Uncertainty Quantification in Remaining Useful Life of Aerospace Components using State Space Models and Inverse FORM

This paper investigates the use of the inverse first-order reliability method (inverse- FORM) to quantify the uncertainty in the remaining useful life (RUL) of aerospace components. The prediction of remaining useful life is an integral part of system health prognosis, and directly helps in online health monitoring and decision-making. However, the prediction of remaining useful life is affected by several sources of uncertainty, and therefore it is necessary to quantify the uncertainty in the remaining useful life prediction. While system parameter uncertainty and physical variability can be easily included in inverse-FORM, this paper extends the methodology to include: (1) future loading uncertainty, (2) process noise; and (3) uncertainty in the state estimate. The inverse-FORM method has been used in this paper to (1) quickly obtain probability bounds on the remaining useful life prediction; and (2) calculate the entire probability distribution of remaining useful life prediction, and the results are verified against Monte Carlo sampling. The proposed methodology is illustrated using a numerical example.