924 IEEE TRANSACTIONS ON INDUSTRIAL INFORMATICS, VOL. 12, NO.
3, JUNE 2016
A Two-Stage Data-Driven-Based Prognostic
Approach for Bearing Degradation Problem
Yu Wang, Member, IEEE, Yizhen Peng, Yanyang Zi, Xiaohang Jin, Member, IEEE, and Kwok-Leung Tsui
AbstractPrognostics of the remaining useful life (RUL)
has emerged as a critical technique for ensuring the safety,
availability, and efficiency of a complex system. To gain a
better prognostic result, degradation information is quite
useful because it can reflect the health status of a sys-
tem. However, due to the lack of accurate information about
the plants degradation, the prognostic model is usually
not well established. To solve this problem, this paper
proposes a two-stage strategy that is in the context of
data-driven modeling to predict the future health status
of a bearing, where the degradation information was esti-
mated by calculating the deviation of multiple statistics of
vibration signals of a bearing from a known healthy state.
Then, a prediction stage based on an enhanced Kalman fil-
ter and an expectationmaximization algorithm were used
to estimate the RUL of the bearing adaptively. To verify
the effectiveness of the proposed approach, a real-bearing
degradation problem was implemented.
Index TermsDegradation, Kalman filter (KF), prognos-
tics, remaining useful life (RUL) estimation.
I. I NTRODUCTION
R ECENTLY, prognostics and health management (PHM)
was proposed to evaluate the reliability of a prod-
uct/system in its real operation conditions [1]. Applications
of PHM have succeeded in electronics [2], [3], military [4],
[5], nuclear plant [6], power industry [7], lithium battery [8],
[9], consumer products [10], and other applications [11], [12].
In PHM, prognostics is used to predict systems future health
status by constructing appropriate mathematical models based
on historical and condition-monitoring data. Once its failure
Manuscript received June 30, 2015; revised January 12, 2016;
accepted February 11, 2016. Date of publication February 25, 2016;
date of current version June 02, 2016. This work was supported in
part by the National Natural Science Foundation of China under Grant
51405380, Grant 51421004, Grant 11471275, and Grant 71420107023;
in part by the China Post-Doctoral Science Foundation under Grant
2014M560765; in part by the Zhejiang Provincial Natural Science
Foundation of China under Grant LY15E050019; in part by the
Fundamental Research Funds for the Central Universities; and in part by
the Research Grants Council Theme-Based Research Scheme under
Grant T32-101/15-R. Paper no. TII-15-1573.
Y. Wang, Y. Peng, and Y. Zi are with the State Key Laboratory
for Manufacturing and Systems Engineering, School of Mechanical
Engineering, Xian Jiaotong University, Xian 710049, China (e-mail:
ywang95@xjtu.edu.cn; pengyizhen@stu.xjtu.edu.cn; ziyy@mail.xjtu.
edu.cn).
X. Jin is with the College of Mechanical Engineering, Zhejiang
University of Technology, Hangzhou 310014, China (e-mail: xhjin@zjut.
edu.cn).
K.-L. Tsui is with the Department of Systems Engineering and
Engineering Management, City University of Hong Kong, Kowloon Tong,
Hong Kong (e-mail: kltsui@cityu.edu.hk).
Color versions of one or more of the figures in this paper are available
online at http://ieeexplore.ieee.org.
Digital Object Identifier 10.1109/TII.2016.2535368
1551-3203 2016 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission.
See http://www.ieee.org/publications_standards/publications/rights/index.html for more information.
is predicted at the prognostic step, the maintenance/backup
actions can be performed in time to avoid operating produc-
tion, or economic losses risk, which enhance the system safety,
maintenance efficiency, and the resource availability. Thus,
prognostics is one of the critical tasks for PHM.
Remaining useful life (RUL), which is known as prognos-
tic distance or lead time in other applications, is an important
metric for prognostics. Its definition can be described as the
length between the current inspection time and the end of the
plants allowed useful life [13][17]. With this quantity in hand,
plant maintenance, schedule making for replacement, and the
feasibilities for logistics and operations can be achieved as
consequences.
There are two major approaches to predict the RUL in litera-
ture: 1) the physics of failure (PoF) approach; and 2) the data-
driven approach. The PoF approach can be used when systems
failure mechanisms are clear. This is, however, impossible for
a complex system due to the various failure mechanisms, mak-
ing the degradation process be generally not well characterized.
The data-driven approach is an approach to estimate the RUL of
plants based on the available observed data. As it does not need
to know the exact failure mechanisms during modeling, data-
driven approach is becoming more appealing in recent years
[18][20].
Up to now, the data-driven approaches used for prognostics
of the RUL have ranged from machine learning, artificial intelli-
gent, to model-based methods. This type of method implements
the RUL estimation by fitting the statistical models, such as the
regression-based models and stochastic process-based meth-
ods, upon the available historical and conditional data in a
probabilistic way [21]. These statistical models can provide
the outline and shape of the degradation directly, which are
the common feature of the population. The information makes
it possible to estimate the RUL based on the small sample
data [16]. In contrast to other data-driven methods, the model-
based methods can provide a possibility density function (pdf)
of the RUL besides an estimation of the RUL. This infor-
mation is helpful in equipment management and maintenance
decision-making [16], [22], [23].
Numerous statistic methods have been proposed to estimate
plants degradation. For instance, Chinnam et al. used the poly-
nomial regression models to estimate the degradation signal of
the steel drill-bits [24]. Gebraeel et al. developed the exponen-
tial growth model to track the bearings degradation process
[25]. Recently, the Wiener process with a positive drift has been
widely used to model the plants performance degradation. The
drift term in the Wiener process can be used to characterize the
degradation rate of plants, and its diffusion term can be used to
WANG et al.: TWO-STAGE DATA-DRIVEN-BASED PROGNOSTIC APPROACH
characterize the short-term fluctuations during the degradation
process. These properties are in accordance with the character-
istics of most of the degradation process. Tseng et al. used the
Wiener process to predict the failure time of LED lamps [26].
Joseph et al. used a Wiener process to improve the products
quality [27]. Ye et al. proposed a new model of Wiener pro-
cess considering the heterogeneities degradation rates among
the product units [28]. Wang et al. proposed an accelerated
degradation model based on Wiener process to deal with the
head-wear problem in hard-disk drives [29]. Other applications
include the degradation of self-regulating cable [30], bridge
beam [31], and light-emitting diode [32][34], to name a few.
Another model-based method, which is widely used, is fil-
tering theory. It could provide high prediction accuracy with
small uncertainty using a state-space model. It can also update
the model parameters recursively once the new observations
are available. Updating with the newly observed data makes
the filtering theory-based method be more attractive than other
model-based methods. The most well-known filter is Kalman
filter (KF), which is regarded as the optimum choice for a lin-
ear degradation problem. For instance, Si et al. developed a
recursive KF algorithm for RUL estimation by integrating the
property of Wiener process and the updating capability of the
KF [17], [22].
In addition to selecting proper models for indicating the
degradation process, estimating and updating the stochastic
parameters in the statistic models is the major difficulty. To
cope with this problem, many methods were developed. Among
the existing methods, one category is based on the use of a
large number of degradation samples of the same population
to estimate these parameters by statistical regression method
or artificial intelligence [34]. The other category is based on
the historical data from one degradation sample to update these
parameters by Bayesian approach [25]. Under the condition of
lacking of large-volume similar samples, the latter category has
an advantage over the former one, especially in estimating the
initial distributions that is generally not known in prior.
In this study, the subject bearings are the key components
in rotating machines, and determine the RUL of many rotating
machines. The failure of a bearing is not a sudden case, but
generally a slow degradation, taking place in two stages: 1) the
normal working stage; and 2) the irreversible degradation stage
[35]. In the normal working stage, the condition-monitoring
data always show a random fluctuation at a small range. While
in the irreversible degradation stage, a deviation from the
normal condition will appear along with usage or operation
duration. To capture the degradation trend of the bearings,
vibration signals are always the best choice, as the vibration
signal contains rich information about the bearing degradation,
and can usually be represented by multiple statistical features
[36]. Therefore, to accurately capture the bearing degradation
information, it is necessary to clearly identify the two stages of
the bearings degradation, and select the best feature that can
depict the bearings degradation process.
To solve this problem, this paper proposed a two-stage strat-
egy that is in the context of the data-driven modeling to predict
the future health status of a bearing, where the degradation
925
information was estimated by calculating the deviation of the
multiple statistics of bearings vibration signals. The first stage
was implemented to monitor the bearings health status by
calculating the Mahalanobis distance from a known healthy
state until a degradation point was detected. Then, a pre-
diction stage based on KF was used to estimate its RUL.
The parameters of the KF were adaptively estimated and
updated by an expectationmaximization (EM) algorithm and
a Bayesian updating procedure. To verify the effectiveness of
the proposed approach, a real-bearing degradation problem was
implemented.
The contributions of this paper can be summarized as fol-
lows. The proposed approach in this paper fused the degrada-
tion characteristic of the plants population and the real-time
sensor information. A single statistic cannot reflect the com-
plex forms of degradation of bearings. We selected 14 different
statistics, which have clear physical meanings. Some of them
are sensitive to the global damage, and the others are sensitive
to local damage. We then utilized Mahalanobis distance (MD)
to fuse these statistics into a new feature to reflect the degra-
dation of the bearing more effectively. The proposed two-stage
degradation strategy avoided confusing the healthy data and the
degradation data, which is not considered in a general degrada-
tion modeling. This manipulation can eliminate the interference
of the healthy data effectively and can reduce the computational
cost and improve the estimation accuracy. This paper used
the adaptive EM algorithm and Bayesian updating procedure
to estimate the models parameters, which can obtain higher
estimation accuracy as more observations become available.
Finally, the experiment in this paper has proved the efficiency
of the proposed approach in improving the accuracy of the
estimation of the RUL and reducing the convergence time.
II. T WO -S TAGE S TRATEGY
Bearings, as one of the key components in many machines,
are highly reliable and have long useful life. Specifically speak-
ing, the bearing lifecycle has two stages: health and degra-
dation. The health state will last for a long duration until a
degradation point. In this section, a two-stage strategy for bear-
ing degradation problem (Fig. 1) will be presented in detail.
In Section II-A, multiple time-domain features were extracted
to reflect the degree of bearing degradation. In Section II-B,
Mahalanobis distance was used to fuse the multiple features
into a new health index, and a degradation point was detected
based on this index.
A. Feature Extraction
The bearing vibration signal is composed of random noise
and periodic fluctuations. When we use the time-domain meth-
ods to analyze this type of signals, many time-domain statistics
would be constructed to judge the health status of the bearing.
The statistics can denoise the raw signal effectively and have
clear physical meanings [36]. To capture the degradation char-
acteristics, we used 14 time-domain features that were extracted
from the original vibration signal, as illustrated in Table I.
926 IEEE TRANSACTIONS ON INDUSTRIAL INFORMATICS, VOL. 12, NO. 3, JUNE 2016

TABLE I
T IME -D OMAIN F EATURES

Fig. 1. Flowchart of proposed prognostic approach.

These statistics describe the raw signal from different perspec-

tives, and different statistics are sensitive to different faults, e.g.,
the statistic of rms is a feature to describe the signal strength,
which is sensitive to the bearings wear (global damage) [36].

B. Degradation Detection Approach

To capture the bearings degradation information accurately,
all the features were fused to one index for an ensemble assess-
ment. In this study, the fusion of all the features was achieved by
calculating the Mahalanobis distance from the original healthy
state
1
MDi = zi C1 zTi (1)
n
where zi = [zi1 , zi2 , . . . , zin ] is the input features, zTi is the
transpose of zi , and C is the correlation matrix.
Because there are two stages of the bearing degradation, X(t) = t + B(t) (2)
an additional step is used to detect the beginning point of the
degradation stage. Using + 3 as the degradation threshold, where is the positive nondecreasing drift, B(t) is the stan-
i.e., when the data exceed this threshold, the bearing starts to dard Brownian motion, and is the diffusion coefficient. The
deteriorate. The RUL estimation was also carried out after the increments in Wiener process X(t) = X(t + t) X(t) are
degradation point is detected, and will be discussed in details in independent of X(t), and X(t) follows a normal distribution,
Section III. i.e., N (t, 2 t).
To estimate an in-service products degradation, the discrete
model of the Wiener process can be written as
III. B EARING RUL E STIMATION
X(t) = xi + (t ti ) + B (t ti ) for t > ti . (3)
A. A Brief Introduction of Wiener-Process-Based
Degradation Model To estimate the RUL of a plant, a terminology called first pas-
To describe the degradation process in a continuous system, sage time (FPT) [34] should be introduced. FPT is the interval
a typical form of Wiener process can be expressed as [27], [31] between current time and the first time to reach the predefined
WANG et al.: TWO-STAGE DATA-DRIVEN-BASED PROGNOSTIC APPROACH 927

failure threshold of the monitored degradation data. Utilizing linked with the observations up to ti , and thus it can be esti-
the definition of FPT, RUL at ti can be written as [22] mated from the observations via a recursive filter. The mean
and variance of i can be expressed as i = E (i |Y0:i ) and
Ri = inf {ri : X (ri + ti ) w|X0:i } (4) Vi|i = V ar (i |Y0:i ).
To estimate the above two parameters i and Vi|i , the
where ri is the random variable of RUL, w is the predefined
ChapmanKolmogorov equation was used to recursively cal-
threshold, and X0:i is the historical degradation observations
culate their pdfs
to ti .
According to (3) and (4), the expressions of the pdf and 
cumulative distribution function (cdf) of the RUL at ti can be f ( i |Y 0:i ) = f (i |i1 ) f (i1 |Y0:i ) di1
obtained, respectively
  f (i |i1 ) f (yi |i1 , Y0:i1 ) f (i1 |Y0:i1 ) di1
2 = .
wxi (wxi i ri ) f (yi |Y0:i1 )
fRi |i ,X0:i (ri |i , X0:i ) =  exp (10)
2r3 2
i
2 2 ri
(5)
It can be clearly seen that the above equations can be well
ri > 0 modeled by KF to recursively compute and update the parame-
 
w xi i ri ters. Based on (9) and (10), the pdf of the i conditional on the
FRi |i ,X0:i (ri |i , X0:i ) = 1 observations Y0:i boils down to
ri
   
2i (w xi ) (w xi ) i ri 1

+ exp , ri > 0 f (i |Y0:i ) = 
2
exp (i i ) /2Vi|i . (11)
2 ri 2Vi|i
(6)
According to [22] and [34], the pdf of the RUL can be
where () is the cdf of the standard normal distribution.
obtained
w yi
B. Bearing Degradation Modeling by Wiener Process fRi |Y0:i (ri |Y0:i ) =  
To model the bearing degradation information, we assume 2ri3 Vi|i ri + 2
 
that X (t) is the degradation path of the bearings. By ignor- (w yi i ri )
2
ing the measurement error, the bearing degradation path can be exp  , ri > 0. (12)
2ri Vi|i ri + 2
expressed as an exponential form

X (t) = a + exp(t) (7) At the same time, the mean of RUL can be calculated by
[22], [34]
where a is the normal health status and exp(t) represents  

the degradation process. Taking the logarithm to both sides of 2 (w yi ) i
(7) and considering the stochastic effect during degradation, it E (Ri |Y0:i ) =  D  (13)
Vi|i 2Vi|i
becomes

Y (t) = ln (X (t) a) = t + B (t) . (8)  z 

where D (z) = exp z 2 exp u2 du is the Dawson inte-
0
To utilize the historical observations and the Wiener pro- gral for real z.
cess in the bearing degradation model, we have adopted a
random walk model for the coefficient , i.e., i = i1 +
and N (0, Q). This means that the coefficient is a time-
C. Parameter Inference
dependent variable conditional on i1 . i is around i1 with
a noise form at a very small interval (ti ti1 ), which is in As illustrated by the above equations, the unknown param-
accordance with the practice case. Taking the above considera- eters are 0 , V0 , Q, 2 . For simplicity, we
 denoted these
tions into account, the degradation model can be expressed as a unknown parameters as = 0 , V0 , Q, 2 . To estimate ,
linear state-space form we calculated the maximum log-likelihood function once the
 new observation Yi is available. The log-likelihood function of
i = i1 +
(9) the estimated parameters can be written as
yi = yi1 + i1 (ti ti1 ) + i

where y0 = 0 denotes the initial state of the product degrada- Li () = log p (Y0:i |) (14)
tion, and i N (0, ti ti1 ).
The initial coefficient 0 can be assumed to follow a nor- where p (Y0:i |) is the joint pdf of the degradation data up to i.
mal distribution with mean of 0 and variance of V0 . In the Then, the maximum-likelihood estimation i of conditional
above model, the coefficient i is a hidden variable, which is on Y0:i can be calculated by
928 IEEE TRANSACTIONS ON INDUSTRIAL INFORMATICS, VOL. 12, NO. 3, JUNE 2016

i = arg max Li () . (15) TABLE II

B ASIC S TEPS OF EM A LGORITHM FOR E STIMATING THE PARAMETERS

It is worth noting that there is a hidden variable i in the log-

likelihood function; therefore, maximizing the log-likelihood
function is not straightforward. The EM algorithm is a possible
way to handle such a problem. Its fundamental idea is to use
the expectation conditional on the observations to replace the
hidden variable. By introducing the middle variable i to rep-
resent all the hidden variables, suppose i follows a distribution
of q (i ), the log-likelihood function becomes

Li () = log p (Y0:i , i |) log p (i |Y0:i , ) . (16)

Optimization of the complete-data likelihood function

log p (Y0:i , i |) is significantly easier than the previous one.
Next, taking the expectation operator to each side of (16) with
respect to i , the log-likelihood function becomes

Li () = E [log p (Y0:i , i |)] + E [log p (i |Y0:i , )]

= L (q, ) + KL (q||p) . (17)

Because the KullbackLeibler divergence satisfies

TABLE III
KL (q||p) 0, with equality, only if, q (i ) = p (i |Y0:i , ), S TEPS FOR R AUCH T UNG S TRIEBEL M ETHOD
we can obtain L (q, ) Li (). That is, if an appropriate
is selected to make L (q, ) at the maximum, Li () is at the
maximum

L (q, ) = E [log (i |) + log (Y0:i |i , )]

i
= E log p (0 |) + log p (j |j1 , )
j=0

i

+ log p (yj |j1 , ) . (18)
j=0

By substituting the density function, the final log-likelihood

function without constant terms can be written as

2
E log V0 (0 0 ) /V0
i 
 
2
log Q + (j j1 ) /Q
j=1
i 
 2
log 2 + (yj yj1 j1 (tj tj1 ))
j=1

/ 2 (tj tj1 ) . (19)

To maximize
this log-likelihood, the expectation operations
E (j ), E j2 , and E (j j1 ) should be calculated first.
In the above calculation, the expectation operations in log-
likelihood function can be calculated by RauchTungStriebel
method [22], [37].
The basic steps of EM algorithm and the RauchTung
Striebel method were illustrated by Tables II and III, respec-
tively.
The convergence criterion for the algorithm is the difference
between k and k+1 below a predefined threshold.
WANG et al.: TWO-STAGE DATA-DRIVEN-BASED PROGNOSTIC APPROACH 929

Fig. 2. Typical bearing degradation signal.

Fig. 3. Health monitoring and degradation prediction obtained by our
model.
IV. E XPERIMENT
A. Bearing Data Set
A real-bearing degradation problem [38] was used to demon-
strate the effectiveness of the proposed approach. The bearing
was under a run-to-failure test in the platformPRONOSTIA.
There is no information about the bearings specific faults with
respect to inner, outer, or ball damage. During the experiment,
bearing degradation process was monitored by accelerometer
and temperature sensor. The sample rate for the vibration signal
is 256 kHz. As mentioned in the previous sections, the vibra-
tion signal is more useful for monitoring bearing degradation.
Therefore, we only analyzed the vibration signal in this study.
According to the failure criterion, the bearing was regarded
as failed when the amplitude of the vibration signal exceeds
20 g. Fig. 2 shows a typical vibration signal over time that was
monitored by the accelerometer. It can be seen that the vibra-
tion amplitude increases sharply at the end of the experiment, Fig. 4. Tracking error comparison.
indicating a quick degradation in the end.

B. Two-Stage Prognostic Approach

The 14 features as listed in Table I have been fused via MD,
which has then been taken the logarithm to generate a lin-
ear degradation path. As illustrated in Fig. 3, the degradation
path represented by MD values has linear increasing trend after
the degradation point. This means that the proposed approach
can detect the degradation point. To illustrate the effectiveness
of the tracking performance of our model, Gebraeels model
[25] with optimal parameters and Sis model [22] were used
as the comparison objects. It is found that our model with ran-
dom prior parameters can track the degradation path better than
Gebraeels model [25] and Sis model [22] from the degrada-
tion point to the end of the testing (Fig. 4), although in the
Fig. 5. Estimated the mean of RUL by our model and Gebraeels model
Gebraeels model, a set of selected prior parameters is optimal at different condition-monitoring points.
(the prior parameters were obtained by fitting the degradation
path directly).
Fig. 5 shows the comparisons of the bearings RUL estima- that after 1800 sample, the RUL can be estimated more accu-
tions at different condition-monitoring points with Gebraeels rately by our model with random prior parameters, while
model which has optimal prior parameters. It can be observed Gebraeels model has a larger gap at this stage. For example, the
930 IEEE TRANSACTIONS ON INDUSTRIAL INFORMATICS, VOL. 12, NO. 3, JUNE 2016

Fig. 6. Estimated pdfs of the RUL by our model and Gebraeels model
Fig. 7. Estimated the mean of RUL by our model and Sis model at
at the last several condition-monitoring points.
different condition-monitoring points.

mean square errors between the actual degradation and the esti-
mated mean life of our model and Gebraeels model are 12.09
and 27.97, respectively. From this comparison, we can conclude
that our model is more robust to the initial parameter selection
than the Gebraeels model.
Fig. 6 shows the pdfs of the RUL at last several condition-
monitoring points caluclated by our model and Gebraeels
model. We can observed that both models can cover the actural
RULs well. However, our model improves predicted precision,
since the pdf distributions in our model are much narrower than
that of Gebraeels model.
The good performance of our proposed model can be
attributed to the three following perspectives.
1) Our model took the item B(t ti ) into account, which
can update estimation based on Bayes theorem to reflect
the fluctuations of the bearing status in real time. Fig. 8. Estimated pdfs of the RUL by our model and Sis model at the
last several condition-monitoring points.
2) In our model, the prior distribution parameters were not
fixed, and EM algorithm was used to re-estimate all prior
distribution parameters at each inspecting time when new
data are available. In Gebraeels model, the prior dis-
tributions, which are predefined based on large-volume
samples, affect the estimation accuracy greatly. But now,
the number of the samples is not enough to estimate
the prior distribution accurately, and the inappropriate
selection of the prior parameters resulted in inaccurate
estimation of the degradation and the RUL.
3) Gebraeels model directly estimated the RUL distribution
using an implicit monotonic assumption, which is not the
case in the reality. To relax this assumption, our model
utilized the FPT from Wiener process to consider the fluc-
tuations in RUL estimation, thus having a more prediction
accuracy than the Gebraeels model.
To demonstrate the necessity of the two-stage modeling, we Fig. 9. Prediction errors of RUL of three models.
also compared with Sis model [22] that was directly used on
the whole degradation without judging the degradation point. Our model still shows a narrower pdf indicating high precision.
Fig. 7 shows the comparison of the bearings RUL estimation From Fig. 9, we can find the prediction error of RUL which
at different condition-monitoring points. As observed from shows that our model has smallest error distribution. The large
this figure, the RUL esitmation of Sis model shows large bias estimation error of the RUL in Sis model can be attributed to
from the actural RUL. Fig. 8 shows the comparison of the last the confusion between healthy data and degradation data. In
several pdfs of the RUL obtained by our model and Sis model. the modeling process, a series of prior parameters based on
WANG et al.: TWO-STAGE DATA-DRIVEN-BASED PROGNOSTIC APPROACH
these healthy data was used. However, these prior parameters
at the first stage (before degradation) were different from those
at the second stage. After a degradation point, at the beginning
of the second stage, the initial values of the prior parameters
was completely inappropriate for the second-stage modeling.
Thereby, this could cause the method to converge very slowly,
or even not converge at all. These results proved that the
two-stage strategy can help to improve accuracy and precision
of the degradation path tracking and the estimation of RUL.
V. C ONCLUSION
In this paper, we proposed a two-stage data-driven prog-
nostic approach to deal with bearing degradation problem. In
the first stage, the health status of a bearing was monitored by
Mahalanobis distance until a degradation point was detected.
Then, a recursive filtering method based on the KF and EM
algorithm was used to estimate and update the parameters and
the RUL of bearings adaptively. To demonstrate the effective-
ness of our proposed approach, we have done the comparisons
with the two state-of-the-art approaches: Gebraeels model
and Sis model. The results show that our proposed approach
can provide higher estimation accuracy and narrower pdfs.
Moreover, our approach is more robust to the initial parameter
selection than other approaches, so that it is practically useful,
even when there is no enough data for training the optimal
parameters.
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932 IEEE TRANSACTIONS ON INDUSTRIAL INFORMATICS, VOL. 12, NO. 3, JUNE 2016
Yu Wang (S12M15) received the B.Eng.
degree in mechanical design and manufactur-
ing automation from the Xian University of
Technology, Xian, China; the M.Eng. degree in
manufacturing engineering and automation from
Xian Jiaotong University, Xian; and the Ph.D.
degree in systems engineering and engineering
management from the City University of Hong
Kong, Kowloon Tong, Hong Kong, in 2001, 2005,
and 2014, respectively.
Since June 2014, he has been a Lecturer with
the School of Mechanical Engineering, Xian Jiaotong University. His
research interests include reliability assessment, fault prognostics, and
health management.
Yizhen Peng received the B.S. degree in mea-
surement and control technology and instru-
ment, and the M.S. degree in instrument
and meter engineering from Xian Jiaotong
University, Xian, China, in 2010 and 2012,
respectively, where he is currently pursuing the
Ph.D. degree in mechanical engineering.
His research interests include reliability eval-
uation, prognostics, and health management.
Yanyang Zi received the B.Eng. degree in man-
ufacturing processes and equipment, and the
Ph.D. degree in mechanical engineering from
Xian Jiaotong University, Xian, China, in 1993
and 2001, respectively.
He is currently a Full Professor of Mechanical
Engineering with Xian Jiaotong University. His
research interests include condition monitoring,
fault diagnosis, prognostics, and health manage-
ment of rotating machines.
Dr. Zi a Senior Member of the Chinese
Mechanical Engineering Society, and an Editorial Board Member of the
International Journal of Comprehensive Engineering.
Xiaohang Jin (M15) received the B.Eng.
degree in mechanical engineering from the
Zhejiang University of Technology, Hangzhou,
China; the M.Eng. degree in power machin-
ery and engineering from Shanghai Jiao Tong
University, Shanghai, China; and the Ph.D.
degree in electronic engineering from the City
University of Hong Kong, Kowloon Tong, Hong
Kong, in 2003, 2006, and 2014, respectively.
From February 2015 to January 2016, he
was a Post-Doctoral Research Associate in the
Department of Electrical and Computer Engineering, University of
NebraskaLincoln, Lincoln, NE, USA. Since March 2014, he has been
with the Zhejiang University of Technology, where he is currently an
Associate Professor with the College of Mechanical Engineering. His
research interests include reliability evaluation, health monitoring, fault
diagnosis, and prognosis for rotating machines.
Dr. Jin was a Certified Reliability Engineer of the American Society
for Quality.
Kwok-Leung Tsui received the B.Sc. degree
in chemistry from The Chinese University of
Hong Kong, Sha Tin, Hong Kong, M.Ph. degree
in mathematics from The Chinese University of
Hong Kong, and Ph.D. degree in statistics from
the University of WisconsinMadison, Madison,
WI, USA, in 1979, 1981, and 1986, respectively.
He is the Head and Chair Professor
of the Department of Systems Engineering
and Engineering Management with the City
University of Hong Kong, Kowloon Tong, Hong
Kong. Prior to his current position, he was a Professor/Associate
Professor at the School of Industrial and Systems Engineering, Georgia
Institute of Technology, Atlanta, GA, USA, from 1990 to 2011, and a
Research Member with the Quality Assurance Center, AT&T Bell Labs,
Holmdel, NJ, USA, from 1986 to 1990. His research interests include
health informatics, data mining and surveillance in healthcare and public
health, prognostics and health management, calibration and validation
of computer models, bioinformatics, process control and monitoring, and
robust design and Taguchi method.
Dr. Tsui is a Fellow of the American Statistical Association, a U.S.
Representative on the International Organization for Standardization
(ISO) Technical Committee on Statistical Methods, and a Department
Editor of the IIE Transactions.