A Novel RSPF Approach to Prediction of High-Risk, Low-Probability Failure Events

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.

The performance of this approach is thoroughly compared using a set of proposed metrics for prognosis results. The scheme is illustrated with real vibration feature data from a fatigue-driven fault in a critical aircraft component.