Model-based Prognostics with Fixed-lag Particle Filters

In most applications, uncertain- ties from a number of sources cause the predic- tions to be inaccurate and imprecise even with accurate models. Therefore, algorithms are em- ployed that help in managing these uncertainties.

Particle filters have become a popular choice to solve this problem due to their wide applicability and ease of implementation. We present a gen- eral model-based prognostics methodology using particle filters. In order to provide more accu- rate and precise estimates, and, therefore, more accurate and precise predictions, we investigate the use of fixed-lag filters.