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Uncertainty Representation and Interpretation in Model-based Prognostics Algorithms based on Kalman Filter Estimation

Published by Dashlink | National Aeronautics and Space Administration | Catalog Last Checked: August 04, 2025 at 12:27 PM | Dataset Last Updated: March 31, 2025
This article discusses several aspects of uncertainty represen- tation and management for model-based prognostics method- ologies based on our experience with Kalman Filters when applied to prognostics for electronics components. In par- ticular, it explores the implications of modeling remaining useful life prediction as a stochastic process and how it re- lates to uncertainty representation, management, and the role of prognostics in decision-making. A distinction between the interpretations of estimated remaining useful life probability density function and the true remaining useful life probabil- ity density function is explained and a cautionary argument is provided against mixing interpretations for the two while considering prognostics in making critical decisions.

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