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This paper introduces an on-line particle-filtering-based framework for failure prognosis in nonlinear, non-Gaussian systems. This framework uses a nonlinear state-space model of the plant(with unknown time-varying parameters) and a particle filtering(PF) algorithm to estimate the probability density function(pdf) of the state in real-time. The state pdf estimate is then used to predict the evolution in time of the fault indicator, obtaining as a result the pdf of the remaining useful life(RUL) for the faulty subsystem. This approach provides information about the precision and accuracy of long-term predictions, RUL expectations, and 95% confidence intervals for the condition under study. Data from a seeded fault test for a UH-60 planetary carrier plate are used to validate the proposed methodology.
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Orchard et al. (2007) studied this question.
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