A new algorithm for prognostics using subset simulation

This work presents an efficient computational framework for prognostics by combining the particle filter-based prognostics principles with the technique of Subset Simulation, first developed in S.K. Au and J.L. Beck [Probabilistic Engrg. Mech., 16 (2001), pp. 263-277], which has been named PFP-SubSi...

Full description

Bibliographic Details
Main Authors: Chiachío, Manuel, Chiachío, Juan, Sankararaman, Shankar, Goebel, Kai, Andrews, John
Format: Article
Published: Elsevier 2017
Subjects:
Online Access:https://eprints.nottingham.ac.uk/43419/
_version_ 1848796683735924736
author Chiachío, Manuel
Chiachío, Juan
Sankararaman, Shankar
Goebel, Kai
Andrews, John
author_facet Chiachío, Manuel
Chiachío, Juan
Sankararaman, Shankar
Goebel, Kai
Andrews, John
author_sort Chiachío, Manuel
building Nottingham Research Data Repository
collection Online Access
description This work presents an efficient computational framework for prognostics by combining the particle filter-based prognostics principles with the technique of Subset Simulation, first developed in S.K. Au and J.L. Beck [Probabilistic Engrg. Mech., 16 (2001), pp. 263-277], which has been named PFP-SubSim. The idea behind PFP-SubSim algorithm is to split the multi-step-ahead predicted trajectories into multiple branches of selected samples at various stages of the process, which correspond to increasingly closer approximations of the critical threshold. Following theoretical development, discussion and an illustrative example to demonstrate its efficacy, we report on experience using the algorithm for making predictions for the end-of-life and remaining useful life in the challenging application of fatigue damage propagation of carbon-fibre composite coupons using structural health monitoring data. Results show that PFP-SubSim algorithm outperforms the traditional particle filter-based prognostics approach in terms of computational efficiency, while achieving the same, or better, measure of accuracy in the prognostics estimates. It is also shown that PFP-SubSim algorithm gets its highest efficiency when dealing with rare-event simulation.
first_indexed 2025-11-14T19:51:53Z
format Article
id nottingham-43419
institution University of Nottingham Malaysia Campus
institution_category Local University
last_indexed 2025-11-14T19:51:53Z
publishDate 2017
publisher Elsevier
recordtype eprints
repository_type Digital Repository
spelling nottingham-434192020-05-04T19:53:49Z https://eprints.nottingham.ac.uk/43419/ A new algorithm for prognostics using subset simulation Chiachío, Manuel Chiachío, Juan Sankararaman, Shankar Goebel, Kai Andrews, John This work presents an efficient computational framework for prognostics by combining the particle filter-based prognostics principles with the technique of Subset Simulation, first developed in S.K. Au and J.L. Beck [Probabilistic Engrg. Mech., 16 (2001), pp. 263-277], which has been named PFP-SubSim. The idea behind PFP-SubSim algorithm is to split the multi-step-ahead predicted trajectories into multiple branches of selected samples at various stages of the process, which correspond to increasingly closer approximations of the critical threshold. Following theoretical development, discussion and an illustrative example to demonstrate its efficacy, we report on experience using the algorithm for making predictions for the end-of-life and remaining useful life in the challenging application of fatigue damage propagation of carbon-fibre composite coupons using structural health monitoring data. Results show that PFP-SubSim algorithm outperforms the traditional particle filter-based prognostics approach in terms of computational efficiency, while achieving the same, or better, measure of accuracy in the prognostics estimates. It is also shown that PFP-SubSim algorithm gets its highest efficiency when dealing with rare-event simulation. Elsevier 2017-12 Article PeerReviewed Chiachío, Manuel, Chiachío, Juan, Sankararaman, Shankar, Goebel, Kai and Andrews, John (2017) A new algorithm for prognostics using subset simulation. Reliability Engineering & System Safety, 168 . pp. 189-199. ISSN 0951-8320 Prognostics; Rare events; Stochastic modeling; Subset Simulation http://www.sciencedirect.com/science/article/pii/S0951832016307335 doi:10.1016/j.ress.2017.05.042 doi:10.1016/j.ress.2017.05.042
spellingShingle Prognostics; Rare events; Stochastic modeling; Subset Simulation
Chiachío, Manuel
Chiachío, Juan
Sankararaman, Shankar
Goebel, Kai
Andrews, John
A new algorithm for prognostics using subset simulation
title A new algorithm for prognostics using subset simulation
title_full A new algorithm for prognostics using subset simulation
title_fullStr A new algorithm for prognostics using subset simulation
title_full_unstemmed A new algorithm for prognostics using subset simulation
title_short A new algorithm for prognostics using subset simulation
title_sort new algorithm for prognostics using subset simulation
topic Prognostics; Rare events; Stochastic modeling; Subset Simulation
url https://eprints.nottingham.ac.uk/43419/
https://eprints.nottingham.ac.uk/43419/
https://eprints.nottingham.ac.uk/43419/