Advanced Maintenance Modelling

A dynamic maintenance policy based on prognostic for a

single-unit system under indirect condition monitoring

Authors: Khac Tuan Huynh, Anne Barros and Christophe Bérenguer

Institut Charles Delaunay - UMR CNRS 6279 - Université de technologie de Troyes
12, rue Marie Curie – BP 2060
10010, Troyes cedex, France

Abstract

This work deals with a dynamic maintenance policy based on prognostic for a single-
unit deteriorating system. In order to take a step forward to practice, the system is
assumed operating under indirect condition monitoring. The degradation of system is
described by a crack growth evolution modelled by the Paris-Ergodan law, and a
non-destructive ultrasonic technique is used to monitor the system condition. A
procedure of state estimation and prediction of values associated with system health
from the noisy measured data are performed thanks to the well-known particle filter
algorithm. Then based on these estimated/predicted value, a dynamic maintenance
policy is developed and is compared with two more classical policies (i.e. block
replacement or periodic inspection/replacement [1]). The comparison results on the
optimal expected maintenance cost rate will show the performance of the proposed
dynamic maintenance.

Keywords: Degradation, Indirect observation, Dynamic maintenance, Particle filter,

Prognostic.

1. Introduction
With the development of engineering structures, the role of the maintenance operation
becomes more and more important in keeping and improving the system availability
and safety but also the product quality. A widely used inspection scheme in CBM
framework is to inspect periodically due to its simplicity to implement. However this
scheme is sometimes inefficient to guarantee the system availability since at the same
time it might “over-inspect” or “under-inspect” failure times [2]. A non-periodic
inspection scheme [3, 4] is therefore preferred in order to avoid this weakness since it
can adapt the inter-inspection interval to the system state. But it seems difficult to
deal with for some practical applications. In keeping the strength of periodic scheme
but still saving in maintenance cost by guaranteeing the system availability and
avoiding inopportune maintenance spending, a dynamic maintenance model based on
prognostic is developed in this work. The dynamic maintenance model still bases on
periodic inspection scheme but it can intervene between the inspections thanks to a
predictive replacement time. The predictive replacement time adapted to system state

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 Proceedings of the 38th ESReDA Seminar, Pecs, May 04-05, 2010

allows bring out a timely maintenance decision; hence guarantee the system
availability, as well as saving in maintenance cost.

The remainder of this paper is organized as follows. Section 2 is devoted to the

presentation of the degradation model and observation model of system. In the third
section, an on-line system state estimation procedure from measured data is briefly
considered and an application to failure probability prediction is also introduced.
Then the next section deals with developing the maintenance models: maintenance
assumptions, criterion to evaluate the policies performance and the three considered
maintenance policies. Finally, the paper will be end with some numerical results and
discussions on the relation of the studied policies and on value of prognostic in
maintenance decision.

2. Degradation model and observation model

This work is based on the crack growth deterioration model and the ultrasonic
observation model presented in [5, 6].

1.1 Degradation model

The Paris-Erdogan model adopted for describing the crack depth growth rate is
expressed by the following equation

dx / dt = C (∆K )n (1)

where x is the crack depth, t is the time, ∆K = ∆K ( x) is the stress intensity

amplitude, C and n are constant parameters related to the component material
properties [7]. The parameters of the Paris-Erdogan model can be estimated from
measured crack growth data [8]. The factor ∆K is proportional to the square root of
the crack length x : ∆K = β x , where the parameter β reflects the applied stress
and geometrical configuration of the structure, which is treated as a constant [9].

In order to keep the intrinsic randomness of the model, a normal random disturbance
ω ~ N (0, σ ω2 ) can be added and eq. (1) becomes

dx / dt = eω C ( β x ) n (2)

For time step ∆t sufficiently small, the state space model eq. (2) can be discretized as

xi = xi −1 + eωi C ( β xi −1 ) n ∆t (3)

where ωi, i =1,2, … are independent and identically distributed Gaussian random
variables. This equation represents a non-linear Markov process with independent,
but non-stationary increment whose degradation rate ∆xi = ( xi − xi −1 ) / ∆t follows a
lognormal distribution ∆xi ~ log N (ln(C ( β xi −1 ) n ), σ ω2i ) . As such, the expected value

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 Advanced Maintenance Modelling

and variance of crack depth increment per unit time are respectively
σ ω2i
σ2
E ( ∆xi ) = C ( β xi −1 ) e 2 and Var ( ∆xi ) = E 2 ( ∆xi )·(e ωi − 1) . From eq. (3), the
n

evolution of the crack depth can be explicitly represented by the following condition
probability density function (pdf)

−1/ σ ω2i
p( xi ∣xi −1 ) = e (σ ωi 2π C ( β xi −1 ) n ∆t ) (4)

which is usually taken as importance function in particle filter framework (see alg. 1).

1.2 Observation/measurement model

The crack depth xi at time step ti is not directly observable, but can be assessed via
noisy measured condition information data. Thus a non-destructive ultrasonic
inspection/measurement technique is assumed, whose associated observation zi is
described by the following logit model [5, 10]

ln( zi / (d − zi )) = β 0 + β1 ln( xi / d − xi ) + vi (5)

where d is the critical material thickness of component ( 0 ≤ zi ≤ d , 0 ≤ xi ≤ d ),

β0 ∈ and β1 > 0 are parameters to be estimated from experimental data and vi is a
white Gaussian noises such that vi ~ N (0, σ v2 ) . Let µi = β 0 + β1 ln( xi / (d − xi )) and
yi = ln( zi / (d − zi )) , the likelihood pdf of the measurement zi related to the
degradation state xi is given by

p ( zi ∣xi ) =  e i i 2πσ v2 ·d ( zi (d − zi ))

−( y − µ ) / ( 2σ v 2 )
2

(6)
 

This will be used to update the importance weights in particle filtering (see alg. 1).

3. Model based state estimation by particle filter and applications

A brief presentation of on-line state estimation from the measurements and a
prediction of system failure probability will be introduced in this section.

3.1 Model based state estimation by particle filter

Assume that the initial pdf of crack depth p ( x0 ) is known. The crack growth model
described in sec. 2 (i.e. eq. (4) and (6)) expresses a hidden Markov model. We denote
by x 0:i {x0 , …, xi } and z 0:i {z0 , …, zi } , respectively, the system states and the
measurements up to time ti . The sequence of hidden states x 0:i can be approximated
by its expected values

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 Proceedings of the 38th ESReDA Seminar, Pecs, May 04-05, 2010

E p ( x0:i∣z0:i ) (x 0:i ) = ∫ x 0:i p (x 0:i ∣z 0:i )dx 0:i (7)

Knowing p (x 0:i ∣z 0:i ) allows us to compute easily the estimation of x 0:i .

Unfortunately, it is usually impossible to have an analytic form for p (x 0:i ∣z 0:i ) in
practice. The well known particle filter algorithm [11, 12] is therefore resorted to
approximate these densities, as well as to on-line estimate the system state. It is a
technique for implementing a recursive Bayesian filter by Monte Carlo (MC)
simulations through two stages: prediction and update when a new observation is
available. The key idea of this algorithm is to represent the required pdf by a set of
random samples xˆi( ) , k = 1: N s , with associated weights wi( ) and to compute
k k

estimates based on these samples and weights. As the number of samples N s

becomes very large, this MC characterization becomes an equivalent representation to
the considered pdf, and the particle filter approaches the optimal Bayesian estimate.
Moreover, actually in many engineering applications, discrete monitoring is preferred
than continuous monitoring. Thus the measurements are not available at each time
step, but rather at regularly scheduled or even opportunistically staggered instants.
The particle filtering algorithm therefore can be modified by updating only weights at
the observation times, i.e. the weights remain constant at all other time instants [6].
Let denote Z 0:i = {zT1 , zT2 , …, zTi } the sequence of observations up to the current
inspection time Ti . In short the on-line state estimation procedure can be resumed by
the generic particle filter algorithm (alg. 1).

Algorithm 1: Generic particle filter.

1. Importance sampling step:

k = 1: N s , sample xˆi( ) ~ p( xi ∣xi(−1) ) , set x% (0:i) {xˆ (0:ki)−1 , xˆi( k ) } and evaluate:
k k k
For

wi( ) ∝ p ( zTi ∣xˆi( ) )

k k
• If at inspection,

• Otherwise, wi( k ) = constant

2. Selection step (resampling):
Multiply/Suppress particles {x% (0:ki) }kN=s1 with respect to high/low importance weights wi( k ) to
N s random samples xˆ (0:i) and set wi( ) = 1/ N s .
k k
obtain
3. Output:

∑
Ns
Estimated posterior pdf: p (x 0:i ∣Z 0:i ) i =1
δ xˆ ( ) (x0:i ) N s
k
0:i

∑
Ns
Estimated states: xˆ 0:i i =1
xˆ (0:ki) N s

Figure 1 illustrates a case of crack depth estimation by applying the alg. 1 for the data
set C = 0.015, n = 0.35, b = 3.9, σ ω2 = 2.53, ∆t = 1, β 0 = 0.06, β1 = 1.25, σ v2 = 0.25, d = 6 ,
N s = 5000 and inter-inspection interval T = 10 . The figure shows that the system
states (crack depth) are recovered quite accurately from noisy measurements at each
inspection times.

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 Advanced Maintenance Modelling

Figure 1. Estimated crack depth.

3.2 Application to failure probability prediction

Under the considered model, the system is assumed to be in failure state when the
crack depth xi exceeds a critical material thickness d . The sequence of observations
up to the current inspection time Ti , Z 0:i = {zT1 , zT2 , …, zTi } is assumed available. Our
goal is to predict at actual inspection Ti the conditional probability of the first failure
in a future unit time interval. Let p (i + j ) = P ( xi + j ≥ d ∣x0:i + j −1 < d , Z 0:i ) denotes the
conditional posterior probability of the crack depth first exceeding the critical
material thickness d in the interval (ti + j − 1, ti + j ) , given Z 0:i and knowing the
component had not failed up to time ti + j − 1 > Ti . In the same way as in [6], we obtain

 
p ( i + j )  ∑1{ xˆ( m) ≥ d } − ∑1{ xˆ( n) ≥ d }  / ∑1{ xˆ (l ) < d } (8)
 m i+ j n
i + j −1
 l i+ j −1

where xˆi(+ )j −1 , n = 1: N s (resp. xˆi(+ j) , m = 1: N s ) are crack depth particles at time ti + j − 1

n m

(resp. ti + j ), which are extended from xˆ0:( i ) using the system crack depth evolution eq.
k

(3) and j-step-ahead prediction algorithm (alg. 2) [11].

Algorithm 2: j-step- ahead prediction.

• For q = 1: j ,
k = 1: N s , sample xˆi(+ )j ~ p ( xi + q ∣xi(+ q) −1 ) and set x% (0:i)+ q {x% (0:i)+ q −1 , xˆi(+ q) }
k k k k k
For

The numerator of eq. (8) represents the number of sampled particles which fail for the
first time in the interval (ti + j − 1, ti + j ) and the denominator is those of the particles
which still survive up to time ti + j − 1 .

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 Proceedings of the 38th ESReDA Seminar, Pecs, May 04-05, 2010

4. Maintenance models
4.1 Assumptions and performance assessment

4.1.1 Maintenance assumptions.

Let consider a single-unit non-reparable deteriorating system model described as in
section 2. The system fails when the crack depth xi exceeds a critical material
thickness d. The system states are assumed unobservable directly except when it fails.
This means that if the system is still running, it reveals only its actual state through an
instantaneous inspection with a cost Ci, but when it fails, it can self-announce without
inspection. Also assume that we cannot immediately intervene when the system fails.
As such after failure, the system remains unavailable and an additional cost is
incurred from failure until the next replacement at a cost rate Cd.

Two maintenance operations of the system are available: the preventive replacement
with cost Cp > Ci and the corrective replacement with cost Cc > Cp. We assume that a
replacement, whether preventive or corrective, restores the system to an as-good-as-
new condition and it takes negligible time.

4.1.2 Maintenance policy performance evaluation.

To evaluate the performance of a maintenance policy, one usually relies on the
availability of the maintained system or the overall maintenance costs balance. In the
present work, we focus only on an asymptotic evaluation of a cost criterion which is
the expected maintenance cost per unit over an infinite time span [13]

C ∞ = lim C (t ) / t or C ∞ = lim E (C (t )) / t
t →∞ t →∞

where C(t) is the cumulated maintenance cost at time t. Due to the complexity of
considered model in this case study an analytical solution of expected cost rate is
almost impossible. We must therefore resort to stochastic Monte Carlo simulation:

C ∞ = lim C (t ) t = lim ∑ n =1 C ( S ( ) ) ∑ S(
N n N n)
n =1
(9)
t →∞ N →∞

where N is number of simulation histories and S(n) is n-th renewal cycle. All
numerical examples in the remainder of this section will be performed from the data
set Cp=50, Cc=100, Cd=250, Ci=5, C=0.0047, n=0.35, β=3.9, N=4000, ∆t=1, d=6,
β0=0.06, σ ω2 = 4.8326 , β1=1.25, σ v2 = 0.0625 , Ns=3000.

4.2 Dynamic maintenance model

This section is devoted to adding a new dimension to the maintenance strategies by

integrating the prognostic in decision-making through a dynamic maintenance model.

4.2.1 Predictive replacement time estimation.

Given Z 0:i = {zT1 , zT2 , …, zTi } at current inspection time Ti , we would like to predict
the time to system replacement. Similarly to works in [6, 14], the replacement time

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 Advanced Maintenance Modelling

can be predicted by extending the trajectories xˆ (0:i) and using the following on-line
k

maintenance decision: “At the future time Ti + l , l ≥ 1 , if the system is still running, it is
preventively replaced with cost Cp; but if it is already failed, a corrective replacement
is performed with cost Cc. In this case, because of the system inactivity after failure,
an additional cost is incurred from the failure time until the replacement time at a
cost rate Cd”. And the expression of cost criterion to predict the replacement time
inferred from the on-line maintenance decision above is computed as

CPred (Ti + l ) = (C p (1 − P(Ti + l ) ) + Cc P(Ti + l ) + Cd ·E (Wr ) + iCi ) / (Ti + l ) (10)

where:

• P (Ti + l ) denotes the probability of failure in the interval (Ti , Ti + l ) , [14]

 p (i + 1) l =1

P (Ti + l ) =  (11)
 p (i + 1) + ∑ k = 2
l
(∏ k −1
j =1
(1 − p(i + j ) ) p(i + k ) ) l≥2

where p (i + j ) is given from eq. (8).

∑
l
• E (Wr ) k =1
P(Ti + k ) is the expected downtime interval over (0, Ti + l ) .

Consequently the suitable predictive replacement time Tpred is suggested by the time,
among all future time steps, which minimizes the cost criterion eq. (10)

CPred (Tpred ) = inf {CPred (Ti + l ), l > 0} (12)

l

4.2.2 Maintenance policy.

For this maintenance policy, the system is periodically inspected with period T. At
each inspection if the system is found in failed state, it is replaced correctively; if not
a replacement time is predicted following eq. (12). If this predictive replacement time
precedes the next inspection, the system is replaced at the predictive replacement time
either preventively if it is still running, or correctively if has already failed. The inter-
inspection time interval T is the only decision variable for this policy.

4.2.3 Policy performance evaluation.

(n) ( n)
The total maintenance cost CProg in the n − th renewal cycle (with length S Prog ) is:

( )
= Ci N i( ) + C p , if preventive replacement at the end of the cycle
n n
• CProg
( )
= Ci N i( ) + Cc + Cd Td( ) , if corrective replacement at the end of the cycle
n n n
• CProg

where N i(
n)
is the inspections number effectuated before replacement time, Td(
n)
is the
( ) n
downtime interval in the n − th renewal cycle S Prog . Using eq. (9), the expected cost
rate is given by

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 Proceedings of the 38th ESReDA Seminar, Pecs, May 04-05, 2010

= lim ∑ n =1 CProg
( )
∑ S P( rog
)
∞ N n N n
CProg n =1
(13)
N →∞

∞
The optimal inter-inspection time interval Topt satisfies CProg (Topt ) = inf CProg
∞
T
(
:T > 0 )

Figure 2. Long run expected cost rate of dynamic maintenance policy versus inter-inspection interval.

Figure 2 illustrates the maintenance cost curves of dynamic maintenance policy

corresponding to different values of inspection cost. These results are obtained with
estimated states and estimated probabilities of p(i+j). The figure shows that one can
obtain an optimal solution under this maintenance policy. It is noted that all
maintenance cost curves converge to the optimal value of the block replacement
policy which has the same configuration when inter-inspection interval increases.
This can be explained by the fact that the maintenance policy becomes close to a
block replacement policy when inter-inspection interval is large enough.

4.3 Benchmark maintenance models

To assess the performance of proposed maintenance model, a block replacement

policy and a periodic inspection/replacement policy will be used as benchmark.

4.2.1 Block replacement model.

This block replacement policy is a representative of time-based maintenance policies
whose maintenance decision is performed regardless of system condition.

Maintenance policy: Under the considered block replacement policy, the system is
replaced at regular time interval T, either preventively if it still running at the end of
the replacement interval or correctively if a failure occurred since the last
replacement. The replacement period T is the only decision variable for this policy.

Numerical example: Figure 3 shows a maintenance cost curve of block replacement

policy and the optimal solution is CB∞opt = 4.1431 given at optimal time Topt = 18 .

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 Advanced Maintenance Modelling

Figure 3. Long run expected cost rate of block replacement policy versus inter-inspection interval.

4.2.1 Periodic inspection/replacement model.

Compared to block replacement model, this policy is more sophisticated in the sense
that the maintenance decision is based on the condition monitoring information
returned by inspections on the system.

Maintenance policy: For this maintenance policy, the system is periodically inspected
with period T. At each inspection if estimated crack depth constructed from measured
data exceeds a threshold M, a preventive replacement is performed, but if the system
has already failed, it is correctively replaced. The inter-inspection interval T and the
preventive degradation threshold M are the two decision variables in this policy.

Numerical example: Figure 4 illustrates the optimal value CPI∞ opt = 2.8714 at Topt = 5
and M opt = 2 of the periodic inspection/replacement policy.

(a) Small variance in degradation increment. (b) High variance in degradation increment.
Figure 4. Long run expected cost rate of inspection/replacement policy.

5. Numerical example and discussions

To assess the value of prognostic in maintenance decision-making, we compare the
optimal expected maintenance cost rate of the proposed dynamic maintenance policy

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 Proceedings of the 38th ESReDA Seminar, Pecs, May 04-05, 2010

with the benchmark policies as a function of inspection cost Ci. The comparison is
performed under different variances of the crack growth process to keep the
generality of problem.

5.1 Comparison results

The numerical examples are based on the following data set: Cp=50, Cc=100,
Cd=250, ∆ t = 1, β 0 = 0.06, β1 = 1.25, σ v2 = 0.0625, d = 6, N = 4000, N s = 3000 . Figure 5
illustrates the comparison results for a case of small variance in deterioration of crack
depth ( C = 0.015, n = 0.35, b = 3.9, σ ω2 = 2.53 - Figure 5a) and a case of 10 times
greater in variance ( C = 0.0047 , n = 0.35, b = 3.9, σ ω2 = 4.8326 - Figure 5b).

(a) Small variance in degradation increment. (b) High variance in degradation increment.
Figure 5. Comparison of optimal long run expected cost rate.

In the figures, the circle-lines represents the optimal expected cost curves of the
dynamic maintenance policy; the diamond-lines and triangle-lines represent for two
more classical maintenance policies: block replacement and periodic inspection
/replacement respectively.

5.2 Analysis and discussions on numerical results

In this section, we call “inspection policies” as a general name for maintenance

models which use an inspection scheme: dynamic maintenance policy and periodic
inspection/replacement policy.

Relation between the considered maintenance policies: under inspection policies,

when inter-inspection time interval (as well as inspection cost) becomes large enough,
a replacement (either preventive or corrective) is almost always triggered before or at
the first inspection time. This means almost never a second inspection is performed
before the system replacement, thus the optimal periodic inspection policy turns into
a block replacement policy. It is noticed however under assumption of our system the
optimal expected cost rate of periodic inspection/replacement policy in this case is

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higher than one of block replacement policy. This can be explained by the fact that
for this inspection polices, it incurs not only cost of replacement (as in block
replacement policy) but also an inspection cost to know the system state when it is
still running. Regarding dynamic maintenance policy, owing to the preventive
replacement can be performed without inspection, this maintenance policy just
emulates a block replacement policy when inspection cost is high.

Equivalence in maintenance decision between “inspection policies”: for the dynamic

maintenance policy, a preventive replacement is performed when a predictive
replacement time Tpred calculated at actual inspection Ti precedes the next inspection
time Ti+1. Since the crack depth process is strictly increasing, Tpred precedes Ti+1
means the degradation has exceeded a certain level: Tpred < Ti+1 ⇔ x(Ti+1) > x(Tpred). If
we consider x(Tpred) as a preventive degradation threshold, this returns to the
preventive maintenance decision periodic inspection/replacement policy. However
the adaptation of replacement time in dynamic maintenance policy against in periodic
inspection/replacement makes the difference in considered inspection policies (see
Figure 5).

Effect of applying the prognostic in maintenance decision-making: Figure 5 shows

that the dynamic maintenance policy based on prognostic may always lead to
substantial savings in the maintenance costs in comparison with the block
replacement policy (Figure 5a). This result can be explained by the fact that the
dynamic maintenance policy can adapt its maintenance decision to the system state,
hence saving in maintenance cost. Then, if we compare it to the periodic inspection
/replacement policy, this saving depends on the system characteristics and on the
inspection cost. When the variance in degradation increment is quite small, the
evolution of system degradation is almost deterministic and the maintenance policy
with the dynamic replacement time may bring out more profit for whatever values of
inspection cost since it can cut short the inactivity time interval of system. For the
case of high variance in increment of degradation process, obviously the maintenance
decision based on actual system deterioration level as in periodic
inspection/replacement policy is more interest than a predictive time-based decision
as in dynamic maintenance policy. However beside the dynamic policy, the periodic
inspection /replacement policy always incurs an additional inspection cost to inspect
the system before a replacement. Therefore, the competition in maintenance cost
saving between both policies depends on the inspection cost: the dynamic
maintenance policy is more profitable when inspection cost is high but it becomes
less interest when inspection cost decreases (Figure 5b).

In this manner, it is indeed useful to apply the prognostic in maintenance decision-

making instead of using the classical maintenance strategies albeit the risk of
inaccuracy of prediction. And the analysis of maintenance costs savings could be
used to justify or not the choice to invest in prognostic model as well as in condition
monitoring devices.

Acknowledgements
This work is part of the PhD research work of Khac Tuan Huynh supported in part by

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Conseil Régional de Champagne-Ardenne.

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