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Prognostics 101: A tutorial for particle filter-based prognostics algorithm using Matlab

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  • An, Dawn
  • Choi, Joo-Ho
  • Kim, Nam Ho

Abstract

This paper presents a Matlab-based tutorial for model-based prognostics, which combines a physical model with observed data to identify model parameters, from which the remaining useful life (RUL) can be predicted. Among many model-based prognostics algorithms, the particle filter is used in this tutorial for parameter estimation of damage or a degradation model. The tutorial is presented using a Matlab script with 62 lines, including detailed explanations. As examples, a battery degradation model and a crack growth model are used to explain the updating process of model parameters, damage progression, and RUL prediction. In order to illustrate the results, the RUL at an arbitrary cycle are predicted in the form of distribution along with the median and 90% prediction interval. This tutorial will be helpful for the beginners in prognostics to understand and use the prognostics method, and we hope it provides a standard of particle filter based prognostics.

Suggested Citation

  • An, Dawn & Choi, Joo-Ho & Kim, Nam Ho, 2013. "Prognostics 101: A tutorial for particle filter-based prognostics algorithm using Matlab," Reliability Engineering and System Safety, Elsevier, vol. 115(C), pages 161-169.
    • Handle: RePEc:eee:reensy:v:115:y:2013:i:c:p:161-169
    DOI: 10.1016/j.ress.2013.02.019
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    References listed on IDEAS

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    4. Pitt, Michael K. & Silva, Ralph dos Santos & Giordani, Paolo & Kohn, Robert, 2012. "On some properties of Markov chain Monte Carlo simulation methods based on the particle filter," Journal of Econometrics, Elsevier, vol. 171(2), pages 134-151.
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