A Hybrid State Particle Filter for Failure Prognosis in Deteriorating Systems

Erotokritos Skordilis, Ramin Moghaddass

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

In this paper, we present a new approach for predictive analytics using time-series condition-monitoring data. A double hybrid state-space model was proposed, with a continuous latent state vector serving as a unit-less health indicator regarding the health status of a system and a discrete latent state vector denoting the operating condition of the system through time. We also considered two observation levels. The first level consisted of continuous noisy sensor observations. The survivability of the system was considered as a second level of observations. Instead of an explicit formula, a non-parametric method relating the continuous latent state to the sensor observations using a single-layer feed-forward neural network, called the Extreme Learning Machine (ELM), was considered and a new Bayesian iterative procedure using the Expectation-Maximization algorithm for ELM training and joint state-parameter estimation was presented. Finally, our method was tested on a number of simulated degradation data sets.

Original languageEnglish (US)
Title of host publication2018 Annual Reliability and Maintainability Symposium, RAMS 2018
PublisherInstitute of Electrical and Electronics Engineers Inc.
Volume2018-January
ISBN (Print)9781538628706
DOIs
StatePublished - Sep 11 2018
Event2018 Annual Reliability and Maintainability Symposium, RAMS 2018 - Reno, United States
Duration: Jan 22 2018Jan 25 2018

Other

Other2018 Annual Reliability and Maintainability Symposium, RAMS 2018
CountryUnited States
CityReno
Period1/22/181/25/18

Keywords

  • Extreme Learning Machine
  • Logistic Regression
  • Particle Filter
  • Reliability Analysis

ASJC Scopus subject areas

  • Safety, Risk, Reliability and Quality
  • Mathematics(all)
  • Computer Science Applications

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  • Cite this

    Skordilis, E., & Moghaddass, R. (2018). A Hybrid State Particle Filter for Failure Prognosis in Deteriorating Systems. In 2018 Annual Reliability and Maintainability Symposium, RAMS 2018 (Vol. 2018-January). [8463033] Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/RAM.2018.8463033