Search

Multivariable stochastic degradation system (MSDS) is quite common in industries such as blast furnace ironmaking, vehicle transportation, and aerospace manufacturing. Large‐scale complex equipments may be affected by multiple factors, resulting in not just a single deteriorating performance characteristic. It is difficult to handle unknown failure structures of practical systems by using traditional univariate degradation modeling methods. A novel health index (HI) is constructed to quantitatively analyze the health state for the overall system. Considering the interaction between internal reactions and external environments, the fractional Brownian motion (FBM), a typical non‐Markovian diffusion process, is added for the purpose of reflecting stochastic uncertainties and memory effects. Based on the wavelet estimators and the maximum likelihood estimation (MLE) algorithm, multi‐sensor observations of degradation variables are analyzed simultaneously to identify model parameters. A closed‐form distribution of system‐level remaining useful life (RUL) is obtained with a mild two‐layer approximation. Relevant case studies are then handled that adequately demonstrate the effectiveness and the practical utility of the proposed method. [ABSTRACT FROM AUTHOR]

It is widely noted in the literature that the degradation should be simplified into a memoryless Markovian process for the purpose of predicting the remaining useful life (RUL). However, there actually exists the long-term dependency in the degradation processes of some industrial systems, including electromechanical equipments, oil tankers, and large blast furnaces. This implies the new degradation state depends not only on the current state, but also on the historical states. Such dynamic systems cannot be accurately described by traditional Markovian models. Here we present an improved non-Markovian degradation model with both the long-term dependency and the item-to-item uncertainty. As a typical non-stationary process with dependent increments, fractional Brownian motion (FBM) is utilized to simulate the fractal diffusion of practical degradations. The uncertainty among multiple items can be represented by a random variable of the drift. Based on this model, the unknown parameters are estimated through the maximum likelihood (ML) algorithm, while a closed-form solution to the RUL distribution is further derived using a weak convergence theorem. The practicability of the proposed model is fully verified by two real-world examples. The results demonstrate that the proposed method can effectively reduce the prediction error. [ABSTRACT FROM AUTHOR]

A prerequisite for the existing remaining useful life prediction methods based on stochastic processes is the assumption of independent increments. However, this is in sharp contrast to some practical systems including batteries and blast furnace walls, in which the degradation processes have the property of long-range dependence. Based on the fractional Brownian motion, we adopt a degradation process with long-range dependence to predict the remaining useful life of the above systems. Because the degradation process with long-range dependence is neither a Markovian process nor a semimartingale, the exact analytical first passage time is difficult to derive directly. To address this problem, a weak convergence theorem is first adopted to approximately transform a fractional Brownian motion-based degradation process into a Brownian motion-based one with a time-varying coefficient. Then, with a space-time transformation, the first passage time of the degradation process with long-range dependence can be obtained in a closed form. Unknown parameters in the degradation model can be identified using discrete dyadic wavelet transform and maximum likelihood estimation. Numerical simulations and a practical example of a blast furnace wall are given to verify the effectiveness of the proposed method. [ABSTRACT FROM PUBLISHER]

Some practical systems such as blast furnaces and turbofan engines have degradation processes with memory effects. The term of memory effects implies that the future states of the degradation processes depend on both the current state and the past states because of the interaction with environments. However, most works generally used a memoryless Markovian process to model the degradation processes. To characterize the memory effects in practical systems, we develop a new type of degradation model, in which the diffusion is represented as a fractional Brownian motion (FBM). FBM is actually a special non-Markovian process with long-term dependencies. Based on the monitored data, a Monte Carlo method is used to predict the remaining useful life (RUL). The unknown parameters in the proposed model can be estimated by the maximum likelihood algorithm, and then the distribution of the RUL is predicted. The effectiveness of the proposed model is fully verified by a numerical example and a practical case study. [ABSTRACT FROM PUBLISHER]