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Deteriorating systems, which are subject to both continuous smooth degradation and additional abrupt damages due to a shock process, can be often encountered in engineering. Modeling the degradation evolution and predicting the lifetime of this kind of systems are both interesting and challenging in practice. In this paper, we model the degradation trajectory of the deteriorating system by a random coefficient regression (RCR) model with positive jumps, where the RCR part is used to model the continuous smooth degradation of the system and the jump part is used to characterize the abrupt damages due to random shocks. Based on a specified threshold level, the probability density function (PDF) and cumulative distribution function (CDF) of the lifetime can be derived analytically. The unknown parameters associated with the derived lifetime distributions can be estimated via a well-designed parameter estimation procedure on the basis of the available degradation recordings of the deteriorating systems. An illustrative example is finally provided to demonstrate the implementation and superiority of the newly proposed lifetime prediction method. The experimental results reveal that our proposed lifetime prediction method with the dedicated parameter estimation strategy can get more accurate lifetime predictions than the rival model in literature

A Well-Designed Parameter Estimation Method for Lifetime Prediction of Deteriorating Systems with Both Smooth Degradation and Abrupt Damage