A particle filtering-based approach for remaining
useful life predication of rolling element bearings
Naipeng Li, Yaguo Lei*, Zongyao Liu, Jing Lin
State Key Laboratory for Manufacturing Systems Engineering
Xian Jiaotong University
No. 28 Xianning West Road 710049, Xian, China
*Corresponding author: yaguolei@mail.xjtu.edu.cn (Yaguo Lei)
AbstractRolling element bearings are one of the most widely
used components in rotating machinery. However, they are also
the components which frequently suffer from damage.
Remaining useful life (RUL) prediction of rolling element
bearings has received considerable attention, since it can avoid
failure risks, and ensure availability, reliability and security.
Model-based methods are commonly used in RUL prediction
because of their high accuracy in long-time prediction. In model-
based methods, a degradation indicator which describes the
whole degradation process of bearings, however, is very critical
but difficult to be extracted. A model function, used to predict the
evolution trend and the RUL of bearings, is difficult to develop as
well.
In this paper, a particle filtering (PF)-based approach is
developed to predict the RUL of rolling element bearings. In this
approach, two modules are included, i.e. indicator calculation
module and PF-based prediction module. In the first module, a
new degradation indicator is calculated based on correlation
matrix clustering and weight algorithm. This indicator fuses
different characteristics of multiple features, includes more fault
information and therefore has a better prediction tendency. In
the second module, a PF-based approach is proposed to predict
the RUL of bearings. Different from the traditional PF-based
approach, a new algorithm of parameter initialization is
introduced to calculate the initial parameters of the state space
model. Experimental data of rolling element bearings are used to
demonstrate the effectiveness of this approach. For comparison,
another RUL prediction approach based on adaptive neuro-fuzzy
inference system (ANFIS) is also utilized to process the
experimental data. The result shows that the proposed approach
can effectively calculate the appropriate degradation indicator,
initialize the model parameters and perform better in RUL
prediction than the ANFIS-based approach for rolling element
bearings.
Keywords- Remaining useful life prediction; Degradation
indicator; Particle filtering; Parameter intialization; Rolling
element bearing
I. INTRODUCTION
Rolling element bearings are widely used in rotating
machinery. They generally work in a tough environment, so
different kinds of failures occur frequently. Any failure of a
bearing may cause breakdown of the entire machine, which
may lead to serious consequence. Predictive maintenance can
predict the future state of bearings based on current operating
condition and keep the machine having a maximum uptime for
This research is supported by National Natural Science Foundation of
China (51222503 and 51125022), New Century Excellent Talents in
University (NCET-11-0421), Provincial Natural Science Foundation research
project of Shaanxi (2013JQ7011) and Fundamental Research Funds for the
Central Universities (2012jdgz01).
9781479949434/14/$31.00 2014 IEEE
minimum effective maintenance costs. Thus, it has become
more and more popular in recent years. To fulfill the goal of
predictive maintenance, a lot of research has been carried out
on remaining useful life (RUL) prediction, because it can
directly serve as a decision variable of predictive maintenance.
The RUL prediction methods can be roughly divided into
two kinds: data-driven methods and model-based methods.
Data-driven methods utilize the monitored operation data
collected by sensors to evaluate the degradation of a
mechanical system, instead of building models based on
comprehensive system physics and human expertise [1]. They
could be more beneficial when understanding of first principles
of system operation is not straightforward or when the system
is so complex that developing an accurate model is
prohibitively expensive. The commonly used data-driven
methods include artificial neural network (ANN) [2], support
vector machine (SVM) [3], relevance vector machine (RVM)
[4], neuro-fuzzy system [5] and so on. All of these methods
assume that the degradation of the system has an unchanged
tendency during its whole lifetime and attempt to predict the
future evolution trend of the system based on historical
degradation process. In fact, the system has various failure
modes in different stages, which may lead to increasing
prediction errors as time goes on. On the contrary, model-based
methods attempt to set up mathematical models to describe the
physical phenomena underlying the failure modes and the
process of components degradation, and update parameters of
the model with new measured data to predict the state evolution.
The commonly used models for rolling element bearings are
logistic regression model (LRM) [6], exponential degradation
model [7] and Paris law model [8], etc. One of the widely used
methods for updating model parameters is non-linear stochastic
filtering [9]. Using the mathematical model and parameter
updating, model-based methods can take advantages of both
expert knowledge and real-time condition information. As a
result, they work well in long-time prediction.
Model-based methods, however, have two problems in
predicting RUL of rolling element bearings. One is how to
extract an effective degradation indicator from bearing
vibration signals; the other is to establish a prediction model to
accurately estimate the failure time. Aiming to these two
problems, this paper proposes a particle filtering (PF)-based
approach for predicting the RUL of rolling element bearings. In
the approach, two modules, i.e. indicator calculation module
and PF-based prediction module are involved. In the first
module, a degradation indicator is calculated by using of z zk is the degradation indicator that has been calculated
correlation matrix clustering and weight algorithm. The from measured data;
indicator fuses failure information from multiple features and z wk, vk are two independent identically distributed (i.i.d.)
may be representative of the whole failure process. In the noise vector sequences.
second module, the indicator is put into the state space model
and the model parameters are initialized and updated using Before prediction, the model parameters must be estimated
least square fitting and update algorithm respectively. Then the and updated with the Bayesian theory. This task involves two
RUL of the bearing is predicted by the prognostic algorithm. basic steps. In Prediction Step, a priori state estimation is
generated from the knowledge of the previous state estimation
The rest of this paper is organized as follows. Section 2 and the transition function.
briefly introduces the background of PF. Section 3 is dedicated p( xk | z1:k 1 ) = p (xk | xk 1 ) p(xk 1 | z1:k 1 ) dxk 1 (3)
to a description of the proposed PF-based prediction approach.
In Section 4, experimental data of rolling element bearings are The Update Step incorporates the new observation data into
used to demonstrate the effectiveness of the approach in the the priori state estimation p( xk | z1:k 1 ) in order to generate the
RUL prediction of bearings. A data-driven method based on posteriori state estimation p ( xk | z1:k ) .
adaptive neuro-fuzzy inference system (ANFIS) is also applied p ( zk | xk ) p ( xk | z1:k 1 )
to compare with the approach. The result shows that the PF- p ( xk | z1:k ) = (4)
based approach proposed in this paper performs better than the p ( zk | z1:k 1 )
ANFIS-based approach. Some concluding remarks are drawn PF approximates the state PDF by using particles having
in Section 5. associated discrete probability masses and a set of
corresponding normalized importance weights. In practical
application, the actual distribution is approximated by a set of
samples drawn from an importance distribution q( x0:k | z1:k ) .
II. BACKGROUND OF PARTICLE FILTERING Then (3) is transformed into the following one [12].
PF is derived from traditional nonlinear filtering theory,
( ) ( )
N
such as Kalman filtering (KF) and Extended KF [10]. Like
~ xi x xi
p( x k | z1:k ) w (5)
k 0:k 0:k 0:k
traditional nonlinear filtering approaches, Bayesian theory is i =1
utilized in PF, which attempts to construct the posterior where the update for the importance weights is given by the
probability density function (PDF) of the state based on all following equation.
available information, including the measurements of the state. p ( zk | xk ) p ( xk | xk 1 ) (6)
However, different from other nonlinear filtering approaches, wk = wk 1
q( xk | x0:k 1, z1:k )
the PDF of the state in PF is described with the Monte-Carlo
simulation approach. The underlying principle of PF is the The importance distribution can be chosen as p( xk | xk 1 ) ,
approximation of relevant distributions with particles and their and then the update for importance weights is simplified as [13]:
associated weights. In order to reduce the number of particles wk = wk 1 p ( zk | xk ) (7)
and improve the computational efficiency, a sampling We use Paris-Erdogan model to describe the dynamic
importance resampling (SIR) algorithm was developed and evolution of the rolling element bearing. The grow rate of fault
applied to the PF [11]. Based on the concept of SIR and the use dimension can be expressed using the following equation.
of Bayesian theory, PF is particularly useful in dealing with dx
nonlinear and/or non-Gaussian problems. PF was first = C (k )n (8)
introduced into the field of mechanical RUL prediction by dN
Orchard [12]. Cadini et al. combined the Paris-Erdogan model where x is the fault dimension, N is the load cycles, C and n
with PF and applied this method to the fatigue crack growth are constants related to the material properties, and need to be
estimation [13]. estimated from experimental data, and k is the stress
intensity amplitude roughly proportional to the square root of x:
In PF algorithm, the state of the mechanical system at the (9)
k = x
discrete time step tk = k t is described in the following state
In (9), the parameter is again a constant to be estimated
space model.
from experimental data. Equation (8) can be transformed into
xk = f k (xk 1, k , k ) (1) the following one if (9) is substituted.
z k = hk (xk , k ) (2) dx
= A xm (10)
where dN
z xk is the state of the fault dimension ( such as the crack where A and m are two parameters which need to be estimated
size or the wear area); from available data.
n n n
z fk : R x R w R x is the state transition function
According to the state space model equation, the Paris-
(possibly nonlinear); Erdogan model can be rewritten in the following form.
n n n
z hk : R x R R z is the measurement function
xk = xk 1 + A xkm1 t (11)
(possibly nonlinear);
z is a vector of model parameters;
zk = xk + k (12)
k
where k is ignored because it can be handled through the process. For example, spikiness of the vibration signals
indicated by crest factor and kurtosis implies incipient defects,
uncertainty in model parameters, zk is assumed to have the whereas the high energy level given by the value of RMS
linear relationship with xk, and k ~ N 0, 2 is the ( ) indicates severe defects [15]. A good degradation indicator is
measurement noise caused by operating conditions or expected to include all fault information from different features
equipments. The following distribution is acquired from these and keep consistent sensitivity to varying stages of the
two above equations. degradation process. In order to extract a good indicator, a
2
clustering algorithm based on correlation matrix and a weight
1 z - x - A xkm1 t algorithm are combined in the indicator calculation module.
k k 1
1 2 The indicator calculation involves the following three steps.
p ( z k | xk ) = e (13)
2 1) Multiple features in time and time-frequency domain
Once new measured data are available, the particles and the are extracted from the vibration signal.
corresponding importance weights can be updated with the 2) A clustering algorithm based on correlation matrix is
help of (13).Then the parameters of the state space model could
utilized to classify these features.
be adjusted according to the new distribution of the particles.
After all of the available data have been used, the final 3) Typical features are selected from every cluster, and the
parameters of the model are employed to predict the degradation indicator is caculated by applying weight
degradation process and the RUL of the mechanical system algorithm.
[14]. 2. The PF-based prediction module is designed to develop
a state space model to predict the evolution trend and the RUL
of bearings. In PF-based approach, the parameters initialization
III. PARTICLE FILTERING-BASED APPROACH
and updating of the state space model are very important,
because appropriate parameters can promise a reliable
A. Outline of the algorithm
prediction result. But in traditional PF-based approach, initial
The flow chart of the PF-based approach proposed in this parameters of the state space model are assumed to known, and
paper is shown in Fig. 1. It is seen that the approach is the process of parameters initialization is always ignored. In the
composed of two modules: indicator calculation module and PF-based prediction module of the approach, an algorithm of
PF-based prediction module. parameter initialization is proposed to deal with this problem.
After the parameters of the model are initialized, they are fine
Correlation
Feature
matrix adjusted with the update algorithm. Then the state space model
extraction is utilized to predict the RUL of the bearing by using the
clustering
Bearing Multiple Typical prognostic algorithm. The step of this module is as follows.
vibration signal features features
Weight 1) The degradation indicator acquired from the first
algorithm module is preprocessed in order to reduce the noise of the data
and get the desired form.
Indicator 2) The preprocessed indicator is put into the state space
calculation Degradation
indicator model constructed in advance. The initial parameters of the
module
model are calculated by applying least square fitting methods.
3) Parameters are then adjusted with the help of update
Least Preprocess Update algorithm. This process continues until all of the measured
square algorithm
fitting data have been used.
Parameters State space Parameters
initialization model updating 4) State space model is used to predict the degradation
process and the RUL of the bearing based on the prognostic
Prognostic algorithm.
algorithm
PF-based B. Indicator caculation module
prediction RUL
module prediction In order to fully mine the fault information hidden in
vibration signals, two trigonometric function features, nineteen
time domain and sixteen time-frequency domain features are
Figure 1. The overall flow chart of the PF-based approach extracted from vibration signals. Two new trigonometric
function features, Std. of inverse hyperbolic cosine and Std. of
1. In the indicator calculation module, a degradation inverse hyperbolic sine, are used in this approach, as they have
indicator is extracted for RUL prediction of rolling element been proven to have a better monotonicity and tendency than
bearings. Prediction approaches assume that the degradation traditional features [16]. The formulas of these two new
indicator includes the failure information and can reflect the features are given in (14) and (15). More details about the
health state of a system. Some features have been used to nineteen time domain features are shown in Tab. 1. Wavelet
mechanical RUL prediction such as RMS, kurtosis, crest factor, packet decomposition (WPD) has been widely used in feature
etc. Previous research work has shown that different features extraction of bearing condition monitoring [17]. In our
have various sensitivities to varying stages of the degradation approach, a third layer WPD of the signal is utilized, and eight
node energy (NE) and their ratios to ensemble energy (ER) are M features
extracted.
Std. of inverse hyperbolic cosine:
Calculate the correlation matrix, and

( )
1
log xi + xi2 1 2 (14) initialize the clustering number K.

Std. of inverse hyperbolic sine:

(
log xi + xi2 + 1) 1
2

(15) Lowest correlation
coefficient

1 2 i-1

Lowest mean
TABLE I. TIME DOMINE FEATURES correlation
Select K coefficient
Dimensional features Non-dimensional features
cluster
P1: Mean i
centers
P2: Std P13: Shape factor
P3: Variance P14: Crest factor
P4: Skewness No
P5: Kurtosis P15: Impulse factor iK i=i+1
P6: Maximun P16: Clearance factor
P7: Minmun Yes
P8: P-P P17: Skewness factor
P9: Squre-mean-root Classify
P18: Kurtosis value j
P10: Mean-abslute remainder
P11: RMS P19: Entropy features Highest mean
P12: Peak value correlation
coefficient
Among these extracted features, some of them may have 1 2 K
the similar characteristics, which means that the failure
information contained by them is redundant. These features
need to be clarified into different clusters in terms of their No
characteristics. So, a new clustering algorithm based on jM-K j=j+1
correlation matrix is established to deal with this problem. The
principle of the algorithm is that the features in the same Yes
clusters have higher correlation while the features in different
clusters have lower correlation. Fig. 2 gives the flow chart of Output the clustering result
the clustering algorithm. It includes the following four
procedural steps. Figure 2. Flow chart of the correlation matrix clustering

1) Input M featuers and caculate the correlation matrix of After the clustering process, all of the features have been
these features. Initialize the clustering number K. classified into K clusters. The next task is to select the typical
2) Select K cluster centers. features from every cluster. In this step, a trendability index is
a) Select the two features which have the lowest employed to evaluate the fitness of every feature. Trendability
correlation coefficient as the first and second center. can be expressed as a function of a feature and time. When the
feature increases or decreases in linearity with time, the
b) Select ith center whose mean correlation coefficient
trendability value will be 1 . Conversely, if the feature is
with selected centers is lowest ( i = 3,..., K ). constant or vary randomly with time, the value of this index
c) Go back to b) until i K . will be zero. Higher absolute value of this index means that the
feature has a better tendency, which is helpful for condition
3) Classify the remainder M K features into the K monitoring and RUL prediction. The straight forward formula
clusters. is given in (16) [16].
a) Classify jth feature into the ith cluster which has the
N N N
highest mean correlation coefficient with this feature N (t Ft ) t Ft (16)
( j = 1,2,..., M K ; i = 1,2,..., K ). t =1 t =1 t =1
T =
N N N
2
N
2
b) Go back to a) until j M K . N t 2 t N Ft 2 Ft
t =1
4) Output the clustering result. t =1 t =1 t =1
where T is the trendability index value, N is the length of
original data, and Ft is the feature of tth sample. Correlation
can be positive, negative, perfect or no correlation. Thus the
value of T can be from - 1 T +1 .
 One feature whose absolute value of trendability is the
biggest is selected from every cluster. The K features constitute
the final typical set. We assume that the rolling element bearing
is normal at the beginning of the process, and the first p points
of every feature in the typical set are considered as the normal
space. In order to assess the severity of degradation, the
Manhattan distance between the current space and the normal
space is calculated and weighted. A bigger weight value is
applied to the feature which has a higher trendability, while a
smaller weight value is applied to the feature which has a lower
trendability. The purpose of conducting the weight algorithm is
to fuse the typical set into a final degradation indicator and
keep the indicator having a higher trendability. Based on the
process mentioned above, the indicator algorithm can be given
as follows.
1) Caculate the trendability of every features.
2) Select one feature from every cluster, which has the
biggest trendability in its own cluster.
3) Form the typical set with the selected K features.
4) Normalize the typical set with extremums of learning
data.
5) Initialize the normal space dimension p, and caculate
the mean vector of the space V with the following equation.
p
1 (17)
Vi = Fi,t (i = 1,..., K )
p t =1
6) Normalize the trendability of features in the typical set.
T (18)
Wi = K i (i = 1,..., K )
Ti
i =1
7) Caculate the Manhattan distance between F and V of
every feature,and weight the distance with the normalized
trendability.
K
(
Dt = Wi Fi, t Vi ) (t = p + 1,..., N ) (19)
i =1
C. Particle filtering-based prediction module
In this PF-based approach, Paris-Erdogan model is adopted
to describe the degradation of the rolling element bearing, and
the state space model can be described as (11) and (12). Then,
in order to acquire the parameters which can describe the
degradation process of the indicator and predict the RUL of the
bearing, two steps are necessary in the approach: parameter
initialization and parameter updating.
1) Parameter initialization: The details of this step are
shown in Fig.3. In this step, the degradation indicator is
smoothed by applying LOESS filter to reduce the noise. The
smoothed indicator is then resampled according to expected
time interval. Then the model function of (11) is fitted with the
help of least square fitting methods, and the initial parameters
A and m can be calculated. During this step, the parameters of
the model are roughly selected.
2) Parameter updating: If we want to get more accurate
parameters, they must be fine adjusted according to the real-
time observed data. In this step, Bayesian approach is utilized
to update the weights of particles according to the new
measured data. After that, the parameters of the model can be
adjusted to describe the evolution of the indicator more
precisely. This process continues until all of the measured data
have been used. Then the prediction algorithm is employed to
predict the RUL of the rolling element bearing.
Degradation
indicator
Smooth the indicator by
applying LOESS filter [15]
Resample the indicator
according to expected time
interval
Recombine the measured data
xk-1= measure data (1: end-1)
xk = measure data (2: end)
xk = xk1 + A xkm1
Calculate the initial parameters A and m
by utilizing least square fitting
Output the initialized
parameters
Figure 3. Flow chart of the paremeters initializetion
IV. EXPERIMENTAL DEMONSTRATION
A. Experiment introduction
Experimental data which comes from IEEE PHM 2012
prognostic challenge is employed to test the proposed approach
[18]. The experimentation platform called PRONOSTIA is
shown in Fig. 4. This platform is designed to test and validate
the bearing fault detection, diagnostic and prognostic
approaches. PRONOSTIA includes three parts: a rotating part,
a degradation generation part and a measurement part. The
fault of the bearing in this platform is not artificially processed
but normally occurred. Meanwhile, this platform can conduct
the bearing degradation in a few hours, so it is suitable to
operate the bearing accelerated life test [19].
Three different operation conditions are involved in the
challenge data, and the first condition is: 1800 rpm and 4000 N.
There are two learning bearings and five test bearings in this
condition. In our experiment, the first learning bearing and the
first test bearing is considered. The sampling frequency is 25.6
kHz, the length of the data is 2560 (i.e. 1/10 s), and recording is
repeated every ten seconds. Two vibration signals (horizontal
and vertical) are recorded at the same time. RUL is defined as
time when accelerometer exceeds 20 m/s2 [20].
 Fig. 5 shows the vibration signals of these two bearings, insensitive to the occurring and development of failure, but
where (a) and (b) display the horizontal (H) direction and sensitive to the severe failure at the end of the lifetime. The
vertical (V) direction of the learning bearing, respectively, and differences among them are that, P-P of H has some fluctuation
(c) and (d) give H and V of the test bearing, respectively. noise in the early-stage and 1st ER of V has fluctuation noise at
the late-stage. 1st ER of H increases gradually in the whole
NI DAQ card Pressure regulator Cylinder Pressure
lifetime, which means that the energy ratio of 1st frequency
Force sensor band in H becomes higher and higher. But it becomes smooth
when the failure develops into severe stage. Mean of V keeps
its small fluctuation until the last time when the amplitude of
the fluctuation increases abruptly. While, Mean of H keeps the
Test bearing small fluctuation until the end. 8th ER of V has an obvious
decrease trend at the late-stage, and 3rd ER of H keeps the
decrease trend from the beginning, but stops at the latter part of
Accelerometers the time. From the analysis we can see that, some features are
sensitive to the severe stage of the failure, some can reflect the
information of the incipient failure, and some even reflect
nothing about the state. None of the features can reflect all
information about the degradation process.
AC Motor Speed sensor Speed reducer Torquemeter Coupling Thermocouple
In Fig. 7 (b), the degradation indicator of the test bearing
involves three stages obviously, normal stage, failure
Figure 4. Overview of PRONOSTIA
development and severe failure. In normal stage, it fluctuates
within a narrow range which means that the bearing is still
50
normal during this time. In failure development, the curve
increases gradually, and this stage continues for a long time
(a)

during the whole process. This is because the failure has a very
-50
0 7175680 long development experience until the final failure. In severe
50
failure stage, an abrupt fluctuation occurs, and the bearing is
destroyed in a short time. Comparing Fig. 7(b) with Fig. 6, we
(b)

0
can see that the degradation indicator can reflect more
-50
0 7175680 information than any one of the original features, and the
50
degradation progress of the bearing can be reflected obviously
by the fused indicator.
(c)

-50 30 30
0 6080000
Skewness of H

50

P-P of H
20 20
0
(d)

10 10
-50
0 6080000 0 0
0 1000 2000 0 1000 2000
1 1
Figure 5. Vibration signals of bearings
1st ER of V

1st ER of H

0.5 0.5

B. Degradation indicator caculation

The algorithm approach mentioned in Section 3 B is used to 0
0 1000 2000
0
0 1000 2000
process the experimental data. From Fig. 5 we can see that the 2
0.2

maximum amplitude of the vibration signals has exceeded 50

Mean of H
Mean of V

m/s2. To be consistent with [20], the bearings data is truncated 0

0
at the time when the vibration amplitude exceeds 20 m/s2. So,
the lifetimes of these two bearings are 27600s and 17790s, -2
-0.2
0 1000 2000
respectively. 0.04
0 1000 2000
200
3rd ER of H

37 original features are extracted from H and V,

8th ER of V

respectively. The clustering number is set to be 8, and 74 0.02 100

features are divided into 8 clusters. One feature having the
biggest trendability in its own cluster is selected. The selected 0 0
0 1000 2000
eight features form the typical set, which is shown in Fig.6. Set 0 1000 2000

the normal space dimension p as 100 and the final degradation Time (10s) Time (10s)
indicators of these two bearings are shown in Fig. 7.
Figure 6. Typical set of the test bearing
From Fig. 6 we can see that, skewness of H, P-P of H and
st
1 ER of V have similar performance. All of them are
 0.8 result we can see that, both methods can predict the
degradation trend and acquire the failure time based on a

Degradation indicator of the

0.6 threshold value. However, the curve predicted by PF-based

learning bearing
approach is smoother than that of ANFIS-based approach. This
0.4 is because the curve of PF-based approach is determined by the
(a)

model function, while, the curve of ANFIS-based approach is

determined by the inner structure of the inference system. The
0.2
PF-based approach can reflect the overall trend of the indicator,
while the ANFIS-based approach can reflect the local
0
0 1000 2000 Sever 3000 fluctuation of the curve. The RUL of the bearing is determined
Time (10s) failure
by the overall trend not the local fluctuation. So, for RUL
0.8 prediction of the bearing, PF-based approach is more useful
Degradation indicator of the

Failure development
than ANFIS-base approach. Moreover, the PF-based approach
0.6 can provide a probability distribution of RUL, which is more
Normal practical than a certain number for real applications.
test bearing

stage
(b)

0.4 For the convenience of comparison, the predict median of

PF is considered as prediction result of RUL. The lifetime of
0.2 the test bearing is 17790s. After resampling according to the
time interval t = 1 min , the real lifetime becomes 296min. At
0
0 500 1000 1500 2000
t = 170 min the real RUL of the bearing is 126min. The
Time (10s)
prediction result of PF-based approach is 116min, and the
relative error is -8.62%. The prediction result of ANFIS-based
approach is 96min, and the relative error is -23.81%. The PF-
Figure 7. Degradation indicator of the bearings based approach has a less prediction error than the ANFIS-
based approach. Through the comparison, it is believed that the
C. RUL prediction PF-based approach presented in this paper is more effective in
RUL prediction than ANFIS-based approach for rolling
By applying the initialization algorithm in Section 3 C, the
element bearings.
parameters of the state space model are initialized as
A = 0.0100 and m = 0.9282 . Then the parameters are updated
according to the degradation indicator from 0 to 170min. The Training data
Test data
parameters updating process of the test bearing is shown in Fig. Fitting median of PF
8. The blue lines are the medians of the parameters and the red Fitting 95% CI of PF
lines are the 95% confidence interval (CI) of the parameters. Predict median of PF
After the updating process, the medians of the parameter are Predict 95% CI of PF
changed to be A = 0.0187 and m = 1.2710 . Predict result of ANFIS
0.8
Median 95% CI
Degradation indicator

0.04 0.6
0.02
A

0 0.4
-0.02
0 50 100 150
2.4
0.2

1.2
m

0
0 80 160 240 320
0
0 50 100 150 Time (min)
Time (min)
Figure 9. Prediction result of the test bearing
Figure 8. Parameters updating process of the test bearing

A threshold value of the degradation indicator is essential V. CONCLUSIONS

for RUL prediction of the bearing. In this approach, the
threshold value of the test bearing is set in terms of failure
amplitude of the learning bearing. As shown in Fig. 7(a), the
failure amplitude of the learning bearing is 0.6, so the threshold
is selected to be 0.6 based on the observation of indicator. For
comparison, a commonly used data-driven method based on
ANFIS [21] is also used to predict the RUL of the bearing. The
prediction result of the test bearing is shown in Fig. 9. From the
This paper develops a PF-based approach for the RUL
prediction of rolling element bearings. This approach is
composed of two modules: indicator calculation module and
PF-based prediction module. In the degradation indicator
calculation, multiple features are extracted from original data,
and a clustering algorithm based on correlation matrix is
utilized to cluster the features. Then a trendability index is used
to evaluate and select the typical features. After that, the
degradation indicator is calculated from the typical set using a
weight algorithm. In PF-based prediction module, an adaptive
algorithm of parameter initialization is proposed to calculate
the initial parameters of the state space model. After parameter
initialization step, the parameters are updated with the help of
Bayesian theory. Then, the state space model is employed to
predict the degradation process and RUL of bearings.
Experimental data is employed to testify the approach.
Through comparison with ANFIS-based approach, the result
reveals that the approach proposed in this paper is more
effective in RUL prediction of rolling element bearings.
ACKNOWLEDGMENT
The authors wish to thank FEMTO-ST Institute and the
organizing committee of IEEE PHM 2012 prognostic challenge
for sharing the degradation data of rolling element bearings.
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