Académique Documents
Professionnel Documents
Culture Documents
AbstractReliable operation of electrical machines depends Much work has been done on the diagnosis of bearing faults
on the timely detection and diagnosis of faults as well as on using data-driven and model-based methods, such as Hidden
prognosis, i.e. estimating the remaining useful life (RUL) of Markov Modeling and Particle Filtering. It has been shown
the components. Bearings are the most common components in
rotary machines and usually constitute a large portion of the that by using current signals you can detect the presence of
failure cases in these machines. Although there has been a lot a fault in the bearing as well as diagnose the severity [16],
of work in the study of bearing life failure mechanisms and [20]. Further work has been done on the prognosis of bearing
modeling, the problem is still far from being solved. In this faults in order to obtain the Remaining Useful Life (RUL)
paper, we introduce a time-frequency feature extraction based of bearings, or motors in general. Particle Filters have also
method for estimating remaining useful life of bearings from
vibration signals. The proposed approach extracts measures that been used for the prognosis of fault severity [2], [5], [7],
quantify the complexity of time-frequency surfaces corresponding [13]. However, one drawback of using particle filtering is
to vibration signals. The extracted features are then tracked that you must have a reliable physical model for the fault
through the life time of a bearing using curve fitting and Extended degradation. For most real- life signals and systems, including
Kalman Filtering algorithms. The proposed methodology is tested bearings, a reliable physical model for the degradation process
on a publicly available bearing data set with known RULs.
is not available. Kalman Filtering has also been used for
Index TermsBearing Faults, Prognosis, Remaining Useful fault diagnosis and prognosis, using an n-step ahead Kalman
Life, Time-Frequency Analysis, Entropy, Extended Kalman Filter
Predictor for data extrapolation [12], [14].
Particularly, with bearing fault analysis, vibration data is
used over current signal since vibration data is more robust to
I. I NTRODUCTION
operating conditions. Previous studies have shown that bear-
The ability to accurately predict the remaining useful life ing diagnostics can also be performed using current signals,
of electromechanical systems is critical for affordable system but only at certain frequency rates [8]. In this paper, we
operation and can also be used to enhance system safety. propose a data-driven method for estimating the remaining
The theme of condition-based maintenance (CBM) is that useful life of bearings from accelerometer recordings. The
maintenance is performed based on an assessment or pre- proposed method relies on extraction of features from time-
diction of the component health instead of its service time, frequency distribution of the vibration signals as the signals
which achieves objectives of cost reduction and safety en- are nonstationary in nature. The extracted features, entropy and
hancement. If one can predict the degradation of a component concentration, quantify the spread of the energy across time
before it actually fails, then it will provide ample time for and frequency and relies on the observation that the vibration
maintenance engineers to schedule a repair, and to acquire signals become more chaotic or impulsive as the severity of
replacement components before the components actually fail. the fault progresses. The extracted features are then used by
Bearings are of paramount importance to almost all forms of Extended Kalman Filtering to build a degradation model and
rotating machinery, and are among the most common machine determine a threshold value for the features from training
elements. The failures of bearing without warning will result data. This threshold is then applied to testing data to estimate
in catastrophic consequences in many situations, such as in the RUL as well as a confidence interval associated with the
helicopters, transportation vehicles, etc. Most of the current estimated RUL.
maintenance procedure includes periodic visual inspections
and replacement of the components at fixed time intervals.
According to early surveys bearing faults represent the most II. BACKGROUND
common cause for mechanical failure. Consequently, majority A. Time-Frequency Analysis
of the proposed fault detection methods are focused on detect-
In literature, different time-frequency transform methods
ing bearing faults. Despite such a variety of approaches, most
have been proposed for the analysis of nonstationary sig-
of them focus on extracting a set of well-established features
nals [4]. The most common approaches include the Short-
that indicate bearing surface faults.
Time Fourier Transform (STFT), Wigner Distribution, wavelet
R. K. Singleton, E. G. Strangas and S. Aviyente are with the Department of transform and Cohens class of time-frequency distributions.
Electrical and Computer Engineering, Michigan State University, East Lans- Cohens class of distributions are bilinear time-frequency
ing, MI 48824, USA (e-mail: strangas@egr.msu.edu; aviyente@egr.msu.edu).
This material is based in part upon work supported by the National Science distributions (TFDs) that are expressed as 1 [4]:
Foundation under Grant No. EECS-1102316 and by the National Science
Foundation Graduate Research Fellowship under Grant No. DGE-0802267. 1 All integrals are from to unless otherwise stated.
600
978-1-4799-0025-1/13/$31.00 2013 IEEE
2
T
Pk|k1 = Fk1 Pk1|k1 Fk1 + Qk1 (6)
(, )s(u + 2 )
RRR
C(t, ) = (1) The estimate is then updated
j(ut )
s (u 2 )e du d d, yk = zk h(xk|k1 ) (7)
where the function (, ) is the kernel function and s is the
Sk = Hk Pk|k1 HkT + Rk (8)
signal. TFDs represent the energy distribution of a signal over
time and frequency, simultaneously. The kernel completely Kk = Pk|k1 HkT Sk1 (9)
determines the properties of the corresponding TFD.
The major differences between Cohens class of TFDs xk|k = xk|k1 + Kk yk (10)
compared to other time-frequency representations such as the
wavelet transform are the nonlinearity of the distribution, Pk|k = Pk|k1 Kk Hk Pk|k1 (11)
energy preservation and the uniform resolution over time and where Fk and Hk are the local linearizations of the state
frequency. The wavelet transform provides a representation transition and observation model, respectively, given by:
over time and scale where the frequency resolution is high at
low frequencies and low at high frequencies. Although this f
Fk1 = (12)
property makes wavelet transform attractive in detecting high x xk1|k1 ,uk1
frequency transients in a given signal, it inherently imposes a
non-uniform time-frequency tiling on the analyzed signal and h
Hk = (13)
thus results in biased energy representations. Cohens class of x xk|k1
bilinear TFDs on the other hand assumes uniform resolution
over the entire time-frequency plane. One popular member of It is also important to note that the p(xk |z1:k ) is approximated
Cohens class of distributions is Choi-Williams distribution, by a Gaussian distribution.
which offers both high time-frequency resolution and reduced
interference for multi-component signals. The Choi-Williams C. Information Theoretic Measures on the Time-Frequency
distribution of a signal s(t) is defined as: Plane
(, )s(u + 2 )s (u 2 )
RRR
C(t, ) = (2) In recent years, there has been an interest in adapting
information-theoretic measures to the time-frequency plane in
ej(ut )du d d,
order to quantify signal complexity [1], [3], [10], [19]. The
2
where (, ) = exp( ( ) ) is the kernel function that application of information-theoretic measures such as entropy
acts as a filter on the signals autocorrelation function. This and divergence have made it easier to quantify the complexity
distribution can be thought of as a filtered/smoothed version of non-stationary signals on the time-frequency plane as well
of the Wigner distribution and the amount of smoothing is as differentiate between different signals. These measures have
controlled by . This smoothing removes the cross-terms seen been shown to be effective in quantifying the number of signal
in the Wigner distribution at the expense of reduced resolution. components. Some of the most desired properties of TFDs are
the energy preservation and the marginals. They are given as
follows and are satisfied when (, 0) = (0, ) = 1 , .
B. Extended Kalman Filter
Kalman Filters have been used to estimate the state of a Z Z Z Z
system given a finite-length data stream. However, Kalman C(t, ) dt d = |s(t)|2 dt = |S()|2 d
Filters are only useful for linear degradation models with Z Z
additive white noise. This proves to be very disadvantageous C(t, ) d = |s(t)| , C(t, ) dt = |S()|2 .
2
This measure is not well-defined when the time-frequency dis- Horizontal Raw Vibration Data
4
tribution takes on a negative value and can only be applied to
Acceleration
positive distributions such as the spectrogram. For this reason, 2
Acceleration
1
0
1
Z Z
Z Z C(t, )
H (C) = log2 dt d 1
1
C(u, v)du dv 2
0 0.02 0.04 0.06 0.08 0.1
Time (s)
(16)
where > 0 is theRorder
R of Renyi entropy, and entropy is well- Fig. 1. Raw Data of Initial Vibration Signal
defined as long as C (t, )dt d > 0. This condition does
not require the TFDs to be positive for all time and frequency Horizontal Raw Vibration Data
points, and is well-defined for a large class of distributions 4
Acceleration
and signals [3]. As 1, Renyi entropy approaches the 2
0
well-known Shannon entropy. Since in actual implementations
2
we are interested in the discrete-time implementation of this
4
measure, we will define Renyi entropy in discrete time- 0 0.01 0.02 0.03 0.04 0.05
Time (s)
0.06 0.07 0.08 0.09 0.1
1
Acceleration
1 XX C[n, k]
H (C) = log2 P P
+ (17) 0
1 n n k C[n , k ]
1
k 2
log2 t 3
0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 0.1
Time (s)
where t and are the sampling step size in time and
frequency, respectively. Fig. 2. Raw Data of Intermediate Vibration Signal
Another measure that is commonly used to quantify the
spread of the signals in the time-frequency plane is the
concentration measure. Contrary to the entropy, concentration was significant energy in the frequency range of 160-200 Hz.
measure is a statistic on how concentrated a signal is in the As the severity of the fault increased, this band moved up
time-frequency plane and is given below: in frequency, around frequency band 236-256 Hz. Finally, as
!p the motor neared failure state, the concentration of energy
M [Cnorm [n, k]] =
XX 1
|Cnorm [n, k]| p (18) distributed itself across the entire plot, in a less uniform
n k
manner. The progression of the faults, from the first sample,
to an intermediate, then finally the last, or failure sample, can
where p > 1, and Cnorm [n, k] must be a probability distribu- be seen in figures 1 - 3, for the raw signals, and figures 4 - 6
tion function characterized by in the time-frequency domain, respectively.
C [n, k] Based on these observations, we quantify the spread of
Cnorm [n, k] = P P (19) energy in the time-frequency plane using the entropy and
n k C [n, k]
concentration measures. Since over time, the time frequency
where C[n,k] is the original TFD. Furthermore, p < 4 is energy distribution plot goes from a uniform distribution
chosen since higher values of p will emphasize the small
energy regions in the TFD [17]. This paper uses p = 2.
Horizontal Raw Vibration Data
40
III. M ETHOD
Acceleration
20
A. Feature Extraction 0
40
into the time-frequency plane using the Choi-Williams dis- 0 0.02 0.04 0.06 0.08 0.1
Time (s)
tribution. Each sample, which is of variable length, was Vertical Raw Vibration Data
40
transformed into the time-frequency (TF) domain with a 256
Acceleration
20
point FFT. By looking at the transformed signals, we observed 0
that the horizontal accelerometer was more informative of the 20
602
4
Horizontal Vibrations
0.2
to track the parameters as well as the overall state, by allowing
240
120
0
[xk , k ] = f ([xk1 , k1 ], uk1 ) + wk1 (20)
80
0.1
40
Vertical Vibrations
assumed that
240
0.1
k = k1 + nk (21)
200
Frequency (Hz)
0.05
160
120
0 where nk is some zero-mean, Gaussian noise with a covariance
80
40
0.05 Mk . Once the parameters of the model are obtained, the value
500 1000 1500 2000 2500
0.1 of the parametric prediction model, obtained through EKF,
Time (samples)
at the failure sample is extracted as the threshold, . The
threshold is extracted from each training set individually and
Fig. 4. Choi-WIlliams Transformation of Initial Vibration Signal
then the final threshold for testing is computed as the average
across training sets
Horizontal Vibrations
0.2
240 K
200
0.15
1 X
0.1
= i
Frequency (Hz)
0.2
where K is the number of training samples, equal to 6 in this
500 1000 1500 2000 2500
Time (samples) case.
Vertical Vibrations
240
0.1
In order to predict the RUL of the bearing, the time it will
200 0.05
take to reach the failure threshold, , is computed. At each
Frequency (Hz)
160
120
0
sample, k, the degradation equation found by EKF, g k (k ) is
80
40
0.05
computed by plugging in the estimated parameters, k . Using
0.1
g k (k ) =
500 1000 1500 2000 2500
Time (samples)
(23)
0.1
160
120
0
RULs based on just a few sample points may not be very
80
0.1 reliable. Similarly, towards the end of the lifetime of the
40
Vertical Vibrations
extracted features unreliable. The RUL predictions with the
240
0.1
highest probabilities will be provided to the user.
200
Frequency (Hz)
0.05
160
0
120
80
IV. DATA
0.05
40
Entropy of "Healthy" Band Training Set 1 Entropy of "Healthy" Band Training Set 2
12 11
10.8
10
10.6
10.4
8
10.2
Entropy
Entropy
6 10
9.8
4
9.6
9.4
2
9.2
0 9
0 500 1000 1500 2000 2500 3000 0 100 200 300 400 500 600 700 800 900
Time (samples) Time (samples)
11 10.5
10
10.5
9.5
10
Entropy
Entropy
9
9.5
8.5
Fig. 7. Overview of PRONOSTIA set up 9
8
8.5
7.5
8 7
Entropy
Entropy
data that characterize the degradation of ball bearings along 10
10
their whole operational life (until their total failure). Data 9.5
9.5
and load force): First operating conditions: 1800 rpm and 4000 8.5
0 100 200 300
Time (samples)
400 500 600
9
0 200 400 600 800 1000
Time (samples)
1200 1400 1600 1800
N; second operating conditions: 1650 rpm and 4200 N; third (e) Training Set 5 (f) Training Set 6
operating conditions: 1500 rpm and 5000 N. 6 run-to-failure
datasets were used to build the prognostics models, and the 11 Fig. 8. Median filtered entropy over the healthy band across all 6 training
sets
remaining bearings were used for testing. The characterization
of the bearings degradation is based on two data types of Concentration
3
x 10
6 Measure of "Healthy" Band Training Set 1 Concentration
x 10
2.4
5 Measure of "Healthy" Band Training Set 2
only using the data from the vibration sensor for prognosis.
Concentration Measure
Concentration Measure
2
2
1.4
vertical axis and the second is placed on the horizontal axis. 0.5
1.2
race of the bearing. The acceleration measures are sampled at Time (samples) Time (samples)
25.6 kHz [11]. An overview of the entire PRONOSTIA set up (a) Training Set 1 (b) Training Set 2
can be found in figure 7. Concentration
3
x 10
5 Measure of "Healthy" Band Training Set 3 Concentration
x 10
5
5 Measure of "Healthy" Band Training Set 4
2.8
4.5
2.6
V. R ESULTS 4
Concentration Measure
Concentration Measure
2.4
3.5
2.2
256 Hz, 0-40 Hz, and 0-256 Hz, the two features discussed 1.8
1.6
2.5
2.6
Figs. 8 and 9), and in particular, the entropy of the 160-200 3
2.4
Concentration Measure
Concentration Measure
Hz band. Across all 6 training sets, this feature looks to have a 2.5
2.2
2
linear degradation trend which the EKF parameter estimation 1.8
2
method can exploit. Median filtering was also performed for 1.6
1.4
1.2
604
6
VI. C ONCLUSIONS
11
Estimated
In this paper, we presented a new method for RUL estima-
10.5
Actual
tion from bearing data. The proposed method uses complexity
based features in the time-frequency plane to predict RUL for
10 bearings as well as to provide how likely a particular outcome
is. These RUL notifications, however, are dependent on the
Entropy
9.5
extracted features. The methodology requires the extraction of
9 a feature that resembles or can be modeled by an analytical
signal across time. This proves to be problematic as the
8.5
trajectory of the extracted fault is not always a monotonic
8
function and may show fluctuations which makes it harder
0 200 400 600 800 1000 1200
Sample Number to fit an analytic signal model. For future work, model-free
techniques will be examined to compensate for this drawback.
Fig. 10. Linear EKF Parameter Estimation for Bearing 1 5 Furthermore, performing prognosis using multiple features
instead of one may prove to be more beneficial and improve
the reliability of the RUL estimates. Moreover, alternative
Out of 11 testing datasets, 3 of them were deemed to already ways of selecting the threshold, other than the mean, can
be in failure state because at the time of RUL estimation, improve the robustness of the method. The proposed method
the feature was already below the threshold value. These can also be applied to other types of sensor data such as the
cases are marked as N/A, or not attainable. For the remaining current from the bearings.
testing sets, the RUL estimation and corresponding confidence
intervals were calculated. In particular, we can see the results R EFERENCES
from bearing 1 5 in the figures 10 and 11. The error can be
[1] A. Abella, J.H. Wright, and A. Gorin. Dialog trajectory analysis. In
calculated by Proc ICASSP, 2004.
estimatedRU L trueRU L [2] M. S. Arulampalam, S. Maskell, N. Gordon, and T. Clapp. A tutorial
error = 100 (25) on particle filters for online nonlinear/non-gaussian bayesian tracking.
trueRU L Signal Processing, IEEE Transactions on, 50(2):174188, 2002.
[3] R. G. Baraniuk, P. Flandrin, A. J. E. M. Janssen, and O. Michel. Mea-
and is also given in Table 1 along with the true estimates. suring time-frequency information content using the Renyi entropies.
For the 8 testing cases out of 11 that were assigned an RUL, IEEE Trans. on Info. Theory, 47(4):13911409, May 2001.
6 of them had errors less than 100%. One reason for the [4] L. Cohen. Time-Frequency Analysis. Prentice Hall, New Jersey, 1995.
[5] D. Creal. A survey of sequential monte carlo methods for economics
relatively high errors in RUL estimates is adopting a linear and finance. Econometric Reviews, 31(3):245296, 2012.
[6] AJ Haug. A tutorial on bayesian estimation and tracking techniques ap-
plicable to nonlinear and non-gaussian processes. MITRE Corporation,
PDF of RUL Estimation McLean, 2005.
70
[7] W. He, N. Williard, M. Osterman, and M. Pecht. Prognostics of lithium-
ion batteries based on dempstershafer theory and the bayesian monte
60
carlo method. Journal of Power Sources, 196(23):1031410321, 2011.
50
[8] F. Immovilli, A. Bellini, R. Rubini, and C. Tassoni. Diagnosis of bearing
No. Of Occurrences
605
7
[12] O. Ondel, E. Boutleux, E. Blanco, and G. Clerc. Coupling pattern Athens, Greece, in 1975 and the Ph.D. degree from the
recognition with state estimation using kalman filter for fault diagnosis. University of Pittsburgh, Pittsburgh, PA, in 1980. He was
Industrial Electronics, IEEE Transactions on, 59(11):42934300, 2012.
[13] M. E. Orchard and G. J. Vachtsevanos. A particle filtering-based with Schneider Electric (ELVIM), Athens, from 1981 to 1983
framework for real-time fault diagnosis and failure prognosis in a turbine and the University of Missouri, Rolla, from 1983 to 1986.
engine. In Control & Automation, 2007. MED07. Mediterranean Since 1986, he has been with the Department of Electrical
Conference on, pages 16. IEEE, 2007.
[14] K. Qing-chun, X. Ming-qing, and Z. Xin. Fault prognosis modeling and Computer Engineering, Michigan State University, East
of aviation electronic system based on kalman filtering. In Testing and Lansing, MI, where he heads the Electrical Machines and
Diagnosis, 2009. ICTD 2009. IEEE Circuits and Systems International Drives Laboratory. His research interests include the design
Conference on, pages 14. IEEE, 2009.
[15] A. Renyi. On measures of entropy and information. In Proceedings 4th and control of electrical machines and drives, finite-element
Berkeley Symp. Math. Stat. and Prob., volume 1, pages 547561, 1961. methods for electromagnetics, and fault prognosis and mitiga-
[16] A. Soualhi, G. Clerc, H. Razik, and A. Lebaroud. Fault detection and tion of electrical drive systems.
diagnosis of induction motors based on hidden markov model. In XXth
International Conference on Electrical Machines (ICEM),2012, pages
1693 1699, Sept. 2012.
[17] L. Stankovic. A measure of some timefrequency distributions concen-
tration. Signal Processing, 81(3):621631, 2001.
[18] E. Sutrisno, H. Oh, A. S. S. Vasan, and M. Pecht. Estimation of
remaining useful life of ball bearings using data driven methodologies.
In Prognostics and Health Management (PHM), 2012 IEEE Conference
on, pages 17. IEEE, 2012.
[19] W. J. Williams, M. Brown, and A. Hero. Uncertainty, information
and time-frequency distributions. In SPIE-Advanced Signal Processing
Algorithms, volume 1556, pages 144156, 1991.
[20] S. S. H. Zaidi, S. Aviyente, M. Salman, K. Shin, and E. G. Strangas.
Prognosis of gear failures in dc starter motors using hidden markov
models. Industrial Electronics, IEEE Transactions on, 58(5):16951706,
2011.
VII. B IOGRAPHIES
Rodney K. Singleton II received his B.S. in electrical en-
gineering with honors from Michigan State University (MSU)
in East Lansing, Michigan in 2010. During his undergradu-
ate career, he completed summer internships at Ford Motor
Company and The Johns Hopkins University Applied Physics
Laboratory. Currently, he is pursuing his M.S. and Ph.D. in
Electrical Engineering, also at MSU, as a GEM and NSF
fellow. His graduate research includes the prognosis of bearing
faults in electrical motors, as well as remaining useful life
estimation of a motor.