A State-Space Degradation Model with Multiple Observations and Different Sampling Times

Abstract

A traditional state-space model (SSM) only contains one observation equation. There are some restricted conditions when using the traditional SSM to describe the evolution process between a state indicator and multiple observation indicators instantaneously. In order to solve this problem, this paper puts forward an SSM that has multiple observation equations, which can be applied to multiple observation indicators with different sampling times. The modeling process and parameters evaluation approach of the proposed SSM are studied and given. A simulation study is conducted to indicate advantages of the proposed SSM when sampling times and observation equations are not the same for different observation indicators. Simulation results show that the proposed SSM is more accurate than the traditional SSM in system degradation prediction.