Remaining Useful Life Estimation Based on a Nonlinear Diffusion Degradation Process

Remaining useful life estimation is central to the prognostics and health management of systems, particularly for safety-critical systems, and systems that are very expensive. We present a non-linear model to estimate the remaining useful life of a system based on monitored degradation signals. A diffusion process with a nonlinear drift coefficient with a constant threshold was transformed to a linear model with a variable threshold to characterize the dynamics and nonlinearity of the degradation process. This new diffusion process contrasts sharply with existing models that use a linear drift, and also with models that use a linear drift based on transformed data that were originally nonlinear. Both existing…