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A combined sensitivity analysis and kriging surrogate modeling for early validation of health indicators

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  • Lamoureux, Benjamin
  • Mechbal, Nazih
  • Massé, Jean-Rémi

Abstract

To increase the dependability of complex systems, one solution is to assess their state of health continuously through the monitoring of variables sensitive to potential degradation modes. When computed in an operating environment, these variables, known as health indicators, are subject to many uncertainties. Hence, the stochastic nature of health assessment combined with the lack of data in design stages makes it difficult to evaluate the efficiency of a health indicator before the system enters into service. This paper introduces a method for early validation of health indicators during the design stages of a system development process. This method uses physics-based modeling and uncertainties propagation to create simulated stochastic data. However, because of the large number of parameters defining the model and its computation duration, the necessary runtime for uncertainties propagation is prohibitive. Thus, kriging is used to obtain low computation time estimations of the model outputs. Moreover, sensitivity analysis techniques are performed upstream to determine the hierarchization of the model parameters and to reduce the dimension of the input space. The validation is based on three types of numerical key performance indicators corresponding to the detection, identification and prognostic processes. After having introduced and formalized the framework of uncertain systems modeling and the different performance metrics, the issues of sensitivity analysis and surrogate modeling are addressed. The method is subsequently applied to the validation of a set of health indicators for the monitoring of an aircraft engine’s pumping unit.

Suggested Citation

  • Lamoureux, Benjamin & Mechbal, Nazih & Massé, Jean-Rémi, 2014. "A combined sensitivity analysis and kriging surrogate modeling for early validation of health indicators," Reliability Engineering and System Safety, Elsevier, vol. 130(C), pages 12-26.
  • Handle: RePEc:eee:reensy:v:130:y:2014:i:c:p:12-26
    DOI: 10.1016/j.ress.2014.03.007
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    References listed on IDEAS

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    1. Kleijnen, Jack P.C., 2009. "Kriging metamodeling in simulation: A review," European Journal of Operational Research, Elsevier, vol. 192(3), pages 707-716, February.
    2. Marrel, Amandine & Iooss, Bertrand & Laurent, Béatrice & Roustant, Olivier, 2009. "Calculations of Sobol indices for the Gaussian process metamodel," Reliability Engineering and System Safety, Elsevier, vol. 94(3), pages 742-751.
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    Cited by:

    1. Qian, Gengjian & Massenzio, Michel & Brizard, Denis & Ichchou, Mohamed, 2019. "Sensitivity analysis of complex engineering systems: Approaches study and their application to vehicle restraint system crash simulation," Reliability Engineering and System Safety, Elsevier, vol. 187(C), pages 110-118.
    2. Steiner, M. & Bourinet, J.-M. & Lahmer, T., 2019. "An adaptive sampling method for global sensitivity analysis based on least-squares support vector regression," Reliability Engineering and System Safety, Elsevier, vol. 183(C), pages 323-340.
    3. Shi, Wen & Chen, Xi, 2019. "Controlled Morris method: A new factor screening approach empowered by a distribution-free sequential multiple testing procedure," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 299-314.
    4. Sun, Bo & Fan, Xuejun & van Driel, Willem & Cui, Chengqiang & Zhang, Guoqi, 2018. "A stochastic process based reliability prediction method for LED driver," Reliability Engineering and System Safety, Elsevier, vol. 178(C), pages 140-146.

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