IDEAS home Printed from https://ideas.repec.org/a/sae/risrel/v224y2010i3p149-158.html
   My bibliography  Save this article

System state estimation by particle filtering for fault diagnosis and prognosis

Author

Listed:
  • F Cadini
  • D Avram
  • E Zio

Abstract

Efficient diagnosis and prognosis of system faults depend on the ability to estimate the system state. In many real applications, the system dynamics is typically characterized by transitions among discrete modes of operation, each one giving rise to a specific continuous dynamics of evolution. The estimation of the state of these hybrid dynamic systems is a particularly challenging task because it requires tracking the system dynamics corresponding to the different modes of operation. In the present paper a Monte Carlo-based estimation method, called particle filtering, is illustrated with reference to a case study of a hybrid system from the literature.

Suggested Citation

  • 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.
    • Handle: RePEc:sae:risrel:v:224:y:2010:i:3:p:149-158
    DOI: 10.1243/1748006XJRR309
    as

    Download full text from publisher

    File URL: https://journals.sagepub.com/doi/10.1243/1748006XJRR309
    Download Restriction: no
    File URL: https://libkey.io/10.1243/1748006XJRR309?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
    ---><---

    References listed on IDEAS

    as
    1. 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.
    2. Labeau, P.E & Zio, E, 1998. "The cell-to-boundary method in the frame of memorization-based Monte Carlo algorithms. A new computational improvement in dynamic reliability," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 47(2), pages 347-360.
    3. 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)

    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. 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.
    2. Motta, Anderson C. O. & Hotta, Luiz K., 2003. "Exact Maximum Likelihood and Bayesian Estimation of the Stochastic Volatility Model," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 23(2), November.
    3. 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.
    4. Miller, J. Isaac & Park, Joon Y., 2005. "How They Interact to Generate Persistency in Memory," Working Papers 2005-01, Rice University, Department of Economics.
    5. 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.
    6. Pablo Marshall, 2000. "Difusion De Internet En Chile," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 3(2), pages 143-163.
    7. 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.
    8. 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.
    9. 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.
    10. 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.
    11. 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.
    12. 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.
    13. 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.
    14. Siddhartha Chib & Yasuhiro Omori & Manabu Asai, 2007. "Multivariate stochastic volatility (Revised in May 2007, Handbook of Financial Time Series (Published in "Handbook of Financial Time Series" (eds T.G. Andersen, R.A. Davis, Jens-Peter Kreiss," CARF F-Series CARF-F-094, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    15. 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.
    16. Marseguerra M. & Zio E., 1998. "Weight updating in forced Monte Carlo approach to dynamic PSA," Monte Carlo Methods and Applications, De Gruyter, vol. 4(4), pages 359-374, December.
    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. 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.
    20. 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.

    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:sae:risrel:v:224:y:2010:i:3:p:149-158. 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: SAGE Publications (email available below). General contact details of provider: .

    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.