Remaining Useful Life Estimation Based on Wiener Degradation Process With Mixed Random Effects

This paper evaluates the remaining useful life (RUL) of the product when its degradation path follows the Wiener process with mixed random effects. In the discussed model, the random effects are included into drift and diffusion parameters of Wiener process to describe the heterogeneity among different products. The expectation maximization (EM) algorithm is adopted to estimate the model parameters. The exact expressions of the probability density functions (PDFs) and cumulative distribution functions (CDFs) of the lifetime and the RUL distributions of products are derived. Finally, an illustrative example is provided to show the effectiveness of the mixed random effect model. The results show that the mixed random effect model has a better performance than that of the fixed effect, random volatility and random drift models.