Ascertainment-adjusted parameter estimation approach to improve robustness against misspecification of health monitoring methods

Condition monitoring aims at ensuring system safety which is a fundamental requirement for industrial applications and that has become an inescapable social demand. This objective is attained by instrumenting the system and developing data analytics methods such as statistical models able to turn data into relevant knowledge. One difficulty is to be able to correctly estimate the parameters of those methods based on time-series data. This paper suggests the use of the Weighted Distribution Theory together with the Expectation-Maximization algorithm to improve parameter estimation in statistical models with latent variables with an application to health monotonic under uncertainty. The improvement of estimates is made possible by incorporating uncertain and possibly noisy prior knowledge on latent variables in a sound manner. The latent variables are exploited to build a degradation model of dynamical system represented as a sequence of discrete states. Examples on Gaussian Mixture Models, Hidden Markov Models (HMM) with discrete and continuous outputs are presented on both simulated data and benchmarks using the turbofan engine datasets. A focus on the application of a discrete HMM to health monitoring under uncertainty allows to emphasize the interest of the proposed approach in presence of different operating conditions and fault modes. It is shown that the proposed model depicts high robustness in presence of noisy and uncertain prior.