Correlation‐driven multivariate degradation modeling and RUL prediction based on Wiener process model

Bingxin Yan; Xiaobing Ma

doi:10.1002/qre.3105

journal article Mar 29, 2022

Correlation‐driven multivariate degradation modeling and RUL prediction based on Wiener process model

Bingxin Yan

Xiaobing Ma

Quality and Reliability Engineering International Vol. 39 No. 8 pp. 3203-3229 · Wiley

View at Publisher Save 10.1002/qre.3105

Abstract

AbstractFor degraded products with multiple performance characteristics (PCs), one way to model their degradation process is by using a multivariate independent Wiener process model with random drift. However, it fails to capture the latent correlation in degradation paths for multiple PCs caused by the common environmental condition. In this paper, we model the degradation processes of multiple PCs using multiple correlated Wiener processes. The commonly shared environmental condition function incorporates the degradation correlation and random effect. Thus, it directly catches the strong correlation of degradation rates and volatilities to all dimensions of multiple PCs. Our model is more economical in the number of parameters than the multivariate independent Wiener process. The correlation coefficients and RUL distribution approximation are provided in closed forms. We extend the proposed model to a two‐stage degradation process to correlate multiple PCs in each stage. An adaptive drift is adopted in the Wiener process model for the real‐time degradation states updating with the help of the Bayesian and the expectation‐maximization (EM) algorithm. The proposed model's effectiveness is illustrated by numerical studies and a real‐world application to the wheel treads on high‐speed trains.

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31

Citations

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References

Details

Published: Mar 29, 2022
Vol/Issue: 39(8)
Pages: 3203-3229
License: View

Authors

B

Bingxin Yan

School of Reliability and Systems Engineering Beihang University Beijing China

X

Xiaobing Ma

School of Reliability and Systems Engineering Beihang University Beijing China

Funding

National Natural Science Foundation of China Award: 52075020

Cite This Article

Bingxin Yan, Xiaobing Ma (2022). Correlation‐driven multivariate degradation modeling and RUL prediction based on Wiener process model. Quality and Reliability Engineering International, 39(8), 3203-3229. https://doi.org/10.1002/qre.3105

Correlation‐driven multivariate degradation modeling and RUL prediction based on Wiener process model

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