It is an inescapable truth that no matter how well a system is designed it will degrade, and if degrading parts are not repaired or replaced the system will fail. Avoiding the expense and safety risks associated with system failures is certainly a top priority in many systems; however, there is also a strong motivation not to be overly cautious in the design and maintenance of systems, due to the expense of maintenance and the undesirable sacrifices in performance and cost effectiveness incurred when systems are over designed for safety.

Autonomous unmanned vehicles are playing an increasingly important role in support of a wide variety of present and future critical missions. Due to the absence of timely pilot interaction and potential catastrophic consequence of unattended faults and failures, a real-time, onboard health and contingency management system is desired. This system would be capable of detecting and isolating faults, predicting fault progression and automatically reconfiguring the system to accommodate faults.

Failure prognosis and uncertainty representation in long-term predictions are topics of paramount importance when trying to ensure safety of the operation of any system. In this sense, the use of particle filter (PF) algorithms -in combination with outer feedback correction loops- has contributed significantly to the development of a robust framework for online estimation of the remaining useful equipment life.

This paper presents a novel set of uncertainty measures to quantify the impact of input uncertainty on nonlinear prognosis systems. A Particle Filtering-based method is also presented that uses this set of uncertainty measures to quantify, in real time, the impact of load, environmental, and other stresses for long-term prediction. Furthermore, this work shows how these measures can be used to implement a novel feedback correction loop aimed to suggest modifications, at a system input level, with the purpose of extending the remaining useful life of a faulty nonlinear, non-Gaussian system.

Opportunities exist to apply nonlinear filtering to model-based prognostics in order to provide a systematic way of dealing with the propagation of system damage at some future time, whenever imprecise diagnostic information is obtained. Central to the prognostics problem is the ability to properly capture and manage uncertainties when predicting remaining useful life of a particular component of interest. The goal of this paper is to present a foundation for prediction and filtering of the failure process using nonlinear prognostic models and exact (finite-dimensional) filters.

Actuator systems are employed widely in aerospace, transportation and industrial processes to provide power to critical loads, such as aircraft control surfaces. They must operate reliably and accurately in order for the vehicle / process to complete successfully its designated mission. Incipient actuator failure conditions may severely endanger the operational integrity of the vehicle / process and compromise its mission.

Particle filters (PF) have been established as the de facto state of the art in failure prognosis, and particularly in the representation and management of uncertainty in long-term predictions when used in combination with outer feedback correction loops. This paper presents a novel Risk-Sensitive PF (RSPF) framework that complements the benefits of the classic approach, by representing the probability of rare and costly events within the formulation of the nonlinear dynamic equation that describes the evolution of the fault condition in time.