Machine Learning and Knowledge Discovery for Engineering Systems Health Management

CHAPTER 7

Bayesian Analysis for Fatigue Damage Prognostics and Remaining Useful Life Prediction

Xuefei GuanYongming Liu

CONTENTS

7.1    Introduction

7.2    Probabilistic Modeling for Hierarchical Uncertainties

7.2.1    Model Choice Uncertainty

7.2.2    Parameter, Mechanism, and Measurement Uncertainties

7.3    An Efficient Algorithm for Continuous Bayesian Updating

7.3.1    Bayesian Updating with MDI Reparameterization

7.3.2    The Updating Algorithm

7.4    MCMC Methodology in the General State Space

7.4.1    The M-H Algorithms in the General State Space

7.4.2    A Factorized M-H Algorithm

7.5    Fatigue Damage Prognostics and RUL Prediction

7.5.1    Component Experimental Data

7.5.2    Fatigue Crack Growth Models

7.5.3    Bayesian Updating ...