This paper introduces a real-time reliability prediction method for a dynamic system which suffers from a hidden degradation process. The hidden degradation process is firstly identified by use of particle filtering based on measurable outputs of the considered dynamic system. Then the system's reliability is predicted according to the model of the degradation path. We analyze the identification algorithm mathematically, and validate the effectiveness of this method through computer simulations of a three-vessel water tank. This real-time reliability prediction method is beneficial to the dynamic system's condition monitoring, and may be further helpful to make a proper predictive maintenance policy for the system.
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Xu et al. (2008) studied this question.
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