Predicting remaining useful life based on a generalized degradation with fractional Brownian motion
Predicting remaining useful life based on a generalized degradation with fractional Brownian motion
复制标题
基于分数布朗运动的广义退化预测剩余使用寿命
DOI：
10.1016/j.ymssp.2018.06.029
复制
发表时间：
2019-01
影响因子：
8.4
通讯作者：
Xiaopeng Xi
中科院分区：
文献类型：
--
作者：
Hanwen Zhang;Donghua Zhou;Maoyin Chen;Xiaopeng Xi
对于数据驱动的剩余使用寿命(RUL)预测，合适的退化模型对于实现准确的预测至关重要。在一些实际系统中，降解过程不仅与年龄有关，而且与当前的降解状态有关，而且降解过程可能是非马尔科夫过程。然而，现有的大多数基于随机过程的退化模型只依赖于年龄，并且简单地假设增量是独立的。本文建立了一个长期依赖的依赖于年龄和状态的退化模型，该模型比现有的大多数基于布朗运动(BMS)或分数布朗运动(FBMS)的退化模型更具一般性。利用Radon-Nikodym导数得到未知参数的似然比函数，并通过最大化似然比函数得到估计。引入一个弱收敛定理，用一种带时变系数的BM逼近FBM。进一步利用时空变换得到RUL的近似显式解。最后，通过数值模拟和两个高炉炉壁和球轴承的实例分析，验证了该模型的有效性。
For data-driven remaining useful life (RUL) prediction, an appropriate degradation model is critically important to achieve accurate prediction. The degradation processes in some practical systems are not only related to the age but also related to the current degradation state, and the degradation processes may be non-Markovian processes. However, most existing stochastic process-based degradation models only depend on the age, and simply assume that the increments are independent. In this paper, an age- and state-dependent degradation model with long-range dependence is developed, which is more general than most of the existing models based on either Brownian motions (BMs) or fractional Brownian motions (FBMs). The Radon-Nikodym derivative is utilized to obtain a likelihood ratio function of unknown parameters, and the estimates are obtained by maximizing the likelihood ratio function. A weak convergence theorem is introduced to approximate the FBM by a BM with a time-varying coefficient. A time-space transformation is further utilized to obtain an approximate explicit solution of the RUL. At last, numerical simulations and two real case studies of blast furnace walls and ball bearings are adopted to verify the effectiveness of the proposed model.
登录
查看更多内容
DOI：
--
发表时间：
2007
期刊：
--
影响因子：
--
作者：
Ming-Yung Lee;Jen Tang
通讯作者：
Ming-Yung Lee;Jen Tang
具有长程依赖性的降解过程的剩余使用寿命预测
影响因子：
5.9
作者：
Hanwen Zhang;Maoyin Chen;Xiaopeng Xi;Donghua Zhou
通讯作者：
Donghua Zhou
DOI：
--
发表时间：
1951
期刊：
Transactions of the American Society of Civil Engineers
影响因子：
--
作者：
H. Hurst
通讯作者：
H. Hurst
影响因子：
1.3
作者：
G. A. Whitmore
通讯作者：
G. A. Whitmore
DOI：
10.1002/nav.20280
发表时间：
2008-04
期刊：
Naval Research Logistics (NRL)
影响因子：
--
作者：
Jen Tang;Tsui-Shu Su
通讯作者：
Jen Tang;Tsui-Shu Su