Auxiliary Particle Filter for Prognostics and Health Management

Accurately predicting the remaining useful life (RUL) of a system is a crucial factor in prognostics and health management (PHM). This paper introduces an auxiliary particle filter (APF) model, which has the advantages of dynamically updating the model parameters and being optimized in computational speed for prognosis applications in real engineering problems. The development of particle filter (PF) in the recent decade focused on increasing the PF model’s complexity to solve more difficult problems. However, the added complexity negatively impacts the computational speed. The number of particles is commonly reduced to compensate for this increased computational burden, but this significantly reduces the accuracy of PF’s posterior distribution. The developed APF model can estimate unknown states and model parameters at the same time with a large number of particles. This algorithm was demonstrated with a dataset from an electric motor accelerated aging experiment. The results show that this model can quickly and accurately predict the RUL and is robust to measurement noise.