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Prognostics and Health 
                       Management 
                  (故障预测和健康管理)

                          Dr. Chaochao Chen 
                             (陈超超博士)
                            ©2012 ASQ & Presentation Chen
                            Presented live on Oct 14th, 2012



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Prognostics
                  TM




     Prognostics and Health Management
                Fundamentals

                                        Chaochao Chen, Ph.D.
                             Center for Advanced Life Cycle Engineering
                                       University of Maryland
                                       College Park, MD 20742
                                      chaochao@calce.umd.edu
                                         www.calce.umd.edu

calce Center for Advanced Life Cycle Engineering   1                      University of Maryland
        TM




                                                                          Copyright © 2012 CALCE
CALCE Overview
  • The Center for Advanced Life Cycle Engineering (CALCE)
    formally started in 1984, as a NSF Center of Excellence in
    systems reliability.
  • One of the world’s most advanced and comprehensive testing and
    failure analysis laboratories
  • Funded at $4M by over 150 of the world’s leading companies
  • Supported by over 100 faculty, visiting scientists and research
    assistants
  • Received NSF
    innovation
    award in 2009



calce Center for Advanced Life Cycle Engineering   2         University of Maryland
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                                                             Copyright © 2012 CALCE
CALCE Research Funding (over $6M): 2012
                                          Emerson Appliance Controls              •   Motorola                           •   S.C. Johnson Wax
•    Alcatel-Lucent                   •
                                          Emerson Appliance Solutions             •   Mobile Digital Systems, Inc.       •   Sandia National Labs
•    Aero Contol Systes               •
                                          Emerson Network Power                   •   NASA                               •   SanDisk
•    Agilent Technologies             •
                                          Emerson Process Management              •   National Oilwell Varco             •   Schlumberger
•    American Competitiveness Inst.   •
                                          Engent, Inc.                            •   NAVAIR                             •   Schweitzer Engineering Labs
•    Amkor                            •
                                          Ericsson AB                             •   NetApp                             •   Selex-SAS
•    Arbitron                         •
                                          Essex Corporation                       •   nCode International                •   Sensors for Medicine and Science
     Arcelik                          •
                            • Consumer and mobile products
•
                                          Ethicon Endo-Surgery, Inc.              •   Nokia Siemens                      •   SiliconExpert
•    ASC Capacitors                   •
                                          Exponent, Inc.                          •   Nortel Networks                    •   Silicon Power
•    ASE                              •
                            • Telecommunications and computer systems
                                          Fairchild Controls Corp.                •   Nordostschweizerische Kraftwerke   •   Space Systems Loral
•    Astronautics                     •
                                          Filtronic Comtek                            AG (NOK)                           •   SolarEdge Technologies
•    Atlantic Inertial Systems        •
                                                                                      Northrop Grumman                   •   Starkey Laboratories, Inc
                            • Energy systems (generation/storage/distr)
•    AVI-Inc                          •   GE Healthcare
                                                   •
                                          General Dynamics, AIS & Land Sys.
                                                   •                                  NTSB                               •   Sun Microsystems
•    Axsys Engineering                •
                                          General Motors
                                                   •                                  NXP Semiconductors                 •   Symbol Technologies, Inc
•    BAE Systems                      •
•
•
     Benchmark Electronics
     Boeing
                            • Industrial systems ••
                                      •
                                      •
                                          Guideline
                                          Hamlin Electronics Europe
                                                                                      Ortho-Clinical Diagnostics
                                                                                      Park Advanced Product Dev.
                                                                                                                         •
                                                                                                                         •
                                                                                                                             SymCom
                                                                                                                             Team Corp
                                                                                                                         •   Tech Film
•
•
     Branson Ultrasonics
     Brooks Instruments     • Transportation systems
                                      •
                                      •
                                          Hamilton Sundstrand
                                                   •
                                          Harris Corp
                                                   •
                                                                                      Penn State University
                                                                                      PEO Integrated Warfare             •
                                                                                                                         •
                                                                                                                             Tekelec
                                                                                                                             Teradyne
     Buehler                          •   Henkel Technologies
                                                   •                                  Petra Solar
                            • Aerospace systems ••
•
                                          Honda                                       Philips                            •   The Bergquist Company
•    Capricorn Pharma                 •
                                          Honeywell                                   Philips Lighting                   •   The M&T Company
•    Cascade Engineering              •
                            • Medical systems
                                          Howrey, LLP
                                                   •                                  Pole Zero Corporation              •   The University of Michigan
•    Celestical International         •
                                          Intel    •                                  Pressure Biosciences               •   Tin Technology Inc.
•    Channel One International        •
                                                                                      Qualmark                           •   TÜB TAK Space Technologies
                            • Military systems
•    Cisco Systems, Inc.              •   Instituto Nokia de Technologia
                                                   •
                                          Juniper Networks
                                                   •                                  Quanterion Solutions Inc           •   U.K. Ministry of Defence
•    Crane Aerospace & Electronics    •
                                          Johnson and Johnson
                                                   •                                  Quinby & Rundle Law                •   U.S. Air Force Research Lab
•    Curtiss-Wright Corp              •
•
•
     CDI                    • Equipment manufacturers
     De Brauw Blackstone Westbroek
                                      •
                                      •
                                          Johns Hopkins University
                                                   •
                                          Kimball Electronics
                                                   •
                                                                                      Raytheon Company
                                                                                      Rendell Sales Company
                                                                                                                         •
                                                                                                                         •
                                                                                                                             U.S. AMSAA
                                                                                                                             U.S. ARL
                                                                                                                         •   U.S. Naval Surface Warfare Center
•
•
     Dell Computer Corp.
     DMEA                   • Government Labs and Agencies
                                      •
                                      •
                                          L-3 Communication Systems
                                                   •
                                          LaBarge, Inc
                                                   •
                                                                                      Research in Motion
                                                                                      Resin Designs LLC                  •
                                                                                                                         •
                                                                                                                             U.S. Army Picatinney/UTRS
                                                                                                                             U.S. Army RDECOM/ARDEC
•    Dow Solar                        •   Lansmont Corporation                    •   RNT, Inc.
                                          Laird Technologies                      •   Roadtrack                          •   Vectron International, LLC
•    DRS EW Network Systems, Inc.     •
                                          LG, Korea                               •   Rolls Royce                        •   Vestas Wind System AS
•    EIT, Inc.                        •
                                          Liebert Power and Cooling               •   Rockwell Automation                •   Virginia Tech
•    Embedded Computing & Power       •
                                          Lockheed Martin Aerospace               •   Rockwell Collins                   •   Weil, Gotshal & Manges LLP
•    EMCORE Corporation               •
                                          Lutron Electronics                      •   Saab Avitronics                    •   WesternGeco AS
•    EMC                              •
                                          Maxion Technologies, Inc.               •   Samsung Mechtronics                •   Whirlpool Corporation
•    EADS - France                    •
                                          Microsoft                               •   Samsung Memory                     •   WiSpry, Inc.
•    Emerson Advanced Design Ctr      •
                                                                                                                         •   Woodward Governor

    calce Center for Advanced Life Cycle Engineering                          3                                                       University of Maryland
             TM




                                                                                                                                       Copyright © 2012 CALCE
CALCE Mission and Thrust Areas
Provide a knowledge and resource base to support the development
        and sustainment of competitive electronic products

                                                   Physics of Failure, Failure
                                                   Mechanisms and Material
                                                            Behavior
       Design for Reliability and
         Virtual Qualification                                                   Life Cycle Risk, Cost Analysis and
                                                                                            Management


                                                        Strategies for
                                               Risk Assessment, Mitigation and
                                                        Management


              Accelerated Testing,
             Screening and Quality                                                   Supply Chain Assessment
                  Assurance                                                             and Management

                                                   Diagnostic and Prognostic
                                                     Health Management




calce Center for Advanced Life Cycle Engineering                4                                 University of Maryland
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                                                                                                  Copyright © 2012 CALCE
CALCE PHM Team
  • Professors and Research Staff:                 • Students:
     – Prof. Michael Pecht                            – Hyunseok Oh (PhD)
                                                      – Moon-Hwan Chang (PhD)
     – Dr. Chaochao Chen
                                                      – Wei He (PhD)
     – Dr. Michael Osterman                           – Yunhan Huang (PhD)
     – Dr. Michael Azarian                            – Anto Peter (PhD)
     – Dr. Diganta Das                                – Ranjith Kumar (PhD)
     – Prof. Peter Sandborn                           – Arvind Vasan (PhD)
                                                      – Preeti Chauhan (PhD)
     – Prof. Abhijit Dasgupta
                                                      – Qingguo Fan (PhD)
     – Prof. Donald Barker                            – Nick Williard (PhD)
                                                      – Jing Tian (PhD)
                                                      – Yan Ning (PhD)
                                                      – Sony Mathew (PhD)
                                                      – Surya Kunche (MS)
                                                      – Edwin Sutrisno (MS)


calce Center for Advanced Life Cycle Engineering    5                     University of Maryland
        TM




                                                                           Copyright © 2012 CALCE
What is PHM?
             Prognostics is the process of monitoring the health of a
             product and predicting its remaining useful life (RUL) by
             assessing the extent of deviation or degradation from its
             expected state of health in its expected usage conditions.

             Health Management utilizes prognostic information to
             make decisions related to safety, condition-based
             maintenance, ensuring adequate inventory, and product
             life extension.

             PHM permits the evaluation of a system’s reliability in its
             actual life-cycle conditions.



calce Center for Advanced Life Cycle Engineering   6             University of Maryland
        TM




                                                                 Copyright © 2012 CALCE
Some Benefits of PHM

     • Improved understanding of application conditions – knowing the customer
     • Extension of maintenance cycles through condition-based maintenance –
       enhanced system availability
     • Reduced life cycle costs by decreasing inspections, repairs, downtime, and
       inventory – product support cost avoidance
     • Proactive maintenance to forestall failures – reduced failure rate
     • Extension of operational life
     • Improved product/system design
     • Improved warranty management




calce Center for Advanced Life Cycle Engineering   7                        University of Maryland
        TM




                                                                            Copyright © 2012 CALCE
PHM in Industry
     • Apple said:
       If an iPhone or iPod has been damaged by liquid (for
       example, coffee or a soft drink), the service for such liquid
       damage is not covered by the Apple one (1) year limited
       warranty or an AppleCare Protection Plan (APP)
     • Liquid Contact Indicators are being used by Apple and other
       large cell phone manufacturers for condition monitoring.


             Inside the headphone jack                 Inside the dock
                                                       connector




calce Center for Advanced Life Cycle Engineering   8                     University of Maryland
        TM




                                                                         Copyright © 2012 CALCE
PHM in Military
       The U.S. Department of Defense’s 5000.2 policy document on
       defense acquisition states that program managers should utilize
       diagnostics and prognostics to optimize the operational readiness
       of defense-related systems.
             F-35 Joint Strike Fighter             Multifunction Utility/Logistics and Equipment




calce Center for Advanced Life Cycle Engineering   9                             University of Maryland
        TM




                                                                                 Copyright © 2012 CALCE
F-35 PHM Architecture




calce Center for Advanced Life Cycle Engineering   10        University of Maryland
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                                                             Copyright © 2012 CALCE
PHM in New Energy

             Electric Vehicle (Nissan Leaf)             Wind Turbine




calce Center for Advanced Life Cycle Engineering   11            University of Maryland
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                                                                  Copyright © 2012 CALCE
PHM Modules



                           Data
                        Processing




calce Center for Advanced Life Cycle Engineering   12       University of Maryland
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                                                            Copyright © 2012 CALCE
Data Processing-Time Domain Analysis
                   Processing-
     Statistical Measures
     Estimated Mean
                      N

                   ∑x
                    i =1
                                 i
             µ=
                         N
     The mean is the most probable event within the distribution. For some distributions, the
     mean may not convey much information (i.e. uniform distributions). The estimated means
     of two distributions can be simply compared through subtraction of the means.



     Estimated Variance
                  N

                ∑ (x − µ)    i
                                     2


        σ2 =      i =1

                             N
     The variance measures the confidence in the mean and the spread of the distribution.



calce Center for Advanced Life Cycle Engineering   13                                University of Maryland
        TM




                                                                                      Copyright © 2012 CALCE
Data Processing-Time Domain Analysis
                  Processing-
     Statistical Measures
     Estimated Skewness
                  N

                  ∑ (x − µ)
                  i =1
                           i
                                     3


             γ=
                         Nσ 3
     Skewness vanishes for symmetric distributions and is positive (negative) if the distribution
     develops a longer tail to the right (left) of the mean E(x). It measures the amount of spread
     of the distribution in either direction from the mean.

     Estimated Kurtosis
                         N

                         ∑ (x − µ)
                         i =1
                                 i
                                         4


        kurtosis =
                                Nσ 4
      Kurtosis measures the contribution of the tails of the distribution. It is possible for a
      distribution to have the same mean, variance, and skew, and not have the same kurtosis
      measurement.

calce Center for Advanced Life Cycle Engineering    14                                   University of Maryland
        TM




                                                                                         Copyright © 2012 CALCE
Data Processing-Frequency Domain Analysis
           Processing-


        Fourier Series:
             Periodic functions and signals may be expanded
             into a series of sine and cosine functions
        Fourier Transform:
             A mathematical operation that decomposes a
             signal into its constituent frequencies



calce Center for Advanced Life Cycle Engineering   15     University of Maryland
        TM




                                                          Copyright © 2012 CALCE
Data Processing-Frequency Domain Analysis
           Processing-


             Continuous Fourier Transform:


             Forward Transform:



             Inverse Transform:




calce Center for Advanced Life Cycle Engineering   16   University of Maryland
        TM




                                                        Copyright © 2012 CALCE
Data Processing-Frequency Domain Analysis
            Processing-

                                An example using MATLAB functions
                       15

                                                           Nosiy Data
                                                           Raw data          MATLAB Code:
                       10
                                                                             fs = 100; % Sample frequency (Hz)
                                                                             t = 0:1/fs:10-1/fs; % 10 sec sample
                        5
      Amplitude




                                                                             x = (1.3)*sin(2*pi*15*t) ... % 15 Hz
                                                                             component
                        0
                                                                             + (1.7)*sin(2*pi*40*(t-2)) ... % 40 Hz
                                                                             component
                       −5
                                                                             + (2.5)*randn(size(t)); % Gaussian
                                                                             noise;
                   −10
                            0     2   4                6   8            10
                                          Time (Sec)




calce Center for Advanced Life Cycle Engineering                17                                 University of Maryland
                  TM




                                                                                                    Copyright © 2012 CALCE
Data Processing-Frequency Domain Analysis
                    Processing-

                                        An example using MATLAB functions (FFT)
                           700
                                                     40 Hz
                                                                                   MATLAB Code:
                           600

                                         15 Hz                                     m = length(x); % Window length
                           500
                                                                                   n = pow2(nextpow2(m)); %
      Absolute Amplitude




                           400
                                                                                   Transform length
                                                                                   y = fft(x,n); % DFT
                           300
                                                                                   f = (0:n-1)*(fs/n); % Frequency
                           200                                                     range

                           100                                                     y1 = abs(y)

                                0
                                    0       20   40           60   80        100
                                                  Frequency (Hz)




calce Center for Advanced Life Cycle Engineering                        18                               University of Maryland
                           TM




                                                                                                         Copyright © 2012 CALCE
Data Processing-Frequency Domain Analysis
           Processing-

 An example using MATLAB functions (Power Spectrum)
                450
                                        40 Hz
                400                                                   MATLAB Code:

                350                                                   m = length(x); % Window length
                300                                                   n = pow2(nextpow2(m)); %
                          15 Hz                                       Transform length
                250
       Power




                                                                      y = fft(x,n); % DFT
                200
                                                                      f = (0:n-1)*(fs/n); % Frequency
                150
                                                                      range
                100
                                                                      power = y.*conj(y)/n;
                 50

                  0
                      0      20     40           60   80        100
                                     Frequency (Hz)




calce Center for Advanced Life Cycle Engineering           19                               University of Maryland
           TM




                                                                                            Copyright © 2012 CALCE
Data Processing-Wavelet Analysis
                         Processing-

             • Stationary Signal
                – Signals whose frequency content unchanged in
                  time
                – All frequency components exist all time

             • Non-stationary Signal
               – Frequency changes in time




calce Center for Advanced Life Cycle Engineering   20   University of Maryland
        TM




                                                        Copyright © 2012 CALCE
Data Processing-Wavelet Analysis
                                         Processing-

            Frequency: 2 Hz to 20 Hz                                Different in Time Domain                                Frequency: 20 Hz to 2 Hz
              1                                       150                                                  1                                150

            0.8                                                                                          0.8

            0.6                                                                                          0.6

            0.4                                                                                          0.4
                                                      100                                                                                   100
            0.2                                                                                          0.2
Magnitude




                                          Magnitude




                                                                                                                                     Magnitude
                                                                                             Magnitude
              0                                                                                            0

            -0.2                                                                                         -0.2
                                                       50                                                                                        50
            -0.4                                                                                         -0.4

            -0.6                                                                                         -0.6

            -0.8                                                                                         -0.8

              -1                                        0                                                  -1                                     0
                   0          0.5     1                     0   5   10   15   20   25                           0     0.5        1                    0   5     10   15   20   25
                            Time                                Frequency (Hz)                                      Time                                      Frequency (Hz)

                                                                     Same in Frequency Domain                                 Bhushan D Patil, Introduction to Wavelet

             FT cannot tell where in time the spectral components of the signal appear !


     calce Center for Advanced Life Cycle Engineering                                   21                                                                    University of Maryland
                       TM




                                                                                                                                                               Copyright © 2012 CALCE
Data Processing-Wavelet Analysis
                         Processing-
        Continuous Wavelet Transform (CWT):

                                                                              x (t ) • ψ * 
                                                                 1                           t− τ
                             (τ , s ) = Ψ xψ (τ , s ) =                   ∫
                         ψ
               CWT       x                                                                       dt
                                                                      s                     s 
                  Translation (The location of
                  the window)                      Scale (inverse of                                    Mother Wavelet
                                                   frequency)                   Energy Normalization



             • Wavelet
                – Small wave
                – Means the window function is of finite length
             • Mother Wavelet
                – A prototype for generating the other window functions
                – All the used windows are its dilated or compressed and shifted
                  versions

calce Center for Advanced Life Cycle Engineering                 22                                         University of Maryland
        TM




                                                                                                             Copyright © 2012 CALCE
Data Processing-Wavelet Analysis
                         Processing-

        Discrete Wavelet Transform (DWT):
        One-Stage Filtering: Approximations and Details




       Approximations: high-scale, low-frequency        Details: low-scale, high-frequency
       components                                       components




calce Center for Advanced Life Cycle Engineering   23                                        University of Maryland
        TM




                                                                                             Copyright © 2012 CALCE
Data Processing-Wavelet Analysis
                         Processing-
        Discrete Wavelet Transform (DWT):
        Multiple-Level Decomposition

                                            f=0~1000Hz



                        f=0~500Hz                                       f=500~1000Hz


             f=0~250Hz                                          f=250~500Hz


     f=0~125Hz                                            f=125~250Hz



calce Center for Advanced Life Cycle Engineering         24                     University of Maryland
        TM




                                                                                 Copyright © 2012 CALCE
Feature Extraction
       Feature Extraction is to obtain suitable parameters or
       indicators that reveal whether an interesting pattern is
       emerging

       Failure Feature/Precursor/Indicator is a data event or trend
       that signifies impending failure

       Attributes of good features:
       • Computationally inexpensive to measure
       • Mathematically definable
       • Explainable in physical terms
       • Insensitive to extraneous variables
       • Uncorrelated with other features




calce Center for Advanced Life Cycle Engineering   25        University of Maryland
        TM




                                                              Copyright © 2012 CALCE
Feature Extraction
             Select the life-cycle parameters to be monitored
             • safety
             • mission completeness
             • long downtimes
             • past experience
             • field failure data on similar products
             • qualification testing
             • failure modes mechanisms and effects analysis (FMMEA)

             Select the failure feature based on physics of failure

             Select the failure feature based on statistics and machine
             learning


calce Center for Advanced Life Cycle Engineering   26             University of Maryland
        TM




                                                                  Copyright © 2012 CALCE
Diagnostic and Prognostic Approaches
     There are numerous methodologies that can be used to conduct
     diagnostics and prognostics, but each of these falls into three
     main categories :
        • The Physics-of-Failure(PoF)/Model-based Approach
        PoF is the root cause of where, how and why materials fail. It provides a
        methodology for building-in reliability, based on assessing the hardware
        configuration and life-cycle stresses to identify root-cause failure
        mechanisms in the materials used at potential failure sites.
        • The Data-Driven Approach
        Data-driven methods use current and historical data to statistically and
        probabilistically obtain estimates, decisions, and predictions about the
        health and reliability of a product
        • Fusion Approach


calce Center for Advanced Life Cycle Engineering   27                   University of Maryland
        TM




                                                                         Copyright © 2012 CALCE
The Physics-of-Failure(PoF)/Model-
         based Approach




calce Center for Advanced Life Cycle Engineering   28   University of Maryland
        TM




                                                        Copyright © 2012 CALCE
Physics of Failure Based PHM Methodology
                                   FMMEA


                            Define system and                     (1): life consumption monitoring
 Material
                            identify elements and                 (2): canary
 properties and
                            functions to be analyzed
 product
 geometries
                            Identify potential failure
                            modes


 Identify life              Identify potential failure        Monitor life cycle               Data processing
 cycle profile              causes                            environment and                  and load feature
                                                              operating loading     (1)        extraction

                            Identify potential failure
                            mechanisms
                                                                                                Damage
                                                                                                assessment
                            Identify failure models
                                                                                    (2)
                                                         Choose critical                           Remaining
                                                         failure                   Use fuse        useful life
 Maintenance                Prioritize the failure
                                                         mechanisms                or canary       estimation
 records                    mechanisms
                                                         and failure site          devices


calce Center for Advanced Life Cycle Engineering         29                                     University of Maryland
        TM




                                                                                                Copyright © 2012 CALCE
Failure Modes, Mechanisms, and Effects Analysis

   • Failure Modes, Mechanisms and Effects Analysis (FMMEA) is
     an approach that uses the life cycle profile of a product along
     with the design information to identify the critical failure
     mechanisms affecting a product.
   • Failure mechanism: The processes by which physical, electrical,
     chemical and mechanical conditions induce failure.
   • Failure mode: The effect by which a failure is observed to occur
   • Failure site: The location of the failure.
   • Failure cause: The specific process, design and/or environmental
     condition that initiated the failure, whose removal will eliminate
     the failure.



calce Center for Advanced Life Cycle Engineering   30        University of Maryland
        TM




                                                              Copyright © 2012 CALCE
Types of Failure Mechanisms

    Overstress Mechanisms                                           Wearout Mechanisms
       Stress exceeds item strength; failure sudden                  Accumulation of damage with repeated
                                                                     stress
                                        Yield, Fracture,
             Mechanical             Interfacial delamination         Mechanical                  Fatigue,
                                                                                               Creep, Wear

                                      Glass transition (Tg)
             Thermal                   Phase transition               Thermal
                                                                                          Stress driven diffusion
                                                                                             voiding (SDDV)
                                    Dielectric breakdown,                                TDDB, Electromigration,
             Electrical              Electrical overstress,
                                    Electrostatic discharge,         Electrical
                                                                                              Surface charge
                                                                                         spreading, Hot electrons,
                                      Second breakdown                                     CFF, Slow trapping

                                                                                        Radiation embrittlement,
             Radiation                 Single event upset
                                                                      Radiation         Charge trapping in oxides


                                                                                               Corrosion,
             Chemical                   Contamination                Chemical               Dendrite growth,
                                                                                           Depolymerization,
                                                                                          Intermetallic Growth

calce Center for Advanced Life Cycle Engineering               31                                University of Maryland
        TM




                                                                                                  Copyright © 2012 CALCE
Identify Life Cycle Profile (LCP)
  • A life cycle profile (LCP) is a forecast of events and associated
    environmental and usage conditions a product will experience from
    manufacture to end of life.
  • The phases in a product life cycle includes manufacturing/assembly,
    test, rework, storage, transportation and handling, operation, repair
    and maintenance.
  • The description of life cycle profile needs to include the occurrences
    and duration of these conditions.
  • Life cycle loads include conditions such as temperature, humidity,
    pressure, vibration, shock, chemical environments, radiation,
    contaminants, current, voltage, power and the rates of change of
    these conditions.


calce Center for Advanced Life Cycle Engineering   32          University of Maryland
        TM




                                                               Copyright © 2012 CALCE
Canary
 • The use of canary devices is a PoF based approach for
   implementing PHM in products.
 • Canary is a structure that will fail faster than the actual product
   when subjected to the life cycle conditions.
 • Canary is designed to fail by the same failure mechanism as the
   actual product.
 • The acceleration factor by which the canary device is designed
   to fail can be used to estimate the time to failure for the actual
   product.
 • Failure of a canary device serves as an advance warning of
   impending failure of the product.
 • Canary device is integrated into the electronic
   assembly just like other components.



calce Center for Advanced Life Cycle Engineering      33       University of Maryland
        TM




                                                                Copyright © 2012 CALCE
Estimation of Remaining Useful Life




calce Center for Advanced Life Cycle Engineering   34   University of Maryland
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                                                        Copyright © 2012 CALCE
PoF Simulation Based Life Assessment




calce Center for Advanced Life Cycle Engineering   35   University of Maryland
        TM




                                                        Copyright © 2012 CALCE
The Data-Driven Approach




calce Center for Advanced Life Cycle Engineering   36   University of Maryland
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                                                        Copyright © 2012 CALCE
Statistical Analysis-SPRT
                                          Analysis-

             Sequential probability ratio test (SPRT) is a statistical binary
             hypothesis test for anomaly detection
             • detect statistical changes at the earliest possible time using in-
               situ monitoring data
             • include one null hypothesis (healthy condition) and one or
               more alternative hypotheses (faulty conditions)

                      -M        0     +M                                    σ2/V
                                                                             σ2
                                                                             Vσ2
                                                                              σ


                           Shift in mean                      Shift in variance
               (positive/negative mean test)            (Normal/Inverse variance test)


calce Center for Advanced Life Cycle Engineering   37                              University of Maryland
        TM




                                                                                   Copyright © 2012 CALCE
Statistical Analysis-SPRT
                                          Analysis-




calce Center for Advanced Life Cycle Engineering   38     University of Maryland
        TM




                                                          Copyright © 2012 CALCE
Statistical Analysis-PCA
                                            Analysis-
             As a multivariate statistical analysis method, Principal
             Component Analysis (PCA) is a simple, non-parametric
             method of extracting relevant information from confusing data
             sets.
             • minimize signal redundancy, measured by covariance
             • maximize the signal, measured by variance




calce Center for Advanced Life Cycle Engineering   39              University of Maryland
        TM




                                                                   Copyright © 2012 CALCE
Statistical Analysis-PCA
                                            Analysis-

             Solve PCA:
             • Find an orthonormal matrix P where Y = PX such that CY ≡
               1/      T
                  n−1YY is diagonalized, then the rows of P are the principal
               components of X
             • The principal components of X are the eigenvectors of XXT or
               the rows of P
             • The ith diagonal value of CY is the variance of X along Pi




calce Center for Advanced Life Cycle Engineering   40                 University of Maryland
        TM




                                                                      Copyright © 2012 CALCE
Statistical Analysis-MD
                                             Analysis-
             Mahalanobis distance (MD) is able to reduce a multivariate
             system to a univariate system, and is sensitive to inter-variable
             changes in a multivariate system
             • In statistics we prefer a distance that takes variability of each
               variable into account
             • Variables with high variability should receive less weight than
               components with low variability
             • Considering the full covariance structure yields the following
               general form for the statistical distance of two points
             • Def. The statistical distance or Mahalanobis distance between
               two points x=(x1,…,xp)T and y=(y1,…,yp)T in the p-dimensional
               space Rp is defined as
                                          d MD ( x, y ) =   (x − y )T Σ −1 (x − y )
calce Center for Advanced Life Cycle Engineering            41                        University of Maryland
        TM




                                                                                      Copyright © 2012 CALCE
Statistical Analysis-MD
                                             Analysis-
             MD calculation for anomaly detection:
             • Healthy performance parameter normalization


              where


             • Healthy MD can be calculated by
                                         where          is the correlation matrix

             • MD is calculated using the normalized test data with the mean
               and standard deviation of healthy data
             • When the value of test MD is larger than a threshold defined in
               the healthy MD, an anomaly is detected.
calce Center for Advanced Life Cycle Engineering   42                University of Maryland
        TM




                                                                     Copyright © 2012 CALCE
Statistical Analysis-SVM
                                           Analysis-
             Support vector machine (SVM) can perform as a classifier for
             diagnostics to determine the decision boundaries among
             different classes
             • map the input data to a higher dimension feature space, where
               the transformed data become linearly separable
             • does not suffer from multiple local minima and its solution is
               global and unique; it also does not have the problem of the
               curse of dimensionality




calce Center for Advanced Life Cycle Engineering   43               University of Maryland
        TM




                                                                     Copyright © 2012 CALCE
Statistical Analysis-SVM
                                           Analysis-
 • The optimal hyperplane is determined through support hyperplanes.
                         x2                 r
                                            w
                                                                                      Negative group data
                                                 x1     x9      x4                    ( y = -1 )

                                                                                      Positive group data
                                                      x5        x7                    ( y = +1 )

                                                                                                                     2
                                            x3             Margin
                                                                                             Maximize Margin
                                   x6                                  f (x) = k                                     w
                  ;                     B
                              x2        x8                           f (x) = 0
                                                                                                            1 2 1 T
                                                 f (x) = − k                                        min!      w = w w
                                                                                 x1                         2    2

 • The supporting hyperplanes can be expressed as:
                         f ( x) = w T x + b = k                w T xi + b ≥ 1      for yi = +1

                         f (x) = w T x + b = − k               w T x i + b ≤ −1 for yi = −1, i = 1,..., n

                                                      or       yi (wT xi + b) − 1 ≥ 0            for i = 1,..., n
                         constraints

calce Center for Advanced Life Cycle Engineering                       44                                       University of Maryland
        TM




                                                                                                                Copyright © 2012 CALCE
Statistical Analysis-HMM
                                          Analysis-
             Hidden Markov models (HMMs) are fully probabilistic
             models to describe the signal evolution through a finite number
             of states.
             • HMMs have been successfully employed in speech processing
             • HMMs have been applied in machine health diagnostics and
               prognostics due to their similarities to speech processing
               problems
             • They are all related to the quasi-stationary signals that are the
               functions of operational and environmental conditions




calce Center for Advanced Life Cycle Engineering   45                  University of Maryland
        TM




                                                                       Copyright © 2012 CALCE
Statistical Analysis-HMM
                                           Analysis-

   • Transition probabilities:
                                 ∂ k ,l = P(st = l st −1 = k ), k , l = 1,..., M .

   • Initial probabilities:

                                π k = P(s1 = k ), k = 1,..., M
   • Observation probabilities:
                               bk (u ) = P(u t = u st = k ), k = 1,..., M .
                                                      1            1                           
                                                               exp − (u − u k ) ∑ −1 (u − u k )
                                                                                '
     Gaussian                            =                                         k
    Distribution                                 (2π )d ∑ k         2                          

                                                                                46
calce                                                     46                             University of Maryland
    TM




         Center for Advanced Life Cycle Engineering
                                                                                         Copyright © 2012 CALCE
Statistical Analysis-PF
                                              Analysis-
             Particle filtering (PF) is a sequential Monte Carlo method,
             which uses a mathematical process model to estimate a state
             vector in a recursive Bayesian framework
             • The output of the PF is a posterior probability density function
               (PDF) approximated by a set of particles with their associated
               weights
             • Through the PDF, many statistical measures of the estimated
               states become available, such as the estimation confidence,
               which are not possible with scalar data




calce Center for Advanced Life Cycle Engineering   47                 University of Maryland
        TM




                                                                      Copyright © 2012 CALCE
Statistical Analysis-PF
                                              Analysis-

             Sequential Importance Sampling
             For i=1,…,N:

             1. Particle generation                xki ) ~ p ( xk | xki−)1 )
                                                    (                (



             2a. Weight computation                wk i ) = wk −i1) p ( z k | xki ) )
                                                    *(       *(                (



                                                     (i )      wk i )
                                                                *(

             2b. Weight normalization              w =
                                                     k       N

                                                            ∑ wk i )
                                                               *(

                                                             i =1
                                                                            N
             3. Estimate computation               E ( g ( xk | z1:k )) = ∑ g ( xki ) ) wki )
                                                                                 (       (

                                                                           i =1

             END
calce Center for Advanced Life Cycle Engineering    48                                   University of Maryland
        TM




                                                                                          Copyright © 2012 CALCE
Machine Learning-FFNN
                                      Learning-
             Feedforward neural network (FFNN) is considered as one of
             the most widely used machine learning method in the fault
             diagnosis and failure prognosis




                                          L                        1                 M
                                 x = ∑ x Wli
                                   i
                                    H
                                                l
                                                 L   yiH =
                                                             1 + exp (− xiH )
                                                                                y = ∑ y m C mi
                                                                                 O
                                                                                 i
                                                                                        H

                                         l =1                                        m =1



calce Center for Advanced Life Cycle Engineering             49                                  University of Maryland
        TM




                                                                                                 Copyright © 2012 CALCE
Machine Learning-RBFNN
                                    Learning-
             A radial basis function neural network (RBFNN) contains
             radial basis functions in its hidden nodes




                                                     L

                                                    ∑ (x        − Wli )
                                                            L         2
                                                                                   M
                                                                              y = ∑ y m C mi
                                                           l                   O      H
                                         H          l =1
                                       y = exp( −
                                        i                        2
                                                                          )    i
                                                           2σ                      m =1



calce Center for Advanced Life Cycle Engineering            50                                 University of Maryland
        TM




                                                                                               Copyright © 2012 CALCE
Machine Learning-RNN
                                           Learning-
             A recurrent neural network (RNN) has feedback links in the
             model structure, they are capable of dealing with dynamic
             processes




                               L                                          1                           M
                      x = ∑ x Wli
                        H             L      yiH (t ) =                                          y = ∑ y m C mi
                                                                                                  O      H
                       i             l                    1 + exp (− ( xiH (t ) + yiH (t − 1))    i
                              l =1                                                                    m =1



calce Center for Advanced Life Cycle Engineering                  51                                         University of Maryland
        TM




                                                                                                             Copyright © 2012 CALCE
Machine Learning-SOM NN
                                   Learning-
             A self-organizing map (SOM) neural network does not need
             supervised training and the input data can be automatically
             clustered in different groups
                                                   Weight update

                                                   W (t + 1) = W (t ) + θ (t )L(t )( x(t ) − W (t ))

                                                   Neighborhood of BMU
                                                                Dist 2 
                                                   θ (t ) = exp − 2 
                                                                2σ (t ) 
                                                                        
                                                   Similarity
                                                                L

                                                              ∑ (x       − Wli )
                                                                     L         2
                                                   Dist =           l
                                                              l =1



calce Center for Advanced Life Cycle Engineering         52                            University of Maryland
        TM




                                                                                       Copyright © 2012 CALCE
Machine Learning-NFS
                                                                      Learning-
                                A neuro-fuzzy system (NFS) combines advantages of fuzzy
                                inference systems and neural networks
xt +r
= ∑ y(j4) (c1j xt −3r + c2j xt −2r + c3j xt−r + c4j xt + c5j ),
    j




        ( 4)                    y (j3)
  y            =                         ,
                   ∑ y (j3)
        j

                            j


 y (j3) = ∏ uA2j) (xi(1) ),
             (
                   i               i



                                                  1
u A2j) (xi(1) ) =
  (
                                                                       ,
    i
                                 1 + exp(− bij2 ) (xi(1) − mij2 ) ))
                                             (              (




  yi(1) = xi(1) , i = 1,2, K ,4.


                                Wang, W et al.,“Prognosis of Machine Health Condition Using Neuro-Fuzzy Systems,” Mechanical System and Signal Processing, 2004, Vol. 18, pp.813-831.


  calce Center for Advanced Life Cycle Engineering                                                  53                                                      University of Maryland
                       TM




                                                                                                                                                             Copyright © 2012 CALCE
The Fusion Approach




calce Center for Advanced Life Cycle Engineering   54   University of Maryland
        TM




                                                        Copyright © 2012 CALCE
Fusion: Data Driven and Physics of Failure

                                       Healthy
                                       Baseline
        Identify
       parameters
                                     Continuous                            Yes
                                                              Anomaly?                    Alarm
                                     Monitoring
                                                          No
                                      Physics of
    Database and                                                         Parameter
                                       Failure
     Standards                                                            Isolation
                                       Models

                                       Failure                           Data Driven
                                      Definition                         Algorithms
                                                   Remaining Useful Life
                                                       Estimation


calce Center for Advanced Life Cycle Engineering         55                            University of Maryland
        TM




                                                                                       Copyright © 2012 CALCE
Fusion: Data Driven and Physics of Failure
                        Initial
Performance
                        Model
 Parameter
                      Parameters


                                           Updated Parameters
                      Degradation                                                 Performance
                        Model                                                      Threshold
                                                                            Prediction
                                   Estimation Errors
                                                                  Tuned
                        Moving                      Model                           Nonlinear
                                                                Degradation
                        Window                     Adaptation                       Filtering
                                                                  Model
                    Parameter Identification Loop               Prediction Loop

                                                                                   Remaining
                                                                                     Useful
                                                                                  Performance

calce Center for Advanced Life Cycle Engineering          56                        University of Maryland
        TM




                                                                                     Copyright © 2012 CALCE
Fusion: Multiple Data Driven




calce Center for Advanced Life Cycle Engineering   57   University of Maryland
        TM




                                                        Copyright © 2012 CALCE

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Prognostics and Health Management

  • 1. Prognostics and Health  Management  (故障预测和健康管理) Dr. Chaochao Chen  (陈超超博士) ©2012 ASQ & Presentation Chen Presented live on Oct 14th, 2012 http://reliabilitycalendar.org/The_Re liability_Calendar/Webinars_ liability Calendar/Webinars ‐ _Chinese/Webinars_‐_Chinese.html
  • 2. ASQ Reliability Division  ASQ Reliability Division Chinese Webinar Series Chinese Webinar Series One of the monthly webinars  One of the monthly webinars on topics of interest to  reliability engineers. To view recorded webinar (available to ASQ Reliability  Division members only) visit asq.org/reliability ) / To sign up for the free and available to anyone live  webinars visit reliabilitycalendar.org and select English  Webinars to find links to register for upcoming events http://reliabilitycalendar.org/The_Re liability_Calendar/Webinars_ liability Calendar/Webinars ‐ _Chinese/Webinars_‐_Chinese.html
  • 3. Prognostics TM Prognostics and Health Management Fundamentals Chaochao Chen, Ph.D. Center for Advanced Life Cycle Engineering University of Maryland College Park, MD 20742 chaochao@calce.umd.edu www.calce.umd.edu calce Center for Advanced Life Cycle Engineering 1 University of Maryland TM Copyright © 2012 CALCE
  • 4. CALCE Overview • The Center for Advanced Life Cycle Engineering (CALCE) formally started in 1984, as a NSF Center of Excellence in systems reliability. • One of the world’s most advanced and comprehensive testing and failure analysis laboratories • Funded at $4M by over 150 of the world’s leading companies • Supported by over 100 faculty, visiting scientists and research assistants • Received NSF innovation award in 2009 calce Center for Advanced Life Cycle Engineering 2 University of Maryland TM Copyright © 2012 CALCE
  • 5. CALCE Research Funding (over $6M): 2012 Emerson Appliance Controls • Motorola • S.C. Johnson Wax • Alcatel-Lucent • Emerson Appliance Solutions • Mobile Digital Systems, Inc. • Sandia National Labs • Aero Contol Systes • Emerson Network Power • NASA • SanDisk • Agilent Technologies • Emerson Process Management • National Oilwell Varco • Schlumberger • American Competitiveness Inst. • Engent, Inc. • NAVAIR • Schweitzer Engineering Labs • Amkor • Ericsson AB • NetApp • Selex-SAS • Arbitron • Essex Corporation • nCode International • Sensors for Medicine and Science Arcelik • • Consumer and mobile products • Ethicon Endo-Surgery, Inc. • Nokia Siemens • SiliconExpert • ASC Capacitors • Exponent, Inc. • Nortel Networks • Silicon Power • ASE • • Telecommunications and computer systems Fairchild Controls Corp. • Nordostschweizerische Kraftwerke • Space Systems Loral • Astronautics • Filtronic Comtek AG (NOK) • SolarEdge Technologies • Atlantic Inertial Systems • Northrop Grumman • Starkey Laboratories, Inc • Energy systems (generation/storage/distr) • AVI-Inc • GE Healthcare • General Dynamics, AIS & Land Sys. • NTSB • Sun Microsystems • Axsys Engineering • General Motors • NXP Semiconductors • Symbol Technologies, Inc • BAE Systems • • • Benchmark Electronics Boeing • Industrial systems •• • • Guideline Hamlin Electronics Europe Ortho-Clinical Diagnostics Park Advanced Product Dev. • • SymCom Team Corp • Tech Film • • Branson Ultrasonics Brooks Instruments • Transportation systems • • Hamilton Sundstrand • Harris Corp • Penn State University PEO Integrated Warfare • • Tekelec Teradyne Buehler • Henkel Technologies • Petra Solar • Aerospace systems •• • Honda Philips • The Bergquist Company • Capricorn Pharma • Honeywell Philips Lighting • The M&T Company • Cascade Engineering • • Medical systems Howrey, LLP • Pole Zero Corporation • The University of Michigan • Celestical International • Intel • Pressure Biosciences • Tin Technology Inc. • Channel One International • Qualmark • TÜB TAK Space Technologies • Military systems • Cisco Systems, Inc. • Instituto Nokia de Technologia • Juniper Networks • Quanterion Solutions Inc • U.K. Ministry of Defence • Crane Aerospace & Electronics • Johnson and Johnson • Quinby & Rundle Law • U.S. Air Force Research Lab • Curtiss-Wright Corp • • • CDI • Equipment manufacturers De Brauw Blackstone Westbroek • • Johns Hopkins University • Kimball Electronics • Raytheon Company Rendell Sales Company • • U.S. AMSAA U.S. ARL • U.S. Naval Surface Warfare Center • • Dell Computer Corp. DMEA • Government Labs and Agencies • • L-3 Communication Systems • LaBarge, Inc • Research in Motion Resin Designs LLC • • U.S. Army Picatinney/UTRS U.S. Army RDECOM/ARDEC • Dow Solar • Lansmont Corporation • RNT, Inc. Laird Technologies • Roadtrack • Vectron International, LLC • DRS EW Network Systems, Inc. • LG, Korea • Rolls Royce • Vestas Wind System AS • EIT, Inc. • Liebert Power and Cooling • Rockwell Automation • Virginia Tech • Embedded Computing & Power • Lockheed Martin Aerospace • Rockwell Collins • Weil, Gotshal & Manges LLP • EMCORE Corporation • Lutron Electronics • Saab Avitronics • WesternGeco AS • EMC • Maxion Technologies, Inc. • Samsung Mechtronics • Whirlpool Corporation • EADS - France • Microsoft • Samsung Memory • WiSpry, Inc. • Emerson Advanced Design Ctr • • Woodward Governor calce Center for Advanced Life Cycle Engineering 3 University of Maryland TM Copyright © 2012 CALCE
  • 6. CALCE Mission and Thrust Areas Provide a knowledge and resource base to support the development and sustainment of competitive electronic products Physics of Failure, Failure Mechanisms and Material Behavior Design for Reliability and Virtual Qualification Life Cycle Risk, Cost Analysis and Management Strategies for Risk Assessment, Mitigation and Management Accelerated Testing, Screening and Quality Supply Chain Assessment Assurance and Management Diagnostic and Prognostic Health Management calce Center for Advanced Life Cycle Engineering 4 University of Maryland TM Copyright © 2012 CALCE
  • 7. CALCE PHM Team • Professors and Research Staff: • Students: – Prof. Michael Pecht – Hyunseok Oh (PhD) – Moon-Hwan Chang (PhD) – Dr. Chaochao Chen – Wei He (PhD) – Dr. Michael Osterman – Yunhan Huang (PhD) – Dr. Michael Azarian – Anto Peter (PhD) – Dr. Diganta Das – Ranjith Kumar (PhD) – Prof. Peter Sandborn – Arvind Vasan (PhD) – Preeti Chauhan (PhD) – Prof. Abhijit Dasgupta – Qingguo Fan (PhD) – Prof. Donald Barker – Nick Williard (PhD) – Jing Tian (PhD) – Yan Ning (PhD) – Sony Mathew (PhD) – Surya Kunche (MS) – Edwin Sutrisno (MS) calce Center for Advanced Life Cycle Engineering 5 University of Maryland TM Copyright © 2012 CALCE
  • 8. What is PHM? Prognostics is the process of monitoring the health of a product and predicting its remaining useful life (RUL) by assessing the extent of deviation or degradation from its expected state of health in its expected usage conditions. Health Management utilizes prognostic information to make decisions related to safety, condition-based maintenance, ensuring adequate inventory, and product life extension. PHM permits the evaluation of a system’s reliability in its actual life-cycle conditions. calce Center for Advanced Life Cycle Engineering 6 University of Maryland TM Copyright © 2012 CALCE
  • 9. Some Benefits of PHM • Improved understanding of application conditions – knowing the customer • Extension of maintenance cycles through condition-based maintenance – enhanced system availability • Reduced life cycle costs by decreasing inspections, repairs, downtime, and inventory – product support cost avoidance • Proactive maintenance to forestall failures – reduced failure rate • Extension of operational life • Improved product/system design • Improved warranty management calce Center for Advanced Life Cycle Engineering 7 University of Maryland TM Copyright © 2012 CALCE
  • 10. PHM in Industry • Apple said: If an iPhone or iPod has been damaged by liquid (for example, coffee or a soft drink), the service for such liquid damage is not covered by the Apple one (1) year limited warranty or an AppleCare Protection Plan (APP) • Liquid Contact Indicators are being used by Apple and other large cell phone manufacturers for condition monitoring. Inside the headphone jack Inside the dock connector calce Center for Advanced Life Cycle Engineering 8 University of Maryland TM Copyright © 2012 CALCE
  • 11. PHM in Military The U.S. Department of Defense’s 5000.2 policy document on defense acquisition states that program managers should utilize diagnostics and prognostics to optimize the operational readiness of defense-related systems. F-35 Joint Strike Fighter Multifunction Utility/Logistics and Equipment calce Center for Advanced Life Cycle Engineering 9 University of Maryland TM Copyright © 2012 CALCE
  • 12. F-35 PHM Architecture calce Center for Advanced Life Cycle Engineering 10 University of Maryland TM Copyright © 2012 CALCE
  • 13. PHM in New Energy Electric Vehicle (Nissan Leaf) Wind Turbine calce Center for Advanced Life Cycle Engineering 11 University of Maryland TM Copyright © 2012 CALCE
  • 14. PHM Modules Data Processing calce Center for Advanced Life Cycle Engineering 12 University of Maryland TM Copyright © 2012 CALCE
  • 15. Data Processing-Time Domain Analysis Processing- Statistical Measures Estimated Mean N ∑x i =1 i µ= N The mean is the most probable event within the distribution. For some distributions, the mean may not convey much information (i.e. uniform distributions). The estimated means of two distributions can be simply compared through subtraction of the means. Estimated Variance N ∑ (x − µ) i 2 σ2 = i =1 N The variance measures the confidence in the mean and the spread of the distribution. calce Center for Advanced Life Cycle Engineering 13 University of Maryland TM Copyright © 2012 CALCE
  • 16. Data Processing-Time Domain Analysis Processing- Statistical Measures Estimated Skewness N ∑ (x − µ) i =1 i 3 γ= Nσ 3 Skewness vanishes for symmetric distributions and is positive (negative) if the distribution develops a longer tail to the right (left) of the mean E(x). It measures the amount of spread of the distribution in either direction from the mean. Estimated Kurtosis N ∑ (x − µ) i =1 i 4 kurtosis = Nσ 4 Kurtosis measures the contribution of the tails of the distribution. It is possible for a distribution to have the same mean, variance, and skew, and not have the same kurtosis measurement. calce Center for Advanced Life Cycle Engineering 14 University of Maryland TM Copyright © 2012 CALCE
  • 17. Data Processing-Frequency Domain Analysis Processing- Fourier Series: Periodic functions and signals may be expanded into a series of sine and cosine functions Fourier Transform: A mathematical operation that decomposes a signal into its constituent frequencies calce Center for Advanced Life Cycle Engineering 15 University of Maryland TM Copyright © 2012 CALCE
  • 18. Data Processing-Frequency Domain Analysis Processing- Continuous Fourier Transform: Forward Transform: Inverse Transform: calce Center for Advanced Life Cycle Engineering 16 University of Maryland TM Copyright © 2012 CALCE
  • 19. Data Processing-Frequency Domain Analysis Processing- An example using MATLAB functions 15 Nosiy Data Raw data MATLAB Code: 10 fs = 100; % Sample frequency (Hz) t = 0:1/fs:10-1/fs; % 10 sec sample 5 Amplitude x = (1.3)*sin(2*pi*15*t) ... % 15 Hz component 0 + (1.7)*sin(2*pi*40*(t-2)) ... % 40 Hz component −5 + (2.5)*randn(size(t)); % Gaussian noise; −10 0 2 4 6 8 10 Time (Sec) calce Center for Advanced Life Cycle Engineering 17 University of Maryland TM Copyright © 2012 CALCE
  • 20. Data Processing-Frequency Domain Analysis Processing- An example using MATLAB functions (FFT) 700 40 Hz MATLAB Code: 600 15 Hz m = length(x); % Window length 500 n = pow2(nextpow2(m)); % Absolute Amplitude 400 Transform length y = fft(x,n); % DFT 300 f = (0:n-1)*(fs/n); % Frequency 200 range 100 y1 = abs(y) 0 0 20 40 60 80 100 Frequency (Hz) calce Center for Advanced Life Cycle Engineering 18 University of Maryland TM Copyright © 2012 CALCE
  • 21. Data Processing-Frequency Domain Analysis Processing- An example using MATLAB functions (Power Spectrum) 450 40 Hz 400 MATLAB Code: 350 m = length(x); % Window length 300 n = pow2(nextpow2(m)); % 15 Hz Transform length 250 Power y = fft(x,n); % DFT 200 f = (0:n-1)*(fs/n); % Frequency 150 range 100 power = y.*conj(y)/n; 50 0 0 20 40 60 80 100 Frequency (Hz) calce Center for Advanced Life Cycle Engineering 19 University of Maryland TM Copyright © 2012 CALCE
  • 22. Data Processing-Wavelet Analysis Processing- • Stationary Signal – Signals whose frequency content unchanged in time – All frequency components exist all time • Non-stationary Signal – Frequency changes in time calce Center for Advanced Life Cycle Engineering 20 University of Maryland TM Copyright © 2012 CALCE
  • 23. Data Processing-Wavelet Analysis Processing- Frequency: 2 Hz to 20 Hz Different in Time Domain Frequency: 20 Hz to 2 Hz 1 150 1 150 0.8 0.8 0.6 0.6 0.4 0.4 100 100 0.2 0.2 Magnitude Magnitude Magnitude Magnitude 0 0 -0.2 -0.2 50 50 -0.4 -0.4 -0.6 -0.6 -0.8 -0.8 -1 0 -1 0 0 0.5 1 0 5 10 15 20 25 0 0.5 1 0 5 10 15 20 25 Time Frequency (Hz) Time Frequency (Hz) Same in Frequency Domain Bhushan D Patil, Introduction to Wavelet FT cannot tell where in time the spectral components of the signal appear ! calce Center for Advanced Life Cycle Engineering 21 University of Maryland TM Copyright © 2012 CALCE
  • 24. Data Processing-Wavelet Analysis Processing- Continuous Wavelet Transform (CWT): x (t ) • ψ *  1 t− τ (τ , s ) = Ψ xψ (τ , s ) = ∫ ψ CWT x   dt s  s  Translation (The location of the window) Scale (inverse of Mother Wavelet frequency) Energy Normalization • Wavelet – Small wave – Means the window function is of finite length • Mother Wavelet – A prototype for generating the other window functions – All the used windows are its dilated or compressed and shifted versions calce Center for Advanced Life Cycle Engineering 22 University of Maryland TM Copyright © 2012 CALCE
  • 25. Data Processing-Wavelet Analysis Processing- Discrete Wavelet Transform (DWT): One-Stage Filtering: Approximations and Details Approximations: high-scale, low-frequency Details: low-scale, high-frequency components components calce Center for Advanced Life Cycle Engineering 23 University of Maryland TM Copyright © 2012 CALCE
  • 26. Data Processing-Wavelet Analysis Processing- Discrete Wavelet Transform (DWT): Multiple-Level Decomposition f=0~1000Hz f=0~500Hz f=500~1000Hz f=0~250Hz f=250~500Hz f=0~125Hz f=125~250Hz calce Center for Advanced Life Cycle Engineering 24 University of Maryland TM Copyright © 2012 CALCE
  • 27. Feature Extraction Feature Extraction is to obtain suitable parameters or indicators that reveal whether an interesting pattern is emerging Failure Feature/Precursor/Indicator is a data event or trend that signifies impending failure Attributes of good features: • Computationally inexpensive to measure • Mathematically definable • Explainable in physical terms • Insensitive to extraneous variables • Uncorrelated with other features calce Center for Advanced Life Cycle Engineering 25 University of Maryland TM Copyright © 2012 CALCE
  • 28. Feature Extraction Select the life-cycle parameters to be monitored • safety • mission completeness • long downtimes • past experience • field failure data on similar products • qualification testing • failure modes mechanisms and effects analysis (FMMEA) Select the failure feature based on physics of failure Select the failure feature based on statistics and machine learning calce Center for Advanced Life Cycle Engineering 26 University of Maryland TM Copyright © 2012 CALCE
  • 29. Diagnostic and Prognostic Approaches There are numerous methodologies that can be used to conduct diagnostics and prognostics, but each of these falls into three main categories : • The Physics-of-Failure(PoF)/Model-based Approach PoF is the root cause of where, how and why materials fail. It provides a methodology for building-in reliability, based on assessing the hardware configuration and life-cycle stresses to identify root-cause failure mechanisms in the materials used at potential failure sites. • The Data-Driven Approach Data-driven methods use current and historical data to statistically and probabilistically obtain estimates, decisions, and predictions about the health and reliability of a product • Fusion Approach calce Center for Advanced Life Cycle Engineering 27 University of Maryland TM Copyright © 2012 CALCE
  • 30. The Physics-of-Failure(PoF)/Model- based Approach calce Center for Advanced Life Cycle Engineering 28 University of Maryland TM Copyright © 2012 CALCE
  • 31. Physics of Failure Based PHM Methodology FMMEA Define system and (1): life consumption monitoring Material identify elements and (2): canary properties and functions to be analyzed product geometries Identify potential failure modes Identify life Identify potential failure Monitor life cycle Data processing cycle profile causes environment and and load feature operating loading (1) extraction Identify potential failure mechanisms Damage assessment Identify failure models (2) Choose critical Remaining failure Use fuse useful life Maintenance Prioritize the failure mechanisms or canary estimation records mechanisms and failure site devices calce Center for Advanced Life Cycle Engineering 29 University of Maryland TM Copyright © 2012 CALCE
  • 32. Failure Modes, Mechanisms, and Effects Analysis • Failure Modes, Mechanisms and Effects Analysis (FMMEA) is an approach that uses the life cycle profile of a product along with the design information to identify the critical failure mechanisms affecting a product. • Failure mechanism: The processes by which physical, electrical, chemical and mechanical conditions induce failure. • Failure mode: The effect by which a failure is observed to occur • Failure site: The location of the failure. • Failure cause: The specific process, design and/or environmental condition that initiated the failure, whose removal will eliminate the failure. calce Center for Advanced Life Cycle Engineering 30 University of Maryland TM Copyright © 2012 CALCE
  • 33. Types of Failure Mechanisms Overstress Mechanisms Wearout Mechanisms Stress exceeds item strength; failure sudden Accumulation of damage with repeated stress Yield, Fracture, Mechanical Interfacial delamination Mechanical Fatigue, Creep, Wear Glass transition (Tg) Thermal Phase transition Thermal Stress driven diffusion voiding (SDDV) Dielectric breakdown, TDDB, Electromigration, Electrical Electrical overstress, Electrostatic discharge, Electrical Surface charge spreading, Hot electrons, Second breakdown CFF, Slow trapping Radiation embrittlement, Radiation Single event upset Radiation Charge trapping in oxides Corrosion, Chemical Contamination Chemical Dendrite growth, Depolymerization, Intermetallic Growth calce Center for Advanced Life Cycle Engineering 31 University of Maryland TM Copyright © 2012 CALCE
  • 34. Identify Life Cycle Profile (LCP) • A life cycle profile (LCP) is a forecast of events and associated environmental and usage conditions a product will experience from manufacture to end of life. • The phases in a product life cycle includes manufacturing/assembly, test, rework, storage, transportation and handling, operation, repair and maintenance. • The description of life cycle profile needs to include the occurrences and duration of these conditions. • Life cycle loads include conditions such as temperature, humidity, pressure, vibration, shock, chemical environments, radiation, contaminants, current, voltage, power and the rates of change of these conditions. calce Center for Advanced Life Cycle Engineering 32 University of Maryland TM Copyright © 2012 CALCE
  • 35. Canary • The use of canary devices is a PoF based approach for implementing PHM in products. • Canary is a structure that will fail faster than the actual product when subjected to the life cycle conditions. • Canary is designed to fail by the same failure mechanism as the actual product. • The acceleration factor by which the canary device is designed to fail can be used to estimate the time to failure for the actual product. • Failure of a canary device serves as an advance warning of impending failure of the product. • Canary device is integrated into the electronic assembly just like other components. calce Center for Advanced Life Cycle Engineering 33 University of Maryland TM Copyright © 2012 CALCE
  • 36. Estimation of Remaining Useful Life calce Center for Advanced Life Cycle Engineering 34 University of Maryland TM Copyright © 2012 CALCE
  • 37. PoF Simulation Based Life Assessment calce Center for Advanced Life Cycle Engineering 35 University of Maryland TM Copyright © 2012 CALCE
  • 38. The Data-Driven Approach calce Center for Advanced Life Cycle Engineering 36 University of Maryland TM Copyright © 2012 CALCE
  • 39. Statistical Analysis-SPRT Analysis- Sequential probability ratio test (SPRT) is a statistical binary hypothesis test for anomaly detection • detect statistical changes at the earliest possible time using in- situ monitoring data • include one null hypothesis (healthy condition) and one or more alternative hypotheses (faulty conditions) -M 0 +M σ2/V σ2 Vσ2 σ Shift in mean Shift in variance (positive/negative mean test) (Normal/Inverse variance test) calce Center for Advanced Life Cycle Engineering 37 University of Maryland TM Copyright © 2012 CALCE
  • 40. Statistical Analysis-SPRT Analysis- calce Center for Advanced Life Cycle Engineering 38 University of Maryland TM Copyright © 2012 CALCE
  • 41. Statistical Analysis-PCA Analysis- As a multivariate statistical analysis method, Principal Component Analysis (PCA) is a simple, non-parametric method of extracting relevant information from confusing data sets. • minimize signal redundancy, measured by covariance • maximize the signal, measured by variance calce Center for Advanced Life Cycle Engineering 39 University of Maryland TM Copyright © 2012 CALCE
  • 42. Statistical Analysis-PCA Analysis- Solve PCA: • Find an orthonormal matrix P where Y = PX such that CY ≡ 1/ T n−1YY is diagonalized, then the rows of P are the principal components of X • The principal components of X are the eigenvectors of XXT or the rows of P • The ith diagonal value of CY is the variance of X along Pi calce Center for Advanced Life Cycle Engineering 40 University of Maryland TM Copyright © 2012 CALCE
  • 43. Statistical Analysis-MD Analysis- Mahalanobis distance (MD) is able to reduce a multivariate system to a univariate system, and is sensitive to inter-variable changes in a multivariate system • In statistics we prefer a distance that takes variability of each variable into account • Variables with high variability should receive less weight than components with low variability • Considering the full covariance structure yields the following general form for the statistical distance of two points • Def. The statistical distance or Mahalanobis distance between two points x=(x1,…,xp)T and y=(y1,…,yp)T in the p-dimensional space Rp is defined as d MD ( x, y ) = (x − y )T Σ −1 (x − y ) calce Center for Advanced Life Cycle Engineering 41 University of Maryland TM Copyright © 2012 CALCE
  • 44. Statistical Analysis-MD Analysis- MD calculation for anomaly detection: • Healthy performance parameter normalization where • Healthy MD can be calculated by where is the correlation matrix • MD is calculated using the normalized test data with the mean and standard deviation of healthy data • When the value of test MD is larger than a threshold defined in the healthy MD, an anomaly is detected. calce Center for Advanced Life Cycle Engineering 42 University of Maryland TM Copyright © 2012 CALCE
  • 45. Statistical Analysis-SVM Analysis- Support vector machine (SVM) can perform as a classifier for diagnostics to determine the decision boundaries among different classes • map the input data to a higher dimension feature space, where the transformed data become linearly separable • does not suffer from multiple local minima and its solution is global and unique; it also does not have the problem of the curse of dimensionality calce Center for Advanced Life Cycle Engineering 43 University of Maryland TM Copyright © 2012 CALCE
  • 46. Statistical Analysis-SVM Analysis- • The optimal hyperplane is determined through support hyperplanes. x2 r w Negative group data x1 x9 x4 ( y = -1 ) Positive group data x5 x7 ( y = +1 ) 2 x3 Margin Maximize Margin x6 f (x) = k w ; B x2 x8 f (x) = 0 1 2 1 T f (x) = − k min! w = w w x1 2 2 • The supporting hyperplanes can be expressed as: f ( x) = w T x + b = k w T xi + b ≥ 1 for yi = +1 f (x) = w T x + b = − k w T x i + b ≤ −1 for yi = −1, i = 1,..., n or yi (wT xi + b) − 1 ≥ 0 for i = 1,..., n constraints calce Center for Advanced Life Cycle Engineering 44 University of Maryland TM Copyright © 2012 CALCE
  • 47. Statistical Analysis-HMM Analysis- Hidden Markov models (HMMs) are fully probabilistic models to describe the signal evolution through a finite number of states. • HMMs have been successfully employed in speech processing • HMMs have been applied in machine health diagnostics and prognostics due to their similarities to speech processing problems • They are all related to the quasi-stationary signals that are the functions of operational and environmental conditions calce Center for Advanced Life Cycle Engineering 45 University of Maryland TM Copyright © 2012 CALCE
  • 48. Statistical Analysis-HMM Analysis- • Transition probabilities: ∂ k ,l = P(st = l st −1 = k ), k , l = 1,..., M . • Initial probabilities: π k = P(s1 = k ), k = 1,..., M • Observation probabilities: bk (u ) = P(u t = u st = k ), k = 1,..., M . 1  1  exp − (u − u k ) ∑ −1 (u − u k ) ' Gaussian = k Distribution (2π )d ∑ k  2  46 calce 46 University of Maryland TM Center for Advanced Life Cycle Engineering Copyright © 2012 CALCE
  • 49. Statistical Analysis-PF Analysis- Particle filtering (PF) is a sequential Monte Carlo method, which uses a mathematical process model to estimate a state vector in a recursive Bayesian framework • The output of the PF is a posterior probability density function (PDF) approximated by a set of particles with their associated weights • Through the PDF, many statistical measures of the estimated states become available, such as the estimation confidence, which are not possible with scalar data calce Center for Advanced Life Cycle Engineering 47 University of Maryland TM Copyright © 2012 CALCE
  • 50. Statistical Analysis-PF Analysis- Sequential Importance Sampling For i=1,…,N: 1. Particle generation xki ) ~ p ( xk | xki−)1 ) ( ( 2a. Weight computation wk i ) = wk −i1) p ( z k | xki ) ) *( *( ( (i ) wk i ) *( 2b. Weight normalization w = k N ∑ wk i ) *( i =1 N 3. Estimate computation E ( g ( xk | z1:k )) = ∑ g ( xki ) ) wki ) ( ( i =1 END calce Center for Advanced Life Cycle Engineering 48 University of Maryland TM Copyright © 2012 CALCE
  • 51. Machine Learning-FFNN Learning- Feedforward neural network (FFNN) is considered as one of the most widely used machine learning method in the fault diagnosis and failure prognosis L 1 M x = ∑ x Wli i H l L yiH = 1 + exp (− xiH ) y = ∑ y m C mi O i H l =1 m =1 calce Center for Advanced Life Cycle Engineering 49 University of Maryland TM Copyright © 2012 CALCE
  • 52. Machine Learning-RBFNN Learning- A radial basis function neural network (RBFNN) contains radial basis functions in its hidden nodes L ∑ (x − Wli ) L 2 M y = ∑ y m C mi l O H H l =1 y = exp( − i 2 ) i 2σ m =1 calce Center for Advanced Life Cycle Engineering 50 University of Maryland TM Copyright © 2012 CALCE
  • 53. Machine Learning-RNN Learning- A recurrent neural network (RNN) has feedback links in the model structure, they are capable of dealing with dynamic processes L 1 M x = ∑ x Wli H L yiH (t ) = y = ∑ y m C mi O H i l 1 + exp (− ( xiH (t ) + yiH (t − 1)) i l =1 m =1 calce Center for Advanced Life Cycle Engineering 51 University of Maryland TM Copyright © 2012 CALCE
  • 54. Machine Learning-SOM NN Learning- A self-organizing map (SOM) neural network does not need supervised training and the input data can be automatically clustered in different groups Weight update W (t + 1) = W (t ) + θ (t )L(t )( x(t ) − W (t )) Neighborhood of BMU  Dist 2  θ (t ) = exp − 2   2σ (t )    Similarity L ∑ (x − Wli ) L 2 Dist = l l =1 calce Center for Advanced Life Cycle Engineering 52 University of Maryland TM Copyright © 2012 CALCE
  • 55. Machine Learning-NFS Learning- A neuro-fuzzy system (NFS) combines advantages of fuzzy inference systems and neural networks xt +r = ∑ y(j4) (c1j xt −3r + c2j xt −2r + c3j xt−r + c4j xt + c5j ), j ( 4) y (j3) y = , ∑ y (j3) j j y (j3) = ∏ uA2j) (xi(1) ), ( i i 1 u A2j) (xi(1) ) = ( , i 1 + exp(− bij2 ) (xi(1) − mij2 ) )) ( ( yi(1) = xi(1) , i = 1,2, K ,4. Wang, W et al.,“Prognosis of Machine Health Condition Using Neuro-Fuzzy Systems,” Mechanical System and Signal Processing, 2004, Vol. 18, pp.813-831. calce Center for Advanced Life Cycle Engineering 53 University of Maryland TM Copyright © 2012 CALCE
  • 56. The Fusion Approach calce Center for Advanced Life Cycle Engineering 54 University of Maryland TM Copyright © 2012 CALCE
  • 57. Fusion: Data Driven and Physics of Failure Healthy Baseline Identify parameters Continuous Yes Anomaly? Alarm Monitoring No Physics of Database and Parameter Failure Standards Isolation Models Failure Data Driven Definition Algorithms Remaining Useful Life Estimation calce Center for Advanced Life Cycle Engineering 55 University of Maryland TM Copyright © 2012 CALCE
  • 58. Fusion: Data Driven and Physics of Failure Initial Performance Model Parameter Parameters Updated Parameters Degradation Performance Model Threshold Prediction Estimation Errors Tuned Moving Model Nonlinear Degradation Window Adaptation Filtering Model Parameter Identification Loop Prediction Loop Remaining Useful Performance calce Center for Advanced Life Cycle Engineering 56 University of Maryland TM Copyright © 2012 CALCE
  • 59. Fusion: Multiple Data Driven calce Center for Advanced Life Cycle Engineering 57 University of Maryland TM Copyright © 2012 CALCE