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Prognostics play an increasingly important role in modern engineering systems for smart maintenance decision-making. In parametric regression-based approaches, the parametric models are often too rigid to model degradation signals in many applications. In this paper, we propose a Bayesian multiple-change-point (CP) modeling framework to better capture the degradation path and improve the prognostics. At the offline modeling stage, a novel stochastic process is proposed to model the joint prior of CPs and positions. All hyperparameters are estimated through an empirical two-stage process. At the online monitoring and remaining useful life (RUL) prediction stage, a recursive updating algorithm is developed to exactly calculate the posterior distribution and RUL prediction sequentially. To control the computational cost, a fixed-support-size strategy in the online model updating and a partial Monte Carlo strategy in the RUL prediction are proposed. The effectiveness and advantages of the proposed method are demonstrated through thorough simulation and real case studies.


This is a pre-copy-editing, author-produced PDF of an article accepted for publication in IEEE Transactions on Automation Science and Engineering, volume 16, issue 2, in 2018 following peer review. The definitive publisher-authenticated version is available online at


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