Fundamentals of Sequential System Monitoring and Prognostics Methods

Abstract

This chapter provides a detailed description of the most significant constituent elements in the problem of sequential system monitoring and event prognostics, including aspects related to multistep ahead predictions and the computation of the remaining useful life. The authors’ main interest here is to provide a holistic view of the problem of uncertainty characterisation in prognostics, as well as the theory and algorithms that allow us to make use of real-time data to sequentially predict the current state (or health) of the monitored system and the characterisation of its future evolution in time. A numerical example is finally provided to exemplify the end of life calculation using a prognostics algorithm.