Hidden Markov Model for Health Estimation and Prognosis of Turbofan Engines

2011 ◽  
Author(s):  
Andrea Giantomassi ◽  
Francesco Ferracuti ◽  
Alessandro Benini ◽  
Gianluca Ippoliti ◽  
Sauro Longhi ◽  
...  
Keyword(s):  
Markov Model ◽  
Hidden Markov Model ◽  
Prediction Models ◽  
Residual Life ◽  
Hidden Markov ◽  
Life Time ◽  
Turbofan Engines ◽  
Useful Life ◽  
Determinant Factor

Determining the residual life time of systems is a determinant factor for machinery and environment safety. In this paper the problem of estimate the residual useful life (RUL) of turbo-fan engines is addressed. The adopted approach is especially suitable for situations in which a large amount of data is available offline, by allowing the processing of such data for the determination of RUL. The procedure allows to calculate the RUL through the following steps: features extraction by Artificial Neural Networks (ANN) and determination of remaining life time by-prediction models based on a Hidden Markov Model (HMM). Simulations confirm the effectiveness of the proposed approach and the promising power of Bayesian methods.

scholarly journals The Application of Baum-Welch Algorithm in Multistep Attack

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Yanxue Zhang ◽  
Dongmei Zhao ◽  
Jinxing Liu
Keyword(s):  
Markov Model ◽  
Hidden Markov Model ◽  
Hidden Markov Models ◽  
Viterbi Algorithm ◽  
Markov Models ◽  
Hidden Markov ◽  
Simulation Experiments ◽  
Forward Algorithm ◽  
Better Than

The biggest difficulty of hidden Markov model applied to multistep attack is the determination of observations. Now the research of the determination of observations is still lacking, and it shows a certain degree of subjectivity. In this regard, we integrate the attack intentions and hidden Markov model (HMM) and support a method to forecasting multistep attack based on hidden Markov model. Firstly, we train the existing hidden Markov model(s) by the Baum-Welch algorithm of HMM. Then we recognize the alert belonging to attack scenarios with the Forward algorithm of HMM. Finally, we forecast the next possible attack sequence with the Viterbi algorithm of HMM. The results of simulation experiments show that the hidden Markov models which have been trained are better than the untrained in recognition and prediction.

Remaining Useful Life Estimation Based on a Segmental Hidden Markov Model With Continuous Observations

2017 ◽  
Author(s):  
Zhen Chen ◽  
Tangbin Xia ◽  
Ershun Pan
Keyword(s):  
Markov Model ◽  
Hidden Markov Model ◽  
Goodness Of Fit ◽  
Hidden Markov ◽  
Remaining Useful Life ◽  
Likelihood Method ◽  
Distribution Model ◽  
Unknown Parameters ◽  
Useful Life ◽  
Hidden States

In this paper, a segmental hidden Markov model (SHMM) with continuous observations, is developed to tackle the problem of remaining useful life (RUL) estimation. The proposed approach has the advantage of predicting the RUL and detecting the degradation states simultaneously. As the observation space is discretized into N segments corresponding to N hidden states, the explicit relationship between actual degradation paths and the hidden states can be depicted. The continuous observations are fitted by Gaussian, Gamma and Lognormal distribution, respectively. To select a more suitable distribution, model validation metrics are employed for evaluating the goodness-of-fit of the available models to the observed data. The unknown parameters of the SHMM can be estimated by the maximum likelihood method with the complete data. Then a recursive method is used for RUL estimation. Finally, an illustrate case is analyzed to demonstrate the accuracy and efficiency of the proposed method. The result also suggests that SHMM with observation probability distribution which is closer to the real data behavior may be more suitable for the prediction of RUL.

scholarly journals Precision degradation prediction of inertial test turntable based on Hidden Markov Model and optimized particle filtering

2020 ◽  
Vol 12 (12) ◽  
pp. 168781402097249
Author(s):  
Liming Li ◽  
Xunyi Zhou ◽  
Xingqi Zhang ◽  
Zhenghu Zhong
Keyword(s):  
Markov Model ◽  
Prediction Model ◽  
Hidden Markov Model ◽  
Hidden Markov ◽  
Vibration Signal ◽  
Remaining Useful Life ◽  
Health State ◽  
Starting Point ◽  
Useful Life ◽  
Position Precision

In order to solve the problem that there is no effective evaluation method for the precision degradation state of inertial test turntable, a prediction model for the position precision degradation trend of test turntable was proposed based on the Hidden Markov Model (HMM) algorithm and Particle Filter (PF) algorithm. The initial parameter of the PF algorithm was optimized by the Particle Swarm Optimization (PSO) algorithm. The vibration signal was selected as the research data, which could be obtained from an velocity test of turntable precision degradation. Firstly, the original vibration signal was denoised by Ensemble Empirical Mode Decomposition and Principal Component Analysis (EEMD-PCA) algorithm, and the signal with fault characteristic was extracted for signal reconstruction; Secondly, a HMM model could be trained by using the statistical characteristic values as observation matrix, and the diagnosis of early position precision degradation and the health state indexes could be obtained. Finally, a prediction model of the test turntable precision degradation could be established by using PF algorithm, and the Remaining Useful Life (RUL) of the test turntable precision could be calculated. When the 50th group data were taken as the prediction starting point, the predicted remaining useful life was 21 years, and the actual measured result was 17 years, which are close to each other. Comparing the model calculation results and the test measurement results, it is shown that the model could effectively and accurately predict the change trend and remaining useful life of the test turntable precision.

scholarly journals Determination of Single Molecule erbB1 Homodimer Lifetimes Using Single Quantum Dot Tracking and a Diffusive Hidden Markov Model

2010 ◽  
Vol 98 (3) ◽  
pp. 498a
Author(s):  
Shalini T. Low-Nam ◽  
Keith A. Lidke ◽  
Patrick J. Cutler ◽  
Rob C. Roovers ◽  
Paul M.P. van Bergen en Henegouwen ◽  
...  
Keyword(s):  
Quantum Dot ◽  
Markov Model ◽  
Hidden Markov Model ◽  
Single Molecule ◽  
Hidden Markov ◽  
Single Quantum ◽  
Single Quantum Dot

scholarly journals Semi-supervised Constrained Hidden Markov Model Using Multiple Sensors for Remaining Useful Life Prediction and Optimal Predictive Maintenance

2019 ◽  
Vol 11 (1) ◽  
Author(s):  
Xinyu Zhao ◽  
Yunyi Kang ◽  
Hao Yan ◽  
Feng Ju
Keyword(s):  
Markov Model ◽  
Hidden Markov Model ◽  
Hidden Markov ◽  
Remaining Useful Life ◽  
Predictive Maintenance ◽  
Multiple Sensors ◽  
Degradation Data ◽  
State Identification ◽  
Markov Decision ◽  
Useful Life

Remaining Useful Life (RUL) estimation is critical in many engineering systems where proper predictive maintenance is needed to increase a unit's effectiveness and reduce time and cost of repairing. Typically for such systems, multiple sensors are normally used to monitor performance, which create difficulties for system state identification. In this paper, we develop a semi-supervised left-to-right constrained Hidden Markov Model (HMM) model, which is effective in estimating the RUL, while capturing the jumps among states in condition dynamics. In addition, based on the HMM model learned from multiple sensors, we build a Partial Observable Markov Decision Process (POMDP) to demonstrate how such RUL estimation can be effectively used for optimal preventative maintenance decision making. We apply this technique to the NASA Engine degradation data and demonstrate the effectiveness of the proposed method.

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