IDEAS home Printed from https://ideas.repec.org/a/eee/reensy/v94y2009i3p752-758.html
   My bibliography  Save this article

Model-based Monte Carlo state estimation for condition-based component replacement

Author

Listed:
  • Cadini, F.
  • Zio, E.
  • Avram, D.

Abstract

This paper presents a model-based Monte Carlo method, also called particle filtering, for estimating the failure probability of a component subject to degradation. The estimations are embedded within an optimal policy of condition-based component replacement, in which both replacement upon failure and preventive replacement are considered, and the decision variable is the expected cost per unit time. An application is reported with regards to a component subject to fatigue degradation, modeled by the well-known Paris–Erdogan law. The possibility of predicting accurately the component remaining life with the associated uncertainty and of updating the prediction on the basis of observations of the degradation process, opens the door for effective condition-based replacement planning and risk-informed life-extension for hazardous technologies, such as the nuclear, aerospace and chemical ones.

Suggested Citation

  • Cadini, F. & Zio, E. & Avram, D., 2009. "Model-based Monte Carlo state estimation for condition-based component replacement," Reliability Engineering and System Safety, Elsevier, vol. 94(3), pages 752-758.
    • Handle: RePEc:eee:reensy:v:94:y:2009:i:3:p:752-758
    DOI: 10.1016/j.ress.2008.08.003
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0951832008002019
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.ress.2008.08.003?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Christer, A. H. & Wang, W. & Sharp, J. M., 1997. "A state space condition monitoring model for furnace erosion prediction and replacement," European Journal of Operational Research, Elsevier, vol. 101(1), pages 1-14, August.
    2. Tanizaki, Hisashi, 1997. "Nonlinear and nonnormal filters using Monte Carlo methods," Computational Statistics & Data Analysis, Elsevier, vol. 25(4), pages 417-439, September.
    3. Myötyri, E. & Pulkkinen, U. & Simola, K., 2006. "Application of stochastic filtering for lifetime prediction," Reliability Engineering and System Safety, Elsevier, vol. 91(2), pages 200-208.
    4. Tanizaki, Hisashi & Mariano, Roberto S., 1998. "Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 263-290.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Khac Tuan Huynh & Anne Barros & Christophe Bérenguer, 2012. "Adaptive condition-based maintenance decision framework for deteriorating systems operating under variable environment and uncertain condition monitoring," Journal of Risk and Reliability, , vol. 226(6), pages 602-623, December.
    2. Asadzadeh, S.M. & Azadeh, A., 2014. "An integrated systemic model for optimization of condition-based maintenance with human error," Reliability Engineering and System Safety, Elsevier, vol. 124(C), pages 117-131.
    3. Al-Dahidi, Sameer & Di Maio, Francesco & Baraldi, Piero & Zio, Enrico, 2016. "Remaining useful life estimation in heterogeneous fleets working under variable operating conditions," Reliability Engineering and System Safety, Elsevier, vol. 156(C), pages 109-124.
    4. Shengjin Tang & Xiaosong Guo & Zhijie Zhou, 2014. "Mis-specification analysis of linear Wiener process–based degradation models for the remaining useful life estimation," Journal of Risk and Reliability, , vol. 228(5), pages 478-487, October.
    5. Bernhard Faessler, 2021. "Stationary, Second Use Battery Energy Storage Systems and Their Applications: A Research Review," Energies, MDPI, vol. 14(8), pages 1-19, April.
    6. Zio, Enrico & Compare, Michele, 2013. "Evaluating maintenance policies by quantitative modeling and analysis," Reliability Engineering and System Safety, Elsevier, vol. 109(C), pages 53-65.
    7. Baraldi, Piero & Mangili, Francesca & Zio, Enrico, 2013. "Investigation of uncertainty treatment capability of model-based and data-driven prognostic methods using simulated data," Reliability Engineering and System Safety, Elsevier, vol. 112(C), pages 94-108.
    8. Gayathri, P. & Umesh, K. & Ganguli, R., 2010. "Effect of matrix cracking and material uncertainty on composite plates," Reliability Engineering and System Safety, Elsevier, vol. 95(7), pages 716-728.
    9. Chiachío, Manuel & Chiachío, Juan & Sankararaman, Shankar & Goebel, Kai & Andrews, John, 2017. "A new algorithm for prognostics using Subset Simulation," Reliability Engineering and System Safety, Elsevier, vol. 168(C), pages 189-199.
    10. Hu, Chao & Youn, Byeng D. & Wang, Pingfeng & Taek Yoon, Joung, 2012. "Ensemble of data-driven prognostic algorithms for robust prediction of remaining useful life," Reliability Engineering and System Safety, Elsevier, vol. 103(C), pages 120-135.
    11. Tamilselvan, Prasanna & Wang, Pingfeng, 2013. "Failure diagnosis using deep belief learning based health state classification," Reliability Engineering and System Safety, Elsevier, vol. 115(C), pages 124-135.
    12. Aizpurua, J.I. & Catterson, V.M. & Papadopoulos, Y. & Chiacchio, F. & D'Urso, D., 2017. "Supporting group maintenance through prognostics-enhanced dynamic dependability prediction," Reliability Engineering and System Safety, Elsevier, vol. 168(C), pages 171-188.
    13. Keedy, Elias & Feng, Qianmei, 2012. "A physics-of-failure based reliability and maintenance modeling framework for stent deployment and operation," Reliability Engineering and System Safety, Elsevier, vol. 103(C), pages 94-101.
    14. Fang, Xiaolei & Zhou, Rensheng & Gebraeel, Nagi, 2015. "An adaptive functional regression-based prognostic model for applications with missing data," Reliability Engineering and System Safety, Elsevier, vol. 133(C), pages 266-274.
    15. Azadeh, A. & Asadzadeh, S.M. & Salehi, N. & Firoozi, M., 2015. "Condition-based maintenance effectiveness for series–parallel power generation system—A combined Markovian simulation model," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 357-368.
    16. F Cadini & D Avram & E Zio, 2010. "System state estimation by particle filtering for fault diagnosis and prognosis," Journal of Risk and Reliability, , vol. 224(3), pages 149-158, September.
    17. Malinowski, Simon & Chebel-Morello, Brigitte & Zerhouni, Noureddine, 2015. "Remaining useful life estimation based on discriminating shapelet extraction," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 279-288.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Pedregal, Diego J. & Carmen Carnero, Ma., 2009. "Vibration analysis diagnostics by continuous-time models: A case study," Reliability Engineering and System Safety, Elsevier, vol. 94(2), pages 244-253.
    2. Chiachío, Juan & Chiachío, Manuel & Sankararaman, Shankar & Saxena, Abhinav & Goebel, Kai, 2015. "Condition-based prediction of time-dependent reliability in composites," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 134-147.
    3. Si, Xiao-Sheng & Wang, Wenbin & Hu, Chang-Hua & Zhou, Dong-Hua, 2011. "Remaining useful life estimation - A review on the statistical data driven approaches," European Journal of Operational Research, Elsevier, vol. 213(1), pages 1-14, August.
    4. Zhengxin Zhang & Xiaosheng Si & Changhua Hu & Xiangyu Kong, 2015. "Degradation modeling–based remaining useful life estimation: A review on approaches for systems with heterogeneity," Journal of Risk and Reliability, , vol. 229(4), pages 343-355, August.
    5. Miller, J. Isaac & Park, Joon Y., 2005. "How They Interact to Generate Persistency in Memory," Working Papers 2005-01, Rice University, Department of Economics.
    6. de Jonge, Bram & Teunter, Ruud & Tinga, Tiedo, 2017. "The influence of practical factors on the benefits of condition-based maintenance over time-based maintenance," Reliability Engineering and System Safety, Elsevier, vol. 158(C), pages 21-30.
    7. García, Fausto P. & Pedregal, Diego J. & Roberts, Clive, 2010. "Time series methods applied to failure prediction and detection," Reliability Engineering and System Safety, Elsevier, vol. 95(6), pages 698-703.
    8. Hai-Kun Wang & Yan-Feng Li & Yu Liu & Yuan-Jian Yang & Hong-Zhong Huang, 2015. "Remaining useful life estimation under degradation and shock damage," Journal of Risk and Reliability, , vol. 229(3), pages 200-208, June.
    9. Tomohiro Ando, 2008. "Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(4), pages 763-780, December.
    10. Ying Liao & Yisha Xiang & Min Wang, 2021. "Health assessment and prognostics based on higher‐order hidden semi‐Markov models," Naval Research Logistics (NRL), John Wiley & Sons, vol. 68(2), pages 259-276, March.
    11. Mitra Fouladirad & Antoine Grall, 2015. "Monitoring and condition-based maintenance with abrupt change in a system’s deterioration rate," International Journal of Systems Science, Taylor & Francis Journals, vol. 46(12), pages 2183-2194, September.
    12. Zio, Enrico & Compare, Michele, 2013. "Evaluating maintenance policies by quantitative modeling and analysis," Reliability Engineering and System Safety, Elsevier, vol. 109(C), pages 53-65.
    13. Fausto Pedro García Márquez & Diego J. Pedregal & Clive Roberts, 2015. "New methods for the condition monitoring of level crossings," International Journal of Systems Science, Taylor & Francis Journals, vol. 46(5), pages 878-884, April.
    14. Nguyen, Khanh T.P. & Medjaher, Kamal, 2019. "A new dynamic predictive maintenance framework using deep learning for failure prognostics," Reliability Engineering and System Safety, Elsevier, vol. 188(C), pages 251-262.
    15. García Márquez, Fausto Pedro & Schmid, Felix, 2007. "A digital filter-based approach to the remote condition monitoring of railway turnouts," Reliability Engineering and System Safety, Elsevier, vol. 92(6), pages 830-840.
    16. Hu, Chao & Youn, Byeng D. & Wang, Pingfeng & Taek Yoon, Joung, 2012. "Ensemble of data-driven prognostic algorithms for robust prediction of remaining useful life," Reliability Engineering and System Safety, Elsevier, vol. 103(C), pages 120-135.
    17. Cui, Qiurong & Xu, Yuqing & Zhang, Zhengjun & Chan, Vincent, 2021. "Max-linear regression models with regularization," Journal of Econometrics, Elsevier, vol. 222(1), pages 579-600.
    18. Yasuhiro Omori & Toshiaki Watanabe, 2003. "Block Sampler and Posterior Mode Estimation for a Nonlinear and Non-Gaussian State-Space Model with Correlated Errors," CIRJE F-Series CIRJE-F-221, CIRJE, Faculty of Economics, University of Tokyo.
    19. Geweke, John & Tanizaki, Hisashi, 2001. "Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling," Computational Statistics & Data Analysis, Elsevier, vol. 37(2), pages 151-170, August.
    20. Zio, Enrico & Peloni, Giovanni, 2011. "Particle filtering prognostic estimation of the remaining useful life of nonlinear components," Reliability Engineering and System Safety, Elsevier, vol. 96(3), pages 403-409.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:reensy:v:94:y:2009:i:3:p:752-758. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/reliability-engineering-and-system-safety .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.