Abstract

Model-based prognostic approaches use first-principle or regression models to estimate and predict the system's health state in order to determine the remaining useful life (RUL). Then, in order to handle the prediction results uncertainty, the Bayesian framework is usually used, in which the prior estimates are updated by infield measurements without changing the model parameters. Nevertheless, in the case of systemlevel prognostic, the mere updating of the prior estimates, based on a predetermined model, is no longer sufficient. This is due to the mutual interactions between components that increase the system modeling uncertainties and may lead to an inaccurate prediction of the system RUL (SRUL). Therefore, this paper proposes a new methodology for online joint uncertainty quantification and model estimation based on particle filtering (PF) and gradient descent (GD). In detail, the inoperability input-output model (IIM) is used to characterize system degradations considering interactions between components and effects of the mission profile; and then the inoperability of system components is estimated in a probabilistic manner using PF. In the case of consecutive discrepancy between the prior and posterior estimates of the system health state, GD is used to correct and to adapt the IIM parameters. To illustrate the effectiveness of the proposed methodology and its suitability for an online implementation, the Tennessee Eastman Process is investigated as a case study.