A new algorithm for prognostics using Subset Simulation

This work presents an efficient computational framework for prognostics by combining the particle filter-based prognostics principles with the technique of Subset Simulation, first developed in S.K. Au and J.L. Beck [Probabilistic Engrg. Mech., 16 (2001), pp. 263-277], which has been named PFP-SubSim. The idea behind PFP-SubSim algorithm is to split the multi-step-ahead predicted trajectories into multiple branches of selected samples at various stages of the process, which correspond to increasingly closer approximations of the critical threshold. Following theoretical development, discussion and an illustrative example to demonstrate its efficacy, we report on experience using the algorithm for making predictions for the end-of-life and remaining useful life in the challenging application of fatigue damage propagation of carbon-fibre composite coupons using structural health monitoring data. Results show that..

 

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