Remaining useful life prediction with imprecise observations: An interval particle filtering approach

Particle Filtering (PF) has been widely used for predicting Remaining Useful Life (RUL) of industrial products, especially for those with nonlinear degradation behavior and non-Gaussian noise. Traditional PF is a recursive Bayesian filtering framework that updates the posterior probability density function of RULs when new observation data become available. In engineering practice, due to the limited accuracy of monitoring/inspection techniques, the observation data available for PF are inevitably imprecise and often need to be treated as interval data. In this article, a novel Interval Particle Filtering (IPF) approach is proposed to effectively leverage such interval-valued observations for RUL prediction. The IPF is built on three pillars: (i) an interval contractor that mitigates the error explosion problem when the epistemic uncertainty in the interval-valued observation data is propagated; (ii) an interval intersection method for constructing the likelihood function based on the interval observation data; and (iii) an interval kernel smoothing algorithm for estimating the unknown parameters in the IPF. The developed methods are applied on the interval-valued capacity data of batteries and fatigue crack growth data of railroad tracks. The results demonstrate that the developed methods could improve the performance of RUL predictions based on interval observation data.