis accuracy are justified. With advances in sensing and monitoring techniques, real time multi-sensor monitoring data of stochastic degrading devices has become the reality. How to effectively fuse these multi-sensor monitoring data to first construct the composite health index (CHI) and then model its degradation evolving process has become the emerging topic in the field of the remaining useful life (RUL) prediction. However, existing works treat the CHI construction and degradation modeling for prognostics under multi-sensor data as the disjoint problems rather than both though they are closely related in nature. To address this issue, this paper presents a novel data-model interactive RUL prediction method for multi-sensor monitored stochastic degrading devices. In the proposed method, based on the CHI extracted from multi-sensor historical data and the associated lifetime prediction via stochastic degradation modeling, an optimization objective function synthesizing the mean squared error between the predicted life and the actual life as well as the variance of the predicted life is constructed. As such, a closed-loop feedback mechanism is established for the CHI constructing and stochastic degradation modeling. Based on this feedback mechanism, the fusion coefficients for multi-sensor data and the failure threshold of the associated CHI are reversely optimized to realize the collaborative interaction between the CHI constructing and stochastic degradation modeling. To do so, the goal of making the constructed CHI automatically match the adopted stochastic degradation model can be achieved naturally. To make the degradation model accurately reflect the current reality of the in-service device, a sequential Bayesian method is proposed to update the degradation model parameters. Based on the updated model, the RUL distribution can be derived under the concept of the first passage time to achieve the prognosis. Finally, through multi-sensor data of aircraft gas turbine engines, we justify the necessity of applying the proposed method in prognosis and show its advantages in the improvements of the signal quality and prognosis accuracy. [ABSTRACT FROM AUTHOR]

• Physics-informed data-driven remaining useful life prediction methods are reviewed. • Physics-informed machine learning based prognosis methods are detailed. • Individual strengths and weaknesses of different kinds of methods are discussed. • Challenges and possible opportunities are provided to steer the future development. Remaining useful life (RUL) prediction, known as 'prognostics', has long been recognized as one of the key technologies in prognostics and health management (PHM) to maintain the safety and reliability of the system, and reduce the operating and management costs. Particularly, thanks to great advances in sensing and condition monitoring techniques, data-driven RUL prediction has attracted much attention and various data-driven RUL prediction methods have been reported. Despite the extensive studies on data-driven RUL prediction methods, the successful applications of such methods depend heavily on the volume and quality of the data, and purely data-driven methods possibly generate physically infeasible/inconsistent RUL prediction results and have the limited generalizability and interpretability. It is noted that there is an increasing consensus that embedding the physics or the domain knowledge into the data-driven methods and developing physics-informed data-driven methods will hold promise to improve the interpretability and efficiency of the RUL prediction results and lower the requirement of the volume and quality of the data. In this context, physics-informed data-driven RUL prediction has become an emerging topic in the prognostics field. However, there has not been a systematic review particularly focused on this emerging topic. To fill this gap, this paper reviews recent developments of physics-informed data-driven RUL prediction methods. In this review, current methods fallen into this type are broadly divided into three categories, i.e. physical model and data fusion methods, stochastic degradation model based methods, and physics-informed machine learning (PIML) based methods. Particularly, this review is centered on the PIML based methods since the fast development of such methods have been witnessed in the past five years. Through discussing the pros and cons of existing methods, we provide discussions on challenges and possible opportunities to steer the future development of physics-informed data-driven RUL prediction methods. [ABSTRACT FROM AUTHOR]