Multi-branch hidden Markov models for remaining useful life estimation of systems under multiple deterioration modes

Remaining Useful Life (RUL) estimation plays an important role in implementing a condition-based maintenance (CBM) program, since it could provide sufficient time for maintenance crew to act before an actual system failure. This prognostic task becomes harder when several deterioration mechanisms co-exist within the same system due to the variability and dynamics of its operating environment, since the RUL obviously depends on the mode that the system is following. In this paper, we propose a multi-branch modeling framework to deal with such problems. The proposed model consists of several branches in which each one represents a deterioration mode and is considered as a hidden Markov model. The system’s conditions are modeled by several discrete meaningful states, such as “good†, “minor defect†, “maintenance required†and “failure†, which would be easy to interpret for maintenance personnel. Furthermore, these states are considered to be “hidden†and can only be revealed through observations. These observations are the condition monitoring information in the CBM context. The performance of the proposed model is evaluated through numerical studies. The results show that the multi-branch model can outperform the standard one-branch HMM model in RUL estimation, especially when the “distance†between the deterioration modes is considerable.