A change-point-based Wiener process degradation model for remaining useful life estimation

Abstract

This paper presents a change-point-based Wiener process degradation model for remaining useful life estimation of a system. The advantage of using Weiner process for degradation modelling is twofold – first, degradation path needs not to be strictly monotonic, which often occurs when noise is present in the measurements or the degradation measure fluctuates itself; and secondly, a closed-form expression for failure time simplifies the Bayesian computations significantly. In this paper, a unified degradation modelling approach based on the Wiener process is presented, where both gradual degradation and sudden change due to shock events are identified in a unified formulation. The change detection in degradation path is posed as a hypothesis testing and novel test statistics based on log-likelihood function is proposed to accept or reject the null hypothesis. For a given degradation path, first, this test statistic is compared with the pre-set threshold, and an appropriate model (i.e. one or two phases) is selected. The parameters of the chosen model and remaining useful life are continuously updated, where the prior obtained from the historically available run-to-failure degradation paths is integrated with the data obtained from the in situ units in a Bayesian framework. A numerical example and a case study are presented to illustrate the proposed methodology.

Keywords:

• Condition-based maintenance
• degradation model
• Wiener process
• change-point
• remaining useful life
• Bayesian inference

Disclosure statement

No potential conflict of interest was reported by the author(s).

Additional information

Notes on contributors

Guru Prakash

Guru Prakash received his Doctor of Philosophy in Civil Engineering from University of Waterloo, Canada, in 2018. He is currently working as an Assistant Professor at Indian Institute of Technology Indore in the Department of Civil Engineering. His main research interests is in the area of condition based maintenance planning, structural health monitoring and reliability assessment of critical infrastructure.

Anshul Kaushik

Anshul Kaushik received his Master of Technology in Structural Engineering from Indian Institute of Technology Bhubaneswar, India, in 2018. He is currently working as a Research Scholar at Indian Institute of Technology Indore in the Department of Civil Engineering. His main research interests include low and high velocity impact loading on concrete structures, large deformations at high strain rates, reliability studies and finite element modeling of concrete subjected to impact.