Mechanical Systems and Signal Processing (2000) 14(5), 747}762

doi:10.1006/mssp.2000.1301, available online at http://www.idealibrary.com on

STOCHASTIC PROGNOSTICS FOR ROLLING

ELEMENT BEARINGS
Y. LI, T. R. KURFESS AND S. Y. LIANG
G. W. Woodruw School of Mechanical Engineering, Georgia Institute of Technology,
Atlanta, GA 30332-0405, U.S.A. E-mail:steven.liang@me.gatech.edu

(Received 6 April 1999, and in xnal form 2 March 2000)

The capability to accurately predict the remaining life of a rolling element bearing is
prerequisite to the optimal maintenance of rotating machinery performance in terms of cost
and productivity. Due to the probabilistic nature of bearing integrity and operation
condition, reliable estimation of a bearing's remaining life presents a challenging aspect in
the area of maintenance optimisation and catastrophic failure avoidance. Previous study has
developed an adaptive prognostic methodology to estimate the rate of bearing defect growth
based on a deterministic defect-propagation model. However, deterministic models are
inadequate in addressing the stochastic nature of defect-propagation. In this paper,
a stochastic defect-propagation model is established by instituting a lognormal random
variable in a deterministic defect-propagation rate model. The resulting stochastic model is
calibrated on-line by a recursive least-squares (RLS) approach without the requirement of
a priori knowledge on bearing characteristics. An augmented stochastic di!erential equation
vector is developed with the consideration of model uncertainties, parameter estimation
errors, and diagnostic model inaccuracies. It involves two ordinary di!erential equations for
the "rst and second moments of its random variables. Solving the two equations gives the
mean path of defect propagation and its dispersion at any instance. This approach is suitable
for on-line monitoring, remaining life prediction, and decision making for optimal mainten-
ance scheduling. The methodology has been veri"ed by numerical simulations and the
experimental testing of bearing fatigue life.
 2000 Academic Press

1. INTRODUCTION
The failure of rolling element bearing is one of the primary causes of breakdown in rotating
machinery. Such bearing failures can be catastrophic in certain situations, such as in the
cases of helicopters and automatic processing machines. Complete elimination of bearing
failure is not possible in practice. To prevent catastrophic consequences resulting from
a bearing failure, condition monitoring techniques based on the measurements of temper-
ature, wear debris, oil content, vibration, and acoustic emission have been suggested. The
primary focus of current diagnostic methods is on the determination of any fault presence in
bearing as early as possible.
A defect ought to be detected [1, 2] when it is smaller than 6.25 mm (0.01 in), which is
commonly considered as a fatal failure size by industry standard [3, 4]. However, the
propagation of a rolling contact fatigue spall beyond its initial appearance is a highly
variable process [3]. The variation of bearing's remaining life (the time to reach the "nal
failure size) from the point where a defect can be detected may be substantially more than its
L life, which is the life of 90% bearing population survival. Currently, there is still a lack of

reliable prognostic methods to accurately predict the remaining life of a defective bearing.
Hence, when a severe defect is detected, it is common to shut down machinery immediately

0888}3270/00/050747#16 $35.00/0  2000 Academic Press

748 Y. LI E¹ A¸.

to avoid catastrophic consequences. A tremendous amount of time and money can be lost in
performing such practices at inconvenient times. Therefore, reliable estimation of a
bearing's remaining utility presents a critical aspect in maintenance optimisation and
catastrophic failure avoidance. To date bearing remaining life prediction has not been
developed substantially enough to address these issues.
In an earlier study [5], an adaptive bearing prognostic scheme to forecast the rate of
defect growth on a bearing was developed. This scheme was based on deterministic defect
propagation model. On the other hand, experimental observations have indicated that
fatigue crack growth is by and large probabilistic, instead of deterministic, in nature. Virkler
et al. [6] showed that even under well-controlled experimental conditions, crack growths of
a set of identical specimens are vastly di!erent. Variations in the fatigue crack growths are
due to the uncertainties inherent in the crack-growth process and material characteristics.
A deterministic defect growth model, therefore, cannot cope with the stochastic nature of
the process.
In this research, a stochastic defect-propagation model is developed by expanding the
deterministic model to accommodate a lognormal random variable. The resulting stochas-
tic model is on-line calibrated by a recursive least-squares (RLS) approach without the
requirement of priori knowledge on bearing characteristics. A prognostic scheme is set up to
address model uncertainties, parameter estimation errors, and diagnostic model inaccur-
acies. The scheme yields the predictions of the mean path and the dispersion of defect
propagation at any instance. Therefore, the adaptive prognostic scheme is suitable for
on-line monitoring, remaining life prediction, and decision making for optimal maintenance
scheduling. The scheme has been veri"ed by numerical simulations and an experimental
bearing life testing.

2. MODEL DEVELOPMENT
A deterministic defect-propagation model is given [5] as

dD
DQ " "C (D)L (1)
dt 

which states that the rate of defect growth is related to the instantaneous defect area, D,
under a constant operating condition. The parameters C and n are material constants.

With this model, D can be deterministically decided at any time given parameters C , n, and

an initial defect size. However, experiments show that defect propagation is stochastic in
nature. Apparently, identical specimens under the same operating conditions can have
signi"cantly di!erent crack propagation paths. In the remaining life prediction of a defective
bearing, such uncertainties have to be taken into account on the ground of probabilistic
analysis.
The modelling of fatigue damage dynamics via non-linear stochastic di!erential equa-
tions has been widely exercised by introducing random variables in deterministic models
[7}11]. In this research, a stochastic bearing fatigue defect-propagation model is developed
by introducing a lognormal random variable, e8R, to the deterministic model

dD
DQ " "C (D)Le8R. (2)
dt 

It is used to characterise the amount of uncertainty in material properties or environ-

mental factors. The random variable Z(t) is expressed as a stationary, exponentially
 ROLLING ELEMENT BEARINGS 749
correlated, Gaussian}Markov Process [7, 9] as
ZQ "!mZ(t)#w (t) (3)
X
where w(t) is a Gaussian noise with zero mean and with E+w(t)w(q),"p d(t!q). The
U
initial random process Z(0) is considered normally distributed (Z(0)&U(0, p)) and inde-
X
pendent of w (t). Although the process of Z(t) is still zero mean, it is correlated as
X
p
E+Z(t)Z(q)," U e\K "R\O". (4)
2m
So,
p
p" U . (5)
X 2m
The parameter m is a measure of colorness of the random process Z(t). At m increases, Z(t)
becomes less correlated. Experimental data show that Z(t) is highly correlated and the
phenomenon is realised by setting 0(m(1 [7, 11].

3. MODEL IDENTIFICATION
To apply the model given by the expression in equation (2), the parameters involved need
to be experimentally determined. A recursive least-squares (RLS) approach is introduced to
estimate the stochastic model given in equation (2) in an on-line manner.
By taking the logarithm of equation (2) is transformed into a linear function as


dD
ln(DQ )"ln "ln(C )#n ln(D)#Z(t). (6)
dt 
From a sequence of measurement data, D can be obtained by a diagnostic model.
Defect-propagation rate DQ is determined by using least-squares method to locally "t a
second-order polynomial to "ve successive data points then taking the derivative of the
"tted polynomial. With known data of defect area D and defect-propagation rate DQ , a linear
least-squares regression analysis can be used to estimate the parameters C and n. The term

Z(t) will be a random residual error in the regression analysis and its statistical characters
can be determined by the residual error.
For on-line application, it is useful to have parameter estimation in a recursive manner so
that the estimated model of a system can be updated at each sample interval as new data
become available. The recursive least-squares method is widely used to estimate parameters
in the sense of minimum square of errors. A linear system can be written as
y(t)"x2h(t)#e(t) (7)
where y(t) is the output, h(t) unknown parameter vector, and x known vector. The term e(t)
is white noise with a variance p. The RLS [12] is given as
C
eL (t)"y(t)!x2(t)h) (t!1) (8)


P(t!1)x(t)x2(t)P(t!1)
P(t)"j\ P(t!1)! (9)
j#x2(t)P(t!1)x(t)
h) (t)"h) (t!1)#P(t)x(t)eL (t) (10)
where eL (t) is the estimated error and P(t) is a covariance matrix. Initial covariance matrix is
chosen as a unit matrix scaled by a positive scalar that is typically in the range of 1}1000.
750 Y. LI E¹ A¸.

The scalar re#ects the uncertainty of the model. Without prior knowledge of a system, large
scalar should be selected. The forgetting factor, j, falls within the range of 0(j)1. When
the data x and error e(t) are uncorrelated, the covariance of the estimated parameter is
cov(h) )"p P(t) (11)
C
which re#ects the uncertainties in these estimated coe$cients. For the stochastic model
shown in equation (6), the random error Z(t) can be estimated by
Z(t)"eL (t). (12)
Therefore, the variance of p of Z(t) can be calculated by
8
1 K
p" Z. (13)
X m!2 G
G
In order to take advantage of recursive property of the RLS, the variance at each new
sampling point, m, can be recursively determined by
1
p (m)" (Z #(m!3) * p (m!1)). (14)
X m!2 K X

Therefore, by using the RLS, model parameters in equation (6), ln(C ), n, their variances,

and covariance can be estimated recursively. The variance of random variable Z(t) is also
obtained without any prior knowledge of a system. Given m, the value of p can be decided
U
by equation (5).

4. DEFECT-PROPAGATION PREDICTION
4.1. UNCERTAINTIES EFFECTS
To predict bearing defect area based on the stochastic model, uncertainties due to the
random variable Z(t) as well as parameter estimation errors and diagnostic model inaccur-
acies have to be considered. Figures 1}3 show defect-propagation processes under di!erent
initial defect area size, parameter n and parameter C . Slight di!erence in these parameters

results in signi"cant di!erence of propagation path with the increase of running cycle,
especially when a defect has propagated to a certain level. Beyond the level, the defect-
propagation rate is signi"cantly large, which physically indicates the inception of fatal
damage. Precise knowledge of these parameters is critical for bearing life predictions in the
interest of optimal maintenance scheduling. However, these parameters have to be esti-
mated from on-line diagnostic model that is vulnerable to modelling errors and a variety of
noises. In the following section, a prediction method is developed to consider these
uncertainties. This method allows predictions of both the mean path and dispersion of
defect propagation by solving two simultaneous ordinary di!erential equations.

4.2. PREDICTION OF DEFECT AREA AND PREDICTION UNCERTAINTIES

Since the random variable Z(t) is used to account for time-variant and stochastic
character of a defect-propagation process, the remaining coe$cients in the stochastic model
can be treated as constants in the form of a di!erential equation as
d
(ln(C ))"0 (15)
dt 

nR "0 (16)
 ROLLING ELEMENT BEARINGS 751

Figure 1. E!ects of initial defect size on defect propagation. ** initial D"0.05; ...... initial D"0.1; - ) - ) - initial
D"0.2; } } } } initial D"0.4; ** initial D"0.8.

Figure 2. E!ects of parameter n on defect propagation. ** n"0.9; ...... n"1.1; - ) - ) - n"1.2; } } } } n"1.3;
** n"1.4.

Equations (2), (3), (15) and (16) are combined to obtain a four-dimensional stochastic
di!erential equation as

DQ
ZQ
XQ " d "f (X , t)#G(X , t)w(t) (17)
R (ln(C )) R R
dt 
nR
752 Y. LI E¹ A¸.

Figure 3. E!ects of parameter C on defect propagation. ** C "0.07; ...... C "0.09; - ) - ) - C "0.11; } } } }

   
C "0.13; ** C "0.15.
 

where

C DLe8

!mZ
f (X , t)" (18)
R 0
0

0
1
G(X , t)" (19)
R 0
0

E+w(t)w(q),"Qd(t!q). (20)

Therefore, the stochastic process X is characterised by its density function p(X, t). In
R
bearing prognostics, the mean path of the stochastic process and the dispersion about the
mean, which are the "rst and second moments, are of particular interest. Jazwinski [13]
showed that the mean XM and the variance P satisfy
R R
dXM
R"fM (X , t) (21)
dt R

dP
R"2[X f (X , t)!XM , fM (X , t)]#GQG2 (22)
dt R R R R

where bar notation represents mean operation. Since the above two equations require mean
operation, they are not ordinary di!erential equations in the general sense and their
solutions cannot be solved by using standard techniques. However, they can be evolved into
two solvable ordinary di!erential equations by following procedure.
 ROLLING ELEMENT BEARINGS 753
By taking Taylor expansion with respect to XM and ignoring the terms above the second
R
order, f (X , t) can be rewritten as
R
K *f (XM , t) 1 K * f (XM , t)
f (X , t)"f (XM , t)# G R (x !xN )# P G R (23)
G R G R *x G G 2 GI *x 2x
H H HI H I
where subscript i represents the elements of f (X , t) and m is the dimension of vector XM .
R R
Then by taking mean operation of equation (23) and combining with equation (21), an
ordinary di!erential equation is obtained as

dXM
R"f (XM , t)# (P *f ) (24)
dt R  R

where

(P *f )"[(P *f ) ,2,(P *f ) ]2 (25)

R R  R K
K *f (XM , t)
(P *f ) " P G , (26)
R G HI *x *x
HI H I
Similarly, by using Taylor expansion, equation (22) can be approximated in the form of
an ordinary di!erential equation as

dP
R"FP #P F2#GQG2 (27)
dt R R

where

 
2 f (XM , t)
F" G , i, j"1,2, m. (28)
*x
H
The mean operation of GQG2 in equation (22) is eliminated because both Q"p and
U
G are deterministic. With proper initial conditions, equations (24) and (27) can be solved to
provide the predicted mean path and its dispersion of defect propagation at any time
instance.

4.3. DETERMINATION OF INITIAL CONDITIONS

Proper initial conditions are necessary to solve the above two ordinary di!erential
equations. These conditions are presented in this section.
Defect area can be estimated by a diagnostic model at any instance t . It has uncertainty

attributed by diagnostic model inaccuracies. The "tted defect area at the centre point by
using the second-order polynomial approach is treated as the mean of defect size DM (t ) at

that instance. Then the variance P (t ) is equal to variance p of diagnostic model. Z(t )
  T 
has zero mean with variance equal to P (t ) determined by equation (14). Assuming Z(t )
  
and DM (t ) are initially uncorrelated, P (t )"P (t )"0.
    
The coe$cients ln(C ) and n of the stochastic model at any instance are estimated by the

RLS. Their variance and covariance are determined by equations (11) and (14). Therefore,
the sub-covariance matrix of P(t ) is

P (t )"cov(h) ). (29)
\\ 
754 Y. LI E¹ A¸.

By assuming the coe$cients are initially independent of D and Z, the initial covariance
matrix can be shown as

p 0 0 0
T
0 p 0 0
P(t )" X . (30)
 0 0 cov (h) ) cov (h) )
 
0 0 cov (h) ) cov (h) )
 
With the above initial conditions and the two ordinary di!erential equations, mean path
and variance of defect propagation can be predicted at any future instance. Therefore,
the remaining life can be statistically determined for the purposes of optimal maintenance
scheduling.

5. SIMULATION FOR INVESTIGATION

5.1. SIMULATION INVESTIGATION FOR PARAMETER DETERMINATION
Numerical simulations were performed to investigate the feasibility of the proposed
approach. In the simulation, predictability of the proposed method is investigated with
C "0.13 (ln(C "!2.04)) and n"1.1 as true parameters. The variable Z(t) has a mean of
 
zero and a variance of 0.5. The measured D is assumed to be equal to the sum of the true
defect area and a normally distributed noise with standard deviation of 0.05 * D
(5% diagnostic error). The remaining utility predictions are exercised at 8, 12, 16, 20, 24 and
28 million cycles. The adaptation interval is 0.2 million cycles.
The predicted mean and variance of defect size at each time instance are shown in Fig. 4.
At 8 million cycles, the algorithm under-predicts the growth of defect area and its variance
as shown in Fig. 4(a). This is due to fact that model parameters, ln(C ) and n, have not been

tuned to reach their true values before 8 million cycles as shown in Figs 5 and 6. After
8 million cycles, the predictions start to follow the general trend of the defect propagation.
The prediction errors and variances are quite small within next 10 million cycles starting
from each prediction instance. However, prediction errors and variances increase dra-
matically after next 10 million cycles. Note that uncertainties will generate signi"cant
prediction error with an increase of running cycles because the defect-propagation rate is
exponentially related to cycle number. This indicates that accurate long-time predictions
are impossible to achieve without continuous adaptation and monitoring. The continuous
adaptation could rectify the deviated prediction path and thus reduce the prediction error.
It is also observable that the propagation is slow and relatively stable before the defect
propagated to the size of 10 at 30 million cycles. After that, quick growth of the defect and
its propagation rate indicate that the defect has reached an unstable growth stage, and
physically means that a fatal failure is imminent. In practice, it is necessary to avoid
a bearing operating in this stage of its life. Based on defect-propagation curve, it is possible
to de"ne a critical defect size prior to which fatal damage is unlikely to occur. A critical
defect size is set to 10 in this simulation study. The predicted time to reach the critical defect
size, which de"nes the bearing remaining life, is shown in Fig. 7. The "gure illustrates that
the prediction accuracy increases with continuous monitoring. The increase of prediction
con"dence is shown by the reducing trend of the predicted standard deviation at a defect
size of 10 as shown in Fig. 8.
Additionally, the estimated variance of Z shown in Fig. 9 slowly converges to the true
variance of 0.5. The estimated variance of model parameters ln(C ) and n continuously

 ROLLING ELEMENT BEARINGS 755

Figure 4. Predicted mean defect area and its standard deviation at di!erent cycles in the simulation. The
prediction errors and variances are small within next 10 million cycles starting from each prediction instance. They
increase dramatically after next 10 million cycles. This shows that long-time predictions are impossible to achieve
without continuous adaptation and monitoring. The continuous adaptation serves to rectify the deviated
prediction path and thus reduce the prediction error. ** true; } } predicted mean; ) ) ) ) predicted std. dev.

approach values less than 0.05 at 30 million cycles (see Fig. 10). This phenomenon indicates
that using more data used to update the parameters results in lower uncertainty levels.

6. EXPERIMENTAL VERIFICATION
6.1. EXPERIMENTAL SET-UP AND PROCEDURE
Experiments on bearing life testing were performed to illustrate the proposed method. In
this life testing, a 10 hp Baldor AC motor was used. Vibration signals were low-pass "ltered
at 10 kHz by A Krohn-Hite C3384 programmable "lter for anti-aliasing prior to digitising
756 Y. LI E¹ A¸.

Figure 5. Estimation of parameter ln(C ). . . . . . . estimated; ** true.



Figure 6. Estimation of parameter n. . . . . . . estimated; ** true.

at 30 kHz. The test bearing was Timken LM50130 cup (outer race) and LM501349 cone
(inner race). It is a tapered roller bearing with a bore diameter of 4.1275 cm (1.625 in.) and
an outer diameter of 7.34314 cm (2.8910 in). The taper angle is 13.133 from the bearing axial
centreline. The pitch diameter is 5.715 cm (2.25 in). Its rated radial load is 15 160 N for a
90 million cycle-life rating at 500 rpm.
To accelerate the propagation process, a defect as arti"cially initiated on the outer
raceway by electrical discharge machine. It was a crack oriented along the bearing axial
direction to simulate a real-life fatigue crack with width of 0.28 mm and depth of 0.065 mm.
Operating conditions for the experimental were 1800 rpm shaft speed and 88 388 N radial
load (about 6 times of the rated radial load). The temperature was controlled at 703C by an
oil circulation system. The defect was placed in the loading zone. The system was lubricated
 ROLLING ELEMENT BEARINGS 757

Figure 7. Predicted time in million cycle to reach a defect size of 10. predicted time; ** true time.

Figure 8. Predicted standard deviation at a defect size of 10.

by thin spindle oil with viscosity of 57 SSU at 37.83C (1003F). A set of data of length 2
points was acquired every 15 min. This corresponds to 0.027 million cycles under this
experimental condition. The testing was interrupted and disassembled at 0.378, 1.566, 3.51,
7.452 and 9.666 million cycles to perform physical inspection of defect. No defect propaga-
tion was observed before 9.666 million cycles. This is consistent to measured vibration
signals in which no obvious change of signal characters was observed. In the last assembly
after 9.666 million cycles, the testing continued until 13.986 million cycles. Excessive
758 Y. LI E¹ A¸.

Figure 9. Estimated variance of random variable Z.

Figure 10. Estimated variances in model parameters. ** variance of ln(C ); } } } } variance of n; . . . . .


covariance of ln(C ) and n.

vibration was observed during the period. After the testing stopped at 13.986 million cycles,
the test bearing was disassembled and the defect on the outer race was found propagated to
an area size of 100 mm in the running direction.

6.2. VERIFICATION OF MODEL PREDICTION

Since defect propagation was observed to happen only in the last running, the detailed
analysis was performed only for that period. Cempel [14] modelled the wear severity to be
 ROLLING ELEMENT BEARINGS 759

Figure 11. Normalised rms vs running cycle in the last assembly at di!erent frequency band (normalisation is
with respect to the value of the "rst point). ) ) ) overall; ** bandpassed at 3500}5500 Hz; ** bandpassed at
7500}9000 Hz.

proportional to the resulting vibration energy. If the vibration level generated by the defect
bearing is assumed to be proportional to defect area, the proposed method discussed above
can be used to forecast vibration level. The bearing life testing showed that vibration rms in
the range of 7500}9000 Hz is closely correlated to a defect-propagation process shown in
Fig. 11. For this reason, vibration rms in this range was used to test the proposed prediction
method.
Figure 11 reveals that the change of rms can be separated into three di!erent stages. In
the "rst stage, during the "rst 2.9 million cycles, rms had no underlying trend of change.
Therefore, the uncertainty of measurement due to noise was calibrated by the standard
deviation of rms during the "rst 2.9 million cycles, which has a standard deviation of 0.03. In
the second stage, between 2.9 and 3.6 million cycles, rms started to increase slowly to a level
of 1.34. In the third stage, that is after 3.6 million cycles, rms increased signi"cantly.
The prediction algorithm was performed at running cycle numbers of 2.16, 2.7, 2.97,
3.105, 3.186, 3.24, 3.348, 3.5, and 3.51 millions. The corresponding results are shown in
Fig. 12. It is seen that before 2.9 million cycles, due to the lack of underlying trend in rms,
prediction of mean rms is almost constant with small prediction uncertainty. After
2.9 million cycles, the algorithm started to predict the change of rms. Additionally, it is
observed that the predicted variances are signi"cantly high after a critical point at 3.6
million cycles and rms could not be tracked by the proposed prediction method because of
the rapid increase in rms.
Since the rapid increase in rms above a critical value physically indicated an unstable
propagation of defects and a fatal failure was imminent, a bearing replacement was justi"ed.
For this reason, a rms threshold of 1.34 was set. Vibration measurements show that it took
760 Y. LI E¹ A¸.

Figure 12. Predicted mean rms and standard deviation at di!erent cycles. Here solid lines represent actual
measured rms; dash-dot lines (} ) }) represent a prede"ned threshold of rms; dotted lines (E E E E) represent
predicted mean rms and dashed lines (} }) represent predicted standard deviation of rms at di!erent million cycles.

3.564 million cycles for rms to reach the threshold shown by horizontal dashed line in
Fig. 13. The time when the rms reaches this threshold de"nes the remaining life of
a defective bearing which is 3.564 million cycles, and it provides the necessary information
for an early and optimal replacement scheduling. Figure 13 plots the predicted time when
the rms reached the threshold at each prediction instance. The predicted times to reach rms
of 1.34 were 3.575, 3.516, 3.587, 3.542 and 3.538 million cycles performed by the developed
prognostic method at the instances of 3.186, 3.240, 3.348, 3.402 and 3.51 million cycles,
respectively. They clearly indicate that after 3.186 million cycles, which was 0.4 million
cycles before the measured rms reached the threshold, prediction errors were within $0.05
million cycles. (Note that 0.4 million cycle corresponds to 3.7 h and the bearing was running
at the radial load 6 times of its rated load.) Hence, these experimental results imply that the
proposed approach o!ers a prediction that is early enough for maintenance actions before
the bearing reaches a critical damage level.
 ROLLING ELEMENT BEARINGS 761

Figure 13. Predicted time to reach a threshold of rms. The predicted times to reach the rms of 1.34 are 3.575,
3.516, 3.587, 3.542 and 3.538 million cycles performed by the developed prognostic method at the instances of
3.186, 3.240, 3.348, 3.402 and 3.51 million cycles, respectively. Compared to actually measured bearing life which is
3.564 million cycle, it is concluded that the prediction accuracy is within $0.05 million cycles after 3.186 million
cycles. predicted; - - - - - measured.

7. CONCLUSIONS
This paper presents a stochastic defect-propagation model for the remaining utility
prediction of a defective bearing. A random variable introduced in a deterministic model is
used to address the stochastic nature of a defect-propagation process due to uncertainties
inherent in the bearing material. An on-line procedure based on recursive least-squares
method is developed to calibrate the model without the need of priori knowledge. By
considering the uncertainties due to model identi"cation errors and measurement noises,
a prognostic algorithm simultaneously predicts the mean path and variance of defect
propagation that can be used to achieve optimal maintenance scheduling.
Numerical simulations were performed to study the feasibility of the approach. The
simulation results showed that the proposed method can continuously improve prediction
accuracy and reduce prediction uncertainties. Experiments of bearing life testing were
exercised to verify the approach. It is observed that the measured rms increased signi"cantly
faster after it reached a critical value of 1.34 at about 3.6 million cycles. Before 0.4 million
cycles, the proposed approach is able to predict when the critical defect size was reached
with prediction error less than $0.1 million cycles. Since 0.4 million cycles correspond to
3.7 h at a radial load 6 times of its rated load, it can be concluded that the proposed
approach o!ers a prediction early enough for maintenance arrangements before a cata-
strophic bearing failure occurs.

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