The remaining useful life (RUL) prediction of rolling element bearings has attracted substantial attention recently due to its importance for the bearing health management. The exponential model is one of the most widely used methods for RUL prediction of rolling element bearings. However, two shortcomings exist in the exponential model: (1) the first predicting time (FPT) is selected subjectively; and (2) random errors of the stochastic process decrease the prediction accuracy. To deal with these two shortcomings, an improved exponential model is proposed in this paper. In the improved model, an adaptive FPT selection approach is established based on the 3σ interval and particle filtering is utilized to reduce random errors of the stochastic process. In order to demonstrate the effectiveness of the improved model, a simulation and four tests of bearing degradation processes are utilized for the RUL prediction. The results show that the improved model is able to select an appropriate FPT and reduce random errors of the stochastic process. Consequently, it performs better in the RUL prediction of rolling element bearings than the original exponential model. Index Terms-Remaining useful life prediction, rolling element bearings, exponential model, first predicting time, particle filtering. He is currently a full professor of control engineering and the head of the Institute for Automatic Control and Complex Systems (AKS) at the University of Duisburg-Essen, Duisburg, Germany. His research interests are model-based and data-driven fault diagnosis, fault tolerant systems, real-time control, and their application in industry with a focus on automotive systems and chemical processes.