Degradation Modeling Based on a Time-Dependent Ornstein-Uhlenbeck Process and Residual Useful Lifetime Estimation


During this paper, a way to estimate residual helpful lifetime (RUL) is mentioned based mostly on a model-based mostly methodology when fluctuations exist in the degradation method around its average behavior. The most plan is to model the degradation method as a time-dependent Ornstein-Uhlenbeck (OU) method, where the primary passage failure is adopted to consider corresponding RUL estimation. The time-dependent OU process is proved smart by its statistical properties on the controllable mean, variance, and correlation. Its mean-reverting property is introduced to interpret temporary correlated fluctuations from an overall degrading trend in degradation records. The corresponding parameter estimation is proposed based on the most probability estimation technique, and a Volterra integral equation of second kind with a non-singular kernel is then thought of to calculate the likelihood density function (pdf) of failure time. Proposed methods are tested during a case study, where results are compared with a nonlinear-drift, linear-diffusion process.

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