Remaining lifetime prediction for nonlinear degradation device with random effect.

For the large number of nonlinear degradation devices existing in a project, the existing methods have not systematically studied the effects of random effect on the remaining lifetime (RL), the accuracy and efficiency of the parameters estimation are not high, and the current degradation state of the target device is not accurately estimated. In this paper, a nonlinear Wiener degradation model with random effect is proposed and the corresponding probability density function (PDF) of the first hitting time (FHT) is deduced. A parameter estimation method based on modified expectation maximum (EM) algorithm is proposed to obtain the estimated value of fixed coefficient and the priori value of random coefficient in the model. The posterior value of the random coefficient and the current degradation state of target device are updated synchronously by the state space model (SSM) and the Kalman filter algorithm. The PDF of RL with random effect is deduced. A simulation example is analyzed to verify that the proposed method has the obvious advantage over the existing methods in parameter estimation error and RL prediction accuracy. [ABSTRACT FROM AUTHOR]