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<article xmlns:xlink="http://www.w3.org/1999/xlink">
  <front>
    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>Condition-based Monitoring and Prognosis in an Error-Bounded Framework</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>L. Travé-Massuyès</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>R. Pons</string-name>
          <email>renaud.pons@gmail.com</email>
        </contrib>
        <contrib contrib-type="author">
          <string-name>P. Ribot</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Y. Pencole</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>C. Jauberthie</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>avenue du colonel Roche</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Toulouse</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>France</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Univ de Toulouse</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Toulouse</string-name>
        </contrib>
        <contrib contrib-type="author">
          <string-name>France</string-name>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>Univ de Toulouse</institution>
          ,
          <addr-line>Université Paul Sabatier, LAAS, F-31062 Toulouse</addr-line>
          ,
          <country country="FR">France</country>
        </aff>
      </contrib-group>
      <pub-date>
        <year>1987</year>
      </pub-date>
      <fpage>83</fpage>
      <lpage>90</lpage>
      <abstract>
        <p>Condition-based maintenance is recognized as a better health management strategy than regularly planned inspections as used nowadays by most companies. In practice, it is however difficult to implement because it means being able to predict the time to go before a failure occurs. This prediction relies on knowing the current health status of the system's components and on predicting how components age. This paper demonstrates the applicability of interval-based tools in integrated health management architectures, hence proposing an alternative to the standard statistical approach1.</p>
      </abstract>
      <kwd-group>
        <kwd>Interval analysis</kwd>
        <kwd>diagnosis</kwd>
        <kwd>prognosis</kwd>
      </kwd-group>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>-</title>
      <p>Nowadays system’s availability is a key ingredient of
economical competitiveness. A typical example is the civil
aircraft industry for which the unavailability of passenger
carriers generate great costs and considerable economical
losses. Technical inspections are generally planned on
regular bases. If a component fails and needs to be replaced
between two successive inspections, the plane is taken to a
standstill and the company has to re-schedule the aircraft
fleet, implying money loss during this unplanned
immobilization. This is why condition-based maintenance is a
preferable strategy that means predicting at inspection time
the time to go before a new failure occurs. In this case the
aircraft company can replace the part whose failure is
estimated during the current inspection and then prevent an
extra immobilization of the plane. This strategy not only
saves a lot of money but also increases reliability and safety.</p>
      <p>Integrated systems health management architectures
performing condition-based monitoring naturally couple fault
diagnosis and prognosis mechanisms [1; 2; 3; 4]. Diagnosis
is used to assess the current state of the system and is used
to initialize a prediction mechanism based on ageing
models that aims to estimate the remaining useful life (RUL).
In the prognosis process several sources of uncertainty can
be identified, in particular the ageing models and the future
stress conditions. These uncertainties are commonly taken
into account through appropriate assumptions about noise
and model error distributions, which are difficult to acquire.
An alternative approach is to frame the problem in a
setmembership framework and make use of recent advances in
the field of interval analysis and interval constraint
propagation.</p>
      <p>This paper demonstrates the applicability of
intervalbased tools — briefly introduced in Section 2 — in
integrated health management architectures, providing an
interesting alternative to the standard statistical approach [5;
6]. It proposes a two stages set-membership (SM)
conditionbased monitoring method whose principle is presented in
Section 3. The first stage is diagnosis that provides an
estimation of the system’s health status. It takes the form of SM
parameter estimation using Focused Recursive Partitioning
(FRP) and is the subject of Section 4. The second stage
concerns prognosis in the form of the estimation of the
remaining system’s lifespan. It is based on the use of a damaging
table and is detailed in Section 5. The case study of a shock
absorber is used to illustrate the method and is presented in
Section 6 before the concluding Section 7.
2</p>
    </sec>
    <sec id="sec-2">
      <title>Interval analysis</title>
      <p>
        Interval analysis was originally introduced to obtain
guaranteed results from floating point algorithms [7] and it was
then extended to validated numerics [8]. A guaranteed
result first means that the solution set encloses the actual
solution. It also means that the algorithm is able to conclude
about the existence or not of a solution in limited time or
number of iterations [
        <xref ref-type="bibr" rid="ref9">9</xref>
        ].
      </p>
      <sec id="sec-2-1">
        <title>2.1 Interval</title>
        <p>A real interval x = [x, x] is a closed and connected subset
of R where x and x represent the lower and upper bound of
x, respectively. x and x are real numbers. The width of an
interval x is defined byw(x) = x − x, and its midpoint by
mid(x) = (x + x)/2. If w(x) = 0, then x is degenerated
and reduced to a real number. x is defined as positive (resp.
negative), i.e. x ≥ 0 (resp. x ≤ 0), if x ≥ 0 (resp. x ≤ 0).</p>
        <p>The set of all real intervals of R is denoted IR. Two
intervals x1 and x2 are equal if and only if x1 = x2 and x1 = x2.
Real arithmetic operations have been extended to intervals
[8]:</p>
        <p>◦ ∈ {+, −, ∗, /}, x1 ◦ x2 = {x ◦ y | x ∈ x1, y ∈ x2}.
An interval vector or box [x] is a vector with interval
components. An interval matrix is a matrix with interval
components. The set of n−dimensional real interval vectors is
denoted by IRn and the set of n × m real interval matrices
is denoted by IRn×m. The width w(.) of an interval vector
(or of an interval matrix) is the maximum of the widths of
its interval components. The midpoint mid(.) of an interval
vector (resp. an interval matrix) is a vector (resp. a matrix)
composed of the midpoints of its interval components.</p>
        <p>Classical operations for interval vectors (resp. interval
matrices) are direct extensions of the same operations for
real vectors (resp. real matrices) [8].
2.2</p>
      </sec>
      <sec id="sec-2-2">
        <title>Inclusion function</title>
        <p>Given x a box of IRn and a function f from IRn to IRm, an
inclusion function of f aims at getting a box containing the
image of x by f . The range of f over x is given by:
f (x) = {f (ν) | ν ∈ x},
where ν is a real vector of the same dimension as x. Then,
the interval function [f ] from IRn to IRm is an inclusion
function for f if:</p>
        <p>∀x ∈ IRn, f (x) ⊂ [f ](x).</p>
        <p>An inclusion function of f can be obtained by replacing
each occurrence of a real variable by its corresponding
interval and by replacing each standard function by its interval
evaluation. Such a function is called the natural inclusion
function. A function f generally has several inclusion
functions, which depend on the syntax of f .
2.3</p>
      </sec>
      <sec id="sec-2-3">
        <title>Notations</title>
        <p>Throughout the paper and unless explicitly mentioned,
variables are assumed to take values in IRd, where d is the
dimension of the variable. Exception is made for overlined
and underlined variables that are assumed to take values in
Rd, where d is the dimension of the variable. Bold
symbols are used to denote multi-dimensional variables (vector
or matrices).
3
3.1</p>
      </sec>
    </sec>
    <sec id="sec-3">
      <title>Principle of the Set-Membership Health</title>
    </sec>
    <sec id="sec-4">
      <title>Management Method</title>
      <sec id="sec-4-1">
        <title>Method Architecture</title>
        <p>The architecture of the preventive maintenance method is
shown in Fig. 1. The method relies on two modules:
• A diagnosis module that uses the system measured
inputs and outputs to compute an estimation of the
system’s health status; this is performed by estimating the
value of the system parameter vector θ by the means of
a behavioral Model Σ of the system.
• A prognosis module that predicts the parameter
evolution over time by using a Damaging Model Δ and
computes the Remaining Useful Life or RUL of the
underlying subsystems.</p>
        <p>The global model representing the progressive evolution
of the system over time, e.g. the Ageing Model, is obtained
by putting together the behavioral model Σ and the
damaging model Δ. The behavioral model takes the form of a
state space model, i.e. a state equation modeling the
dynamics of the system state vector, and an observation equation
that links the state variables to the observed variables:
Σ :
x˙ (t) = f (t, x(t), θ(t), u(t))
y(t) = h(t, x(t), θ(t), u(t))
(1)</p>
        <p>Ageing model
Behavioural
model Σ
where
x(t) is the state vector of the system of dimension nx,
u(t) is the input vector of dimension nu,
y(t) is the output vector of dimension ny,
θ(t) is the parameters vector of dimension nθ.
Σ represents the system’s nominal behavior as it is
supposed to act when its parameters have not yet suffered any
ageing.</p>
        <p>The damaging model Δ represents the dynamics of the
behavioral model parameters. It is described by the
dynamic state equation (2) where the equation states are the
system parameters. The equation models how the
parameters evolve over time because of the wearing, leakage, etc.:
Δ : θ˙ (t) = g(t, θ(t), w, x(t))
(2)
where w is a wearing parameter vector of dimension nθ.
3.2</p>
      </sec>
      <sec id="sec-4-2">
        <title>Unit Cycles</title>
        <p>Predicting the evolution of the system’s behavior requires
to know a priori how the system will be solicited either by
the control system or by external causes (e.g.
environmental conditions, temperature, humidity, etc.) This knowledge
is generally difficult to obtain. In our approach, we make
assumptions about the future solicitations of the system by
determining the most usual way the system is intended to be
used and we define the notion ofunit cycles. A unit cycle C
is defined as a solicitation that repeats in time and that leads
to a behavioral sequence that is known to impact system’s
ageing.</p>
        <p>
          For example, in the case of a pneumatic valve from the
Space Shuttle cryogenic refueling system, [
          <xref ref-type="bibr" rid="ref1">2</xref>
          ] defines a unit
cycle as the opening of the valve, the filling of the tank and
the valve closing when the tank is full. In the case of an
aircraft, an unit cycle may be chosen to be a flight: it starts
with the plane take-off, a cruising stage and landing.
        </p>
        <p>One may simultaneously use unit cycles at different time
scales, depending on the dynamics of the system and its
subsystems. As an example, one may define a “global” unit
cycle for a bus as being the journey from the starting station to
the terminus, and another unit cycle for the subsystem “bus
doors” as being the opening and the closing of the doors at
each station.
4</p>
      </sec>
    </sec>
    <sec id="sec-5">
      <title>SM Diagnosis</title>
      <p>Diagnosis is achieved through SM parameter estimation.
This problem assumes that measured outputs ym(ti)
generated by the real system on a time horizon ti = t0, . . . , tH of
length H × δ, where δ is the sampling period, are corrupted
by bounded-error terms that may originate from the system
and hence rejected.</p>
      <p>If yˆ(ti)j ⊆ ym(ti), ∀ti ∈ {t0, . . . , tH },
then [θ]j is a parameter vector for which the estimation is
consistent with the measurements. The box is added to the
list of the solution parameter boxes:</p>
      <p>P = P ∪ [θ]j .</p>
      <p>If none of the two previous conditions is true, i.e.:
[yˆ(ti)]j ∩ [ym(ti)] 6= ∅, ∀ti ∈ {t0, . . . , tH },
it means that the parameter box [θ]j is undetermined and
that it partially contains solutions. The box is also added to
P. Two different labels allow us to keep track of the boxes
that are feasible or undetermined. The convex union of these
boxes provides the estimation θˆ that encloses the feasible
parameter set Θ, i.e. θˆ ⊇ Θ.</p>
      <p>The quality of the enclosure depends on the size of the
boxes of the partition, in other words on the partition
precision. A way to improve the enclosure is to proceed with a
partition of the obtained solution θˆ and run another round of
consistency tests over the new boxes, and so on recursively.
The process of iterating the partition ends when the gain in
precision is low with respect to the SM integration and
consistency tests computational cost. The method is detailed
for a one dimension parameter vector in the next section.</p>
      <p>The estimation precision ω(P ) obtained for a given
partition P can be evaluated by the following percentage:
ω(P ) = mid(θˆ) ./
mid(θˆ) + w(θˆ)/2
parameters varying within specified bounds, bounded noise,
or sensor precision. The ym(ti)’s are hence interval vectors
of IRny . The SM parameter estimation problem for the
system Σ is formulated as finding the setΘ ⊆ Rnθ of real
parameter vectors such that the arising outputs y(ti, θ) ∈ Rny
hit all the output data sets, i.e.:</p>
      <p>
        θ ∈ Θ ⇔ y(ti, θ) ∈ ym(ti), ∀ti ∈ {t0, . . . , tH }.
Θ is called the feasible parameter set (FPS). SM
parameter estimation problems are generally solved with a
branchand-bound algorithm like SIVIA [
        <xref ref-type="bibr" rid="ref10">10</xref>
        ] that enumerates
candidate box solutions thanks to a rooted tree and assumes the
full parameter space as the root. At every node, the set of
yˆ(ti), ti = t0, . . . , tH , arising from the considered box
parameter vector [θ]∗, i.e. solution of Σ for any real θ ∈ [θ]∗,
is checked for consistency against the measurements and
labelled feasible, unfeasible or undetermined. Unfeasible
candidates are rejected while undetermined candidates are split
and checked in turn until the set precision of the candidate
solutions is below a given threshold ε provided by the user.
      </p>
      <p>
        Such algorithms return an overestimation of the FPS
given by the convex union of the candidates that have been
labelled feasible and undetermined [
        <xref ref-type="bibr" rid="ref11">11</xref>
        ]. Interestingly, the
convex union may consist of one set or more, which means
that the systems does not need to be identifiable in the
classical sense [
        <xref ref-type="bibr" rid="ref12">12</xref>
        ].
      </p>
      <p>When considering a SIVIA-based algorithm for
dynamical systems like Σ, a critical step is the determination of
the inclusion function for the state vector xˆ(ti) at instants
ti = t0, . . . , tH , arising from a given candidate parameter
vector [θ]∗, from which the [yˆ(ti)], ti = t0, . . . , tH can
be computed using the observation equation of Σ. This
step relies on set-membership integration for which we have
chosen the interval Taylor series integration scheme
implemented in the VNODE-LP solver [13]. Although quite well
optimized [14], it is well-known that this method is
computationally stable only for [θ]∗ of very small size. SIVIA-like
parameter estimation algorithms are hence particularly
inefficient as they enumerate candidate parameter subspaces
starting with the full parameter space. This is why we
propose the FRP schema presented in the next section.
4.1</p>
      <sec id="sec-5-1">
        <title>Principle of FRP-based SM Parameter</title>
      </sec>
      <sec id="sec-5-2">
        <title>Estimation</title>
        <p>The principle of the FRP method is based on partitioning
the parameter search space S(θ). Each part of the partition
represents a candidate parameter vector [θ]j for which SM
integration of the state equation of Σ provides a conservative
numerical enclosure xˆ(ti)j , ti = t0, . . . , tH . The output
vector can now be estimated as:
yˆ(ti)j = h (t, xˆj , [θ]j , um) , ∀ti ∈ {t0, . . . , tH }
(3)
We then keep track of the parameters vectors for which
the yˆ(ti)j ’s are consistent with the measurements, for all
ti = t0, . . . , tH , i.e. the unfeasible ones are discarded.
Computing the convex hull then provides us with a minimal and
maximal value for the admissible parameter vectors.</p>
        <p>The consistency test is defined as testing the intersection
of the estimated output vector with the measurements:
If ∃ ti ∈ {t0, . . . , tH } s.t. yˆ(ti)j ∩ ym(ti) = ∅,
(4)
then there is no consistency between the estimation and the
measured input um(t) and output ym(t) with the tested
parameter vector [θ]j . The parameters box [θ]j is unfeasible
(5)
(6)
(7)
(8)
(9)
where ./ denotes the division of two vectors term by term.</p>
        <p>Given two partitions Pi and Pj , one can evaluate the
precision gain as:</p>
        <p>G(Pj /Pi) = ω(Pj )./ω(Pi).
4.2</p>
      </sec>
      <sec id="sec-5-3">
        <title>Parameter search space</title>
        <p>The domain value of the parameter vector θ is given by
Ω(θ) = [.inf(θbol, θeol), .sup(θbol, θeol)], where .inf and
.sup denote the operators inf and sup applied term by term
and θbol and θeol are the real vectors whose components
are given by θk,bol and θk,eol for each parameter θk, k =
1, . . . , nθ:
• θk,bol (bol: “beginning-of-life”) is the factory setting
defined by the design specification,
• θk,eol (eol: “end-of-life”) is the maximal/minimal
admissible value, i.e. the value above/below which the
component is considered to have failed and the
function is no longer guaranteed.</p>
        <p>During the system’s life, the impact of ageing results in the
parameter vector value evolving in Ω(θ). Depending on the
impact of ageing, its value may decrease or increase with
time:
θ(ti) = αθ(tj ), ti ≥ tj
(10)
where α is an nθ dimensional real vector whose
components αk are greater or lower than 1 depending on the impact
of ageing on the change direction of the parameter.</p>
        <p>We assume a health management strategy, which means
that diagnosis (and prognosis) is performed according to a
given inspection planning at some chronologically ordered
P2
P2</p>
        <p>P3
times of the system’s life T0, . . . , TF . The parameter
vector search space depends on the time and is hence denoted
by S(θ)Ti = [S(θ)Ti , S(θ)Ti ], where Ti ∈ {T0, . . . , TF }.
Initially, for the first inspection time T0, we set S(θ)T0 =
Ω(θ). Diagnosis then returns the estimated parameter value
θˆ(T0). For the next inspection time, S(θ) is updated by
taking the parameter value estimation into account as follows:
• if αk &gt; 1, θk,bol is replaced by inf(θˆk(T0), θˆk(T0)),
• if αk &lt; 1, θk,bol is replaced by sup(θˆk(T0), θˆk(T0)),
and one of the bounds of the components of S(θ)T1 remains
equal to θk,eol.</p>
        <p>In the general case, when considering the inspection time
Ti, S(θ)Ti is hence obtained with θˆ(Ti−1) as follows:
• if αk &gt; 1, inf(θˆk(Ti−1), θˆk(Ti−1)) is replaced by
• if αk &lt; 1, sup(θˆk(Ti−1), θˆk(Ti−1)) is replaced by
inf(θˆ(Ti), θˆ(Ti)),
sup(θˆk(Ti), θˆk(Ti)).
4.3</p>
      </sec>
      <sec id="sec-5-4">
        <title>FRP Parameter Estimation for a Single</title>
      </sec>
      <sec id="sec-5-5">
        <title>Parameter</title>
        <p>In this section, we consider one single parameter θ whose
evolution is monotonically increasing. As an example, let’s
state that θ is a bearing friction coefficient that grows with
the bearing wearing and the clogging of the environment. In
the general case, this kind of knowledge must be brought by
an expert of the system and/or the manufacturer.</p>
        <p>Let us consider the first inspection time and the initial
search space S(θ)T0 given by the domain value of the
parameter Ω(θ) = [θbol, θeol]. The search space is partitioned
into boxes, in our case intervals (cf. Fig. 2).</p>
        <p>The dynamic equation of Σ is integrated on the time
window ti = t0, . . . , tH , where tH = T0, as many times as
the number of intervals in the partition P1. The number
of intervals is defined by the partition factor (P1), which
equals 1/15 in our example (cf. Fig. 2). We start with
[θ]1 = [θbol, θbol + pw], where pw = (P1)w(S(θ)T0 ) is
the width of the partition intervals, then proceed with the
subsequent intervals [θ]j . For each interval, we get an
estimation of the state vector at times ti = t0, . . . , tH , denoted
as xˆ(t0 . . . tN )j , and obtain yˆ(t0 . . . tN )j thanks to the
observation equation (1). This latter is tested for consistency
against the measurements ym(t0 . . . tN ).</p>
        <p>Depending on the output of the tests (4), (5), and (7), the
parameter interval [θ] is rejected or added to the solution as
feasible or undetermined (red-colored, green-colored, and
yellow-colored parts, respectively, in Fig. 2).</p>
        <p>P1</p>
        <p>The convex union of feasible and undetermined intervals
provides a guaranteed estimation θˆ = hθˆ, θˆi of the
admissible values for θ. We iterate the process by creating a new
partition P2 of hθˆ, θˆi with a precision (P2) = 1/10 (cf.
Fig. 3).</p>
        <p>P1
P1
P</p>
        <p>We proceed as above for each interval of P2 in order to
refine the bounds ofhθˆ, θˆi and find a more precise enclosure
of feasible parameter solution (see Fig. 3).</p>
        <p>We iterate the process until the precision gain
G(Pi+1/Pi) is greater then a given threshold, as it is
shown in Fig. 4.</p>
      </sec>
      <sec id="sec-5-6">
        <title>Remarks</title>
        <p>The method can be easily generalized to a system whose
parameter vector has dimension nθ &gt; 1. The computing
cost is proportional to the number of boxes that are tested,
i.e. Pin=P1 1/ (Pi), where nP is the number of partitions.</p>
        <p>Let’s notice that the partition may be non-regular. For
example, for a slowly ageing parameter, one may choose small
boxes for the values of θ that are close to θbol and larger
ones for the values close to θeol. The result is guaranteed
even if the partition has not been properly chosen or if the
parameter has evolved in a non expected way, although the
computation cost may be higher.</p>
        <p>The convex union provides a poor result if the set of
admissible values is made of several mutually disjoint
connected sets, as shown in Fig. 5. The algorithm may test
some boxes that have already been rejected by the tests of
the previous partition. This drawback could be addressed
by defining the solution as a list of boxes whose labels
(unfeasible, feasible, or undetermined) are inherited by the next
partition boxes.</p>
        <p>Solution
The global model (Σ + Δ) assumes that the parameters of
the behavior model Σ given by (1) evolve in time, and that
their evolution is represented by the degradation model Δ
given by the dynamic equation (2) that is recalled below:
Δ : θ˙ (t) = g(t, θ(t), w, x(t)).
Δ provides the dynamics of the parameter vector as a
function of the state of the system x(t) and of a degradation
parameter vector w that allows one to tune the degradation
for each of the considered parameters.</p>
        <p>The global model (Σ + Δ), in the form of a dynamic
model with varying parameters, cannot be directly
integrated by VNODE-LP. An original method, coupling the
two models Σ and Δ iteratively is proposed in the following.
The method is illustrated by Fig. 6 and used to determine
the degradation suffered by each parameter during one unit
cycle as defined in Section 3.2.</p>
        <p>Let us denote uC (t), t ∈ [τ, τ + dC ], the system input
stress during one unit cycle C . As shown in Fig. 6, the
following steps are iteratively executed, every iteration
corresponding to a computation step given by the sampling
period δ:
1. The normal behavior model Σ is used first with input
u(t) = uC (τ ) to compute the state x(τ ) and the output
y(τ );
2. The parameters are updated with the degradation
model Δ using the value of the state determined
previously, i.e. θ(τ ) is computed;
3. The parameters of the behavior model Σ are updated
with θ(τ );
4. The next stress input value uC (τ + δ) is considered,
and so on until the end of the cycle, i.e. until the last
value of the cycle uC (τ + dC ) is reached.</p>
        <p>Σ
Δ
where nθ is the number of parameters of the system. Let’s
assume the cycle i, then D maps θi into D(θi) = θi+1,
which is the value of θ after one unit cycle.</p>
        <p>D is nonlinear. Thus the value of the parameter vector
after one cycle θi+1 depends on the initial value θi. Indeed,
we know that a system generally degrades in a nonlinear
fashion. We must hence compute θi+1 for all possible
values of the parameter vector θi.</p>
        <p>For this purpose, the domain value Ω(θk) of each
parameter θk is partitioned into Nk intervals. Nk is chosen
sufficiently large to reduce non conservatism of the interval
function D. The domain value of the parameter vector θ is hence
partitioned into NΠ = Πnθ</p>
        <p>k=1Nk possible boxes that must be
fed as input to D. Let us for instance consider a two
parameters vector and its beginning-of-life and end-of-life values
as follows:
θ =
θ1 , θbol =
θ2
1
1 , θeol =
94 and N = 32 , (12)
then, if we select the partition landmarks as {5} for θ1 and
{2, 3} for θ2 2, D must be run for the following 6 box values:</p>
        <p>For each of these box values taken as input for cycle i, i.e.
θi = [θ]l, l = 1, . . . , 6, D returns the (box) value θi+1 after
one unit cycle. This computation is then projected on each
dimension to obtain a set of nθ tables, Dθk , k = 1, . . . , nθ,
that provide the degradation of each individual parameter θk
after one unit cycle.
The RUL, understood as a RUL for the whole system, can
now be determined by computing the number of cycles that
are necessary for the parameters to reach the threshold
defining the end-of-life (cf. Fig. 7).</p>
        <p>Diagnosis at
inspection
time Tk</p>
        <p>Yes
RUL = i</p>
        <p>No</p>
        <p>For the cycle i = 0, θ0 is initialized with θˆ, which is
the result of the parameter estimation computed by the
diagnosis engine. θˆ is given as input to D, which returns
D(θˆ) = θ1. i is incremented by 1 and θ1 is given as input
to D and so on until the set-membership test θi θeol is
achieved, which provides the stopping condition. This test
may take several forms as explained in Section 5.3. If the
test is true, then the index i is the number of cycles required
to reach the degradation threshold, so RUL = i.</p>
        <p>For a given cycle i, the box value θi that must be given
as input to D is not necessarily among the values [θ]l, l =
1, . . . , NΠ, of the partition. We propose to compute θi+1
by assuming that the mapping between θi and θi+1 is linear
in every domain l of the partition. Considering p ∈ Rnθ ,
D(p) is approximated as follows:
∀θ ∈ [θ]l, D(θ) ≈ a
θ + b, l=1, . . . , NΠ
(14)
where a= w(D([θ]l))./w([θ]l), b= D([θ]l) − a[θ]l, and
is the product of two vectors term by term.</p>
        <p>Equation (14) is applied to θi and θi to obtain an
approximation of D(θi).</p>
        <p>2Notice that the intervals issued from the partitioning are not
required to be of equal length.</p>
      </sec>
      <sec id="sec-5-7">
        <title>5.3 Set-membership test for the RUL</title>
        <p>The set-membership test implemented with the order
relation may take several forms. For instance, if the test
θi θeol is interpreted as:
∃k ∈ {1, . . . , nθ} |
i
θk ≥ θk,eol if αk &gt; 1 or θik ≤ θk,eol if αk &lt; 1, (15)
then it means that the bound of the interval value of at least
one parameter θk is above or below its end-of-life threshold
value θk,eol. The RUL is then qualified as the “worst case
RUL”, which means that the RUL indicates the earliest cycle
at which the system may fail.</p>
        <p>One can also test whether the value higher bound of one
of the parameters is higher than its end-of-life threshold, that
is to say:
∃k ∈ {1, . . . , nθ} |</p>
        <p>θik ≥ θk,eol if αk &gt; 1 or θik ≤ θk,eol if αk &lt; 1. (16)
The RUL then represents the cycle at which it is certain that
the system will fail.</p>
        <p>It is obviously possible to combine these different tests
applied to the different individual parameters depending on
their criticality.
6</p>
      </sec>
    </sec>
    <sec id="sec-6">
      <title>Case study</title>
      <sec id="sec-6-1">
        <title>6.1 Presentation</title>
        <p>The case study is a shock absorber that consists of a moving
mass connected to a fixed point via a spring and a damper as
illustrated by Fig. 8. The movement of the mass takes place
in the horizontal plane in order to eliminate the forces due
to gravity. Aerodynamic friction forces are neglected.
k
c
x
m
where m is the mass, ~a is the acceleration, F~k is the spring
biasing force, F~c is the friction force exerted by the damper
and ~u is the force applied on the mass. Expressing the forces
and the acceleration as a function of the position of the mass
x(t), we get:
c</p>
        <p>k
x¨(t) +
x˙ (t) +</p>
        <p>x(t) = u(t)
m m
where k is the spring stiffness constant (N/m), m is the
mobile mass (kg), and c is the damping coefficient (Ns/m). (18)
is a second order ODE. Let us rewrite
c k
(18)
m
= 2ζω0 and
m
= ω02
and we get
r k</p>
        <p>c
ω0 = m and ζ = 2√km .</p>
        <p>The impulse response of such system depends on the value
of ζ:
• if ζ = 0, then the answer is a sinusoid;
• if 0 &lt; ζ &lt; 1, then the answer is a damped sinusoid;
• if ζ ≥ 1, then the answer is a decreasing exponential.
The state model is given by the equation:
 X˙ (t) =

0
−k
m
1
−c X(t) +
m
0
1 U (t)
1 0
 Y (t) = 0 1 X(t)
with X(t) = [x(t), x˙ (t)]T , and the transfer function is:
X(p)
U (p)
=</p>
        <p>1
p2 + mc p + mk
.</p>
        <p>An example of bounded error step response obtained with
VNODE-LP with a sampling parameter δ = 0.1 s, c = 1,
m = 2 and k = [3, 9 ; 4, 1] is shown in Fig. 9a. There,
ζ ' 0.177 and the step response is a damped sinusoid.
Because k is assumed to have an uncertain value bounded by
an interval, the outputs are in the form of envelops.
6.2</p>
      </sec>
      <sec id="sec-6-2">
        <title>Unit cycle</title>
        <p>In the case study, a unit cycle is defined by the application
of a power unit for a determined time. The force is applied
at time t0+5s, where t0 is the cycle starting time. The force
lasts 20s and cancels at t0+ 25s as shown by the red curve
of Fig. 9b. The cycle ends at t0 + 50s.</p>
        <p>Fig. 9b presents the system’s response for a spring
constant k = [3.9, 4.1] N/m, a mass m = 2 kg, a damping
coefficient c = 10 Ns/m, and initial speed and position equal
to zero. The response is a decreasing exponential.
6.3</p>
      </sec>
      <sec id="sec-6-3">
        <title>Degradation model</title>
        <p>The degradation model chosen is the ageing of the damper
cylinder. It is represented by a reduction of the damping
coefficient proportional to the velocity of the mass[15]:
c˙ = βx˙ , β &lt; 0.</p>
        <p>The more the spring is used, the weaker it becomes,
characterized by the change in the damping coefficient.
6.4</p>
      </sec>
      <sec id="sec-6-4">
        <title>Diagnosis</title>
        <p>The FRP parameter estimation method presented in Section
4 has been used with the measures shown in Fig. 9c. These
measures were obtained for
θ =
" c # "5#
k = 4
m 2</p>
        <p>The goal is to estimate the damping coefficientc and the
stiffness constant k. The search space is defined by the
interval [4 9] for c and [3.5, 9] for k. The value of m is assumed
to be known m = 2. Using the notation introduced above,
we have:
θbol =
" 4 #
3.5 , θeol =
2
(a) Step response for ζ = 0.177.
(b) Unit cycle for the case study.
(c) Measured input and output.
left and [θ]j = [5, 5, 1], [4, 4, 1], 2 T on the right. On the
left figure, one can see that there is no intersection between
the estimate and the measurement for the position, hence the
box used for the simulation is rejected. On the right, there
is an intersection between the measurement and the
estimation for all time points, but the estimate is not included in
the measure envelop, hence the parameter box is considered
undetermined.</p>
        <p>Figure 10 – Estimation results with a rejected parameter box
(left) and an indetermined box (right)</p>
        <p>
          The results for partition P1 are presented in Fig. 11a and
we obtain a first estimation forθ:
θˆ =
" [4, 1, 5.8] #
[
          <xref ref-type="bibr" rid="ref1 ref3">3, 7, 4, 2</xref>
          ] .
        </p>
        <p>2
The estimation precision for partition P1 is given by:
ω(P1) = mid(θˆ) ./( mid(θˆ) + w(θˆ)/2) =</p>
        <p>The precision is now ω(P2) = [0.9, 0.96, 1]T , and the
precision gain is G(P2/P1) = [0.056, 0.025, 0]T . The
values for the gain indicate that partitioning a third time might
be quite inefficient. To confirm this fact, let us perform a
third partition P3, whose precision is increased by a factor
of 5, i.e. = 0.02 (cf. Fig. 11c). The new estimation for θ is
T
θˆ = [4.548, 5.526], [3.872, 4.132], 2 , and the precision
gain is G(P3/P2) = [0.0073, 0.0036, 0]T . As expected, the
gain is quite negligible with respect to the computation time
increase.</p>
      </sec>
      <sec id="sec-6-5">
        <title>6.5 RUL computation</title>
        <p>In this section we apply the set-membership method
described in Section 5.2 to compute the RUL for the damping
coefficientc.</p>
        <p>The damper is assumed to fail when c ≤ ceol = 2. The
degradation model (21) with β = −0, 13 allows us to
determine the degradation table Dc for the parameter c for a unit
cycle:</p>
        <p>
          ci D(ci) = ci+1 ci D(ci) = ci+1
[
          <xref ref-type="bibr" rid="ref10 ref9">9, 10</xref>
          ] [8.917, 9.977] [4, 5] [3.874, 4.977]
[
          <xref ref-type="bibr" rid="ref9">8, 9</xref>
          ] [7.911, 8.978] [
          <xref ref-type="bibr" rid="ref3">3, 4</xref>
          ] [2.863, 3.973]
Dc = [7, 8] [6.898, 7.979] [
          <xref ref-type="bibr" rid="ref1 ref3">2, 3</xref>
          ] [1.721, 2.97]
[6, 7] [5.814, 6.982] [
          <xref ref-type="bibr" rid="ref1">1, 2</xref>
          ] [0, 1.98]
[5, 6] [4.859, 5.979] [0, 1] [0, 0.9755]
(25)
After proceeding to the linear interpolation given by (14),
the graphical representation of ci+1 as a function of ci is
given by Fig. 12.
        </p>
        <p>The number of elements of the partition has been chosen
relatively small to better illustrate the method. In a real
situation, this number should be high in order to obtain less
conservative predictions.</p>
        <p>The value of c has been previously estimated and is</p>
        <p>The graph of Fig. 12 allows us to approximate the predicted
value after one unit cycle:</p>
        <p>D(cˆ) = c1 = [4.4787, 5.4481].</p>
        <p>The next iteration of the algorithm allows us to compute c2,
etc. After 30 iterations, we obtain c30 = [1.7665, 3.4235].</p>
        <p>3The coefficient β has been chosen arbitrarily to illustrate the
approach; it does not represent the real ageing of a damper.
(a) Partition P1
(b) Partition P2
(c) Partition P3</p>
        <p>Since c30 &lt; ceol, we get RU L = 30 cycles. After the 44th
iteration, we get c44 = [0.037591, 1.985928]. We then have
c44 &lt; ceol and hence RU L = 44 cycles. The RUL of the
damper is hence given by:</p>
        <p>RU L = [30, 44] cycles.
7</p>
      </sec>
    </sec>
    <sec id="sec-7">
      <title>Conclusion</title>
      <p>This paper addresses the condition-based monitoring and
prognostic problems with a new focus that trades the
traditional statistical approach by an error-bounded approach.
It proposes a two stages method whose principle is to first
determine the health status of the system and then use this
result to compute the RUL of the system. This study uses
advanced interval analysis tools to obtain guaranteed results
in the form of interval bounds for the RUL.</p>
      <p>The results for the case study demonstrate the feasibility
of the approach. The next step is to adapt the FRP-based
SM parameter estimation algorithm in order to output a list
of boxes instead of a single box given by the convex hull
of the boxes. The convex hull is indeed a very conservative
approximation when the solution set is not convex.</p>
      <p>The second stream of work is to consider contextual
conditions and their associated uncertainties. Environmental
conditions, like weather, different usage, etc. may indeed
significantly affect the stress input and prognostics results.
[13] N. Nedialkov. VNODE-LP, a validated solver for
initial value problems for ordinary differential equations.
[15] Ian M Hutchings. Tribology: friction and wear of
engineering materials. Butterworth-Heinemann Ltd,
1992.</p>
    </sec>
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