A Data-Driven Particle Filter Approach for System-Level Prediction of Remaining Useful Life

Abstract

Accurate estimation of the remaining useful life (RUL) of industrial systems is a critical component of predictive maintenance strategies. This work presents a data-driven method for RUL prediction that also quantifies uncertainty, drawing inspiration from model-based particle filtering techniques. Instead of simulating system state transitions, we model degradation as a stochastic process governed by performance metrics and use a Bayesian particle filtering framework to infer its underlying parameters. Our approach bypasses traditional state-space modeling by directly estimating the end-of-life distribution from observed performance data. Key characteristics of the filter, such as propagation noise and observation correction strength, are adapted over time based on current observations and past predictive performance, enabling better capture of future uncertainty. We evaluate the proposed method using an unmanned aerial vehicle simulation dataset developed for system-level prognostics research, which includes high-fidelity degradation signals and ground-truth system performance metrics for validating predictive accuracy.