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Estimation of the remaining useful life (RUL) is an important component of prognostics and health management (PHM). The accuracy of the RUL estimation for complex systems is mainly affected by three sources of uncertainty, i.e., the temporal uncertainty, the product-to-product uncertainty, and measurement errors. To improve PHM and account for the effects of the three sources of uncertainty, a nonlinear prognostic model with three sources of uncertainty is presented here. An approximated analytical expression for the probability density function (PDF) of the RUL is obtained based on the concept of first hitting time (FHT). Model parameters are then obtained by the expectation maximization (EM) algorithm, and the drift parameter is estimated adaptively using a Bayesian procedure. Finally, in order to illustrate the practical applications of the presented approach, a comparative study of real data on fatigue crack propagation is presented. Results demonstrate that our method improves model fit and increases the accuracy of the lifetime estimation.

A Nonlinear Prognostic Model Based on the Wiener Process with Three Sources of Uncertainty