IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS, VOL. 62, NO.
3, MARCH 2015 1781
Extended Kalman Filtering for
Remaining-Useful-Life Estimation of Bearings
Rodney K. Singleton, II, Student Member, IEEE, Elias G. Strangas, Member, IEEE, and
Selin Aviyente, Member, IEEE
AbstractCondition-based maintenance, which in-
cludes both diagnosis and prognosis of faults, is a topic of
growing interest for improving the reliability of electrical
drives. Bearings constitute a large portion of failures in
rotational machines. Although many techniques have been
successfully applied for bearing fault diagnosis, prognosis
of faults, particularly predicting the remaining useful life
(RUL) of bearings, is a remaining challenge. The main
reasons for this are a lack of accurate physical degradation
models and limited labeled training data. In this paper,
we introduce a data-driven methodology, which relies on
both time and timefrequency domain features to track the
evolution of bearing faults. Once features are extracted, an
analytical function that best approximates the evolution of
the fault is determined and used to learn the parameters of
an extended Kalman lter (KF). The learned extended KF is
applied to testing data to predict the RUL of bearing faults
under different operating conditions. The performance
of the proposed method is evaluated on PRONOSTIA
experimental testbed data.
Index TermsBall bearings, entropy, harmonic analy-
sis, Kalman lters, prognostics and health management,
reliability engineering, time-varying systems, vibration
measurement.
N OMENCLATURE
CBM Condition-based maintenance.
RUL Remaining useful life.
TFD Timefrequency distribution.
KF Kalman filter.
EKF Extended Kalman filter.
NMSE Normalized mean square error.
RMS Root mean square.
C(t, w) Cohens class of timefrequency distribution.
(, ) Kernel function for Cohens class of timefrequency
distributions.
H (C) Rnyi entropy.
Order of Rnyi entropy.
xk State variable at time k.
Manuscript received February 28, 2014; revised May 27, 2014; ac-
cepted June 21, 2014. Date of publication July 8, 2014; date of current
version February 6, 2015. This work was supported in part by the
National Science Foundation under Grant EECS-1102316 and in part by
the National Science Foundation Graduate Research Fellowship under
Grant DGE-0802267.
The authors are with the Department of Electrical and Computer
Engineering, Michigan State University, East Lansing, MI 48824-
1226 USA (e-mail: single44@msu.edu; strangas@msu.edu; aviyente@
egr.msu.edu).
Color versions of one or more of the figures in this paper are available
online at http://ieeexplore.ieee.org.
Digital Object Identifier 10.1109/TIE.2014.2336616
0278-0046 2014 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission.
See http://www.ieee.org/publications_standards/publications/rights/index.html for more information.
zk Measurement at time k.
wk , v k Random zero-mean Gaussian noise.
Qk Covariance matrix of wk .
Rk Covariance matrix of vk .
P0 Initial uncertainty matrix.
Mk A priori uncertainty matrix at time k.
Pk A posteriori uncertainty matrix at time k.
xk State estimate at time k.
f Degradation model.
h Measurement function.
Fk State transition matrix at time k.
Hk Observation matrix at time k.
Kk Kalman gain at time k.
i Failure threshold for the ith training set.
o Average failure threshold for operating condition o.
I. I NTRODUCTION
C ONDITION-BASED maintenance (CBM), which is
known as health monitoring of complex engineering sys-
tems based on minimally invasive condition measurements, has
attracted a lot of attention over the past few decades. Three key
elements of CBM are data acquisition, data processing, and de-
cision making, i.e., the recommendation of maintenance actions
through diagnosis and prognosis [1]. Effective diagnostic [2]
[11] and prognostic tools are essential for timely fault detection
and remaining useful life (RUL) prediction [12][17].
The RUL of a system is defined as the time between the
current time instant and the end of the useful life and has
been widely used [18][23] for affordable system operation and
enhancing system safety. Rolling element bearings are critical
components in various machines and account for 45%55% of
asynchronous motor failures [24]. Therefore, bearing condition
monitoring can be very cost effective and can reduce the
maintenance downtime. Traditionally, estimation of the lifetime
of a bearing is based on the ANSI/AFBMA standard life
rating formula [25]. However, the actual lifetime of a bearing
can significantly differ from the theoretical one due to the
operating conditions. The current approaches for bearing RUL
estimation can be classified into model-based and data-driven
methods [1], [26].
Model-based approaches to prognosis use mathematical rep-
resentations to incorporate a physical understanding of the sys-
tem and include both system modeling and physics-of-failure
(PoF) modeling. In system modeling, mathematical functions
or mappings are used to represent the system. Statistical esti-
mation techniques, such as Kalman and particle filters, based
on residuals and parity relations are then used to detect, isolate,
1782 IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS, VOL. 62, NO. 3, MARCH 2015
and predict degradation and RUL [23], [27]. Physics-based
failure models [28] rely on the physics of the underlying degra-
dation process to predict the onset of failures. For example,
the YuHarris bearing life equation [29] is commonly used
to predict spall initiation. For most industrial applications,
physics-based models are not practical, since the fault type is
often unique to the environment, and hence, the parameters of
the process are not available.
Data-driven approaches, on the other hand, use condition
monitoring data coupled with artificial intelligence, e.g., neuro-
fuzzy systems [30], [31], or statistical learning and pattern
recognition tools [32], [33], e.g., Markov chains and hidden
Markov models [25], [31], [34], to train a system and use it
to estimate the RUL. Most of these techniques consist of an
offline learning stage through historical data, which includes
feature extraction and degradation state learning, followed by
an online stage that continually updates the prediction of RUL,
and provides an estimate of the prediction uncertainty. In the
last stage of data-driven methodologies, the learned models are
applied to test data to determine the time to the next degradation
state or provide a probability of failure.
There are some remaining problems with current data-driven
approaches: First, most data-driven approaches require suf-
ficient amount of training data to learn the different health
states or the degradation model [35]. In the absence of labeled
data, they need to determine the number of health states that
the bearing goes through its lifetime. This is either achieved
through maximizing the discrimination between different states
[34] or determined through artificial intelligence techniques
[31]. Second, most of these approaches assume a discrete-state
model for the degradation of the bearing although this is not
realistic. Finally, while artificial-neural-network-based methods
provide high-accuracy RUL estimates, they lack an understand-
ing of the process of failure. On the other hand, stochastic
models can relate more closely to the failure mechanisms and
can be more easily adapted to the operation but have performed
less well in standard tests.
In this paper, we introduce a stochastic data-driven approach
that is independent from fault severity diagnosis and that con-
tinuously updates the RUL estimate as new data samples come
in. For this purpose, we use an extended-Kalman-filtering-
based approach to first learn the degradation trend of the
extracted features from the training data, then to apply this
trend to testing data to predict RUL, and, finally, to provide
a confidence bound around the estimated RUL. We follow
closely the framework proposed by Lall et al. [36], [37] for
implementing EKF for bearing RUL estimation and offer im-
provements over this implementation: First, we consider both
time and timefrequency (TF) domain features for tracking the
degradation of the bearing. In the time domain, we use the
variance feature, as it has been established in the literature as
a reliable indicator of the bearing condition as it approaches
failure. In the TF domain, we propose to use a novel entropy
feature, which captures the complexity of the signal in both
domains simultaneously. This entropy feature has been shown
to be a good indicator of the signal complexity and robust to TF
shifts in the signal. We notice (in Section IV-B) that the entropy
increases as soon as the first indications of fault develop, which
relates well to the bearing PoF, where an initially localized fault
(low entropy) becomes a general roughness with high entropy.
Second, we consider different analytic models for modeling the
lifetime of the bearing and build the state vectors corresponding
to each case. This consideration enables us to fully understand
how different features evolve over the lifetime of the bearing
and the effect of different model assumptions in the final RUL
estimation. Third, we provide a confidence interval for the
RUL estimates using the prediction errors calculated as part
of EKF. Finally, we illustrate how different types of features
may carry more information under changing operating condi-
tions. The proposed framework is applied to the PRONOSTIA
platform [38], which has provided an extensive vibration data
set for three types of operation for bearings loaded with radial
forces. This data set has been used by other investigators
to evaluate failure prognosis and RUL estimation algorithms
[24], [39], [40].
II. B ACKGROUND
A. Time and Frequency Domain Signal Features
Current bearing prognosis algorithms rely mostly on time-
domain features [41] such as root mean square, kurtosis, skew-
ness, and average power or frequency-domain features such as
RMS frequency, frequency center, and peak value [34], [39],
[42]. In the area of TF features, signal transforms such as
the wavelet transform [7], [9], empirical mode decomposition
[40], and TF distributions have been used [43]. In this paper,
we will focus on the time-domain variance feature, which has
been shown to be a good indicator of bearing failure in pre-
vious work.
B. TFDs
Most real-life signals of interest, including bearing vibration
signals, are nonstationary in nature. In these cases, it is more
suitable to extract features that can capture the TF energy
distribution of the signals. In this paper, we utilize Cohens
class of bilinear timefrequency distributions (TFDs) to extract
signatures of bearing vibrations during the lifetime of a bearing.
Cohens class of TFDs is defined as1 [44]
 

C(t, ) = (, )s u + s
2
  j(ut )
u e du d d (1)
2
where function (, ) is the kernel function, and s is the
signal. In this paper, we choose ChoiWilliams distribution,
with kernel (, ) = exp((( )2 /)), to filter out the cross-
terms, where controls the tradeoff between TF resolution
and the cross-terms. As , ChoiWilliams distribution
approaches the Wigner distribution providing high resolution,
and as 0, ChoiWilliams distribution suppresses more
cross-terms at the expense of reduced resolution. Previous re-
search has shown the improved performance of this kernel with
1 All integrals are from to unless otherwise stated.
SINGLETON et al.: EXTENDED KALMAN FILTERING FOR REMAINING-USEFUL-LIFE ESTIMATION OF BEARINGS 1783

respect to Wigner distribution, short-time Fourier transform,

and wavelet transform for fault diagnosis [4].

C. TF Feature Extraction
To quantify the spread of vibration energy in the TF domain,
we propose to use a measure of concentration, i.e., entropy, as
adapted to the TF plane [45], [46]. For TFDs, Rnyi entropy has
been proposed as a suitable measure of uncertainty in the TF
plane since it is well defined for both positive and nonpositive
distributions [46], [47], i.e.,
1  C[n, k]

H (C) = log2   (2)
1 n n k C[n, k]
k

where > 0 is the order of Rnyi entropy, and n and k are the
discrete time and frequency indexes. As 1, Rnyi entropy
Fig. 1. Normal and degraded bearing [38].
converges to the well-known Shannon entropy. As most bilinear
TF distributions take on negative values for some n and k
in the TF plane, Shannon entropy may not always be well
defined. On 
the other hand, Rnyi entropy is well defined as
long as n k C [n, k] > 0. In this paper, = 3 is chosen,
since third-order entropy is defined for a large class of signals
and can reduce the effect of the cross-terms in quantifying the
concentration of the signal in the TF plane.

D. Extended Kalman Filtering

Kalman filtering is a recursive algorithm that estimates the
true state of a system based on noisy measurements. The
Kalman filter (KF) has been used in many applications involv-
ing navigation, online system identification, and tracking [48],
[49]. Recently, Kalman filtering has been successfully applied
to fault prognosis [36]. For example, in [50], Kalman filtering
is used to interpolate the signal feature trends learned from the
labeled data and then to estimate the evolution of the faults
for diagnosis purposes. However, Kalman filtering assumes
a linear system dynamics model with Gaussian noise in the
measurements, which is not always realistic in real-life applica-
tions. Extended Kalman filtering (EKF) is an extension of this
framework to nonlinear system dynamics and has been used by
Lall et al. [36], [37] for prognostics of electronic interconnects
and by Saha et al. [51] for battery life management. The EKF
equation in the presence of process noise and measurement
noise is
xk = f (xk1 , uk1 ) + wk1 (3)
where xk is the state being estimated, f is a nonlinear function
of states, uk is the input at time sample k, wk is random zero-
mean noise with covariance matrix Qk . In EKF, the relationship
between system states (xk ) and measurements (zk ) can also be
nonlinear, i.e.,
zk = h(xk ) + vk (4)
where zk is the measurement, h is a measurement function that
is a nonlinear function of states, and vk is a zero-mean random
process described by the measurement noise covariance matrix,
Fig. 2. Bearing support shaft of the PRONOSTIA platform [38].
i.e., Rk . To carry out the normal KF operations, the nonlinear
functions, i.e., f and h, must be locally linearized around the
estimated state by calculating their respective Jacobian, produc-
ing matrices F and H, respectively. One important point in the
implementation of EKF is the choice of the initial parameters,
as the speed of convergence depends on the initial estimate x0
and the uncertainty matrix P0 [52].
III. M ETHODOLOGY
A. Data
The data in this paper come from the PRONOSTIA experi-
mental platform at FEMTO-ST Institute in Besancon, France.
The PRONOSTIA platform allowed for an accelerated degra-
dation of ball bearings to provide real experimental data that
characterize the degradation of the ball bearings during their
lifetime. This platform differs from others in that the bearing
failure process is normal and that the bearings are not tam-
pered with during the introduction of defects. In Fig. 1, an
example of a normal and degraded bearing is shown.
The PRONOSTIA platform consisted of three parts. The
first part is the rotating part, which includes the asynchronous
motor, gearbox, and two shafts used to drive the experiment.
The motor power was rated at 250-W power and rated speed
of 2830 r/min. The gearbox allowed the secondary shaft to
rotate at a speed less than 2000 r/min while maintaining the
motors ratted torque. The secondary shaft was then connected
1784 IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS, VOL. 62, NO. 3, MARCH 2015
Fig. 3. Overview of the PRONOSTIA setup [38].
TABLE I
O PERATING C ONDITION S PECIFICATIONS
to the inner race of the bearing via compliant and rigid shaft
couplings. The bearing support shaft (see Fig. 2) is also held
by two pillow blocks on the ends. Second, there was a loading
part in which the bearings were loaded in and the radial forces
were applied. This part consisted of a pneumatic jack and
a clamping ring of the test bearing. Force is applied to the
bearing through its clamping ring via the amplification of the
force from the pneumatic jack through a lever arm. Third, there
was a measurement part in which radial force, bearing shaft
speed, and torque were measured at a frequency of 100 Hz.
These three measurements determined the operating conditions
of the bearing. The entire overview of the PRONOSTIA setup
is shown in Fig. 3.
The characterization of the bearings degradation is based on
two types of sensors: vibration and temperature. The vibration
sensors consist of two miniature accelerometers radially placed
on the external race of the bearing 90 to each other, with one
being placed on the vertical axis and the other on the horizontal
axis. The temperature sensor was placed in a hole close to the
external bearings ring. The vibration and temperature signals
were sampled at 25.6 and 10 Hz, respectively.
As part of the experiment, three different operating con-
ditions were explored, in which radial load and speed were
varied. The different conditions can be seen in Table I. A total
of 17 run-to-failure data sets were given. Six run-to-failure
data sets were given for algorithm training, and the remaining
monitoring data of the 11 bearings were truncated for testing
purposes [38]. Table I shows a complete breakdown of the
operating conditions and their specifications.
Fig. 4. Raw data of initial vibration signal for bearing 1_1.
Fig. 5. ChoiWilliams transformation of initial horizontal vibration sig-
nal with = 10 for bearing 1_1.
B. Feature Extraction
The vibration data from the bearings described in the previ-
ous section are used for feature extraction. An example of raw
vibration signals from the initial sample (healthy state) can be
found in Fig. 4. In the time domain, variance was extracted as a
feature. Median filtering was performed to smooth the feature,
using a window size of 15. Since the vibrations are known to
be nonstationary, we also considered TF-domain entropy with
= 3. The raw vibration signals were transformed into the
TF domain using the ChoiWilliams distribution with = 10,
where the optimal value was empirically determined. The TF
representations of initial and failure samples can be found in
Figs. 5 and 6, respectively.
From the TFDs, we have observed that the TF representation
of vertical vibration signals gave little useful information. In
the initial samples of horizontal TF representations, there was
no energy present in the 040-Hz range. As time progressed
toward failure, the energy in this frequency band became more
significant. Therefore, we used the distribution of energy in
SINGLETON et al.: EXTENDED KALMAN FILTERING FOR REMAINING-USEFUL-LIFE ESTIMATION OF BEARINGS 1785

for the variance trend and

0 1 eck k kbk eck k
f 0 1 0 0
Fk = = (10)
x xk 0 0 1 0
0 0 0 1

h
Hk = = [1 0 0 0] (11)
x xk

for the entropy trend.

The initial state estimate given to the EKF, i.e., x0 , consisting
of the initial value for the degradation feature as well as the
initial guesses for the parameters was found through use of the
training data. The averages of these values within operating
conditions were then used as the initial parameter estimates
in x0 in the RUL prediction stage. Furthermore, the initial
values for each training set was extracted, and the average for
each operating condition was used as the initial value for the
Fig. 6. ChoiWIlliams transformation of final horizontal vibration signal
with = 10 for bearing 1_1.
degradation feature in x0 . The initial uncertainty matrix, i.e.,
P0 , was empirically chosen as
this band, captured by its entropy, as an indicator of the fault
progression in the bearings. 0.1 0 0
P0 = 0 0.1 0 . (12)
C. EKF Parameter Learning 0 0 0.1

For the two different types of features, i.e., vibration and en-
tropy, time-dependent degradation models are obtained through D. RUL Prediction
curve fitting. For the variance feature, an exponential of the
form aebt was found to be the most suitable, whereas for the TF The failure thresholds, i , where i is the ith threshold for
entropy feature, a curve in the form of a bect was more suit- a given operating condition, were extracted as the value at the
able [see Fig. 7(a) and (b)] The parameters of the degradation final sample of each training data set. The final testing threshold
function are updated with each new measurement. To accom- for each operating condition was computed as the average of
plish this, a state vector x containing the equation for the curve these per operating condition, given by
fit as well as the unknown parameters describing this degra-
1 
K
dation model at each time point are defined for each feature. o = i (13)
For the variance feature, the parameters ak and bk of the ex- K i=1
ponential curve are used to define the state vector as [43], [53]
where K is the number of training sets in operating condition
xk = [ak ebk k ak bk ]T (5) o. Tracking of the test features begins after a certain amount
of time has passed since the data at the first time points are
and for the entropy feature, we have not usually reliable for RUL estimation and may not follow the
trend learned from the training data.
xk = [ak bk eck k ak bk ck ]T (6)
An overall view of the algorithm and all its steps are given
both with the measurement equation given by below:
1) Initialize x0 and P0 .
zk = h(xk ) = xk (1). (7) 2) Predict the next state, xk , and uncertainty matrix,
Mk , i.e.,
It is also noted that there is no input to this system; hence, in
our case, uk defined in (3) is equal to zero. With each time step, xk = f (xk1 ) + wk1 (14)
the parameters of the degradation model are updated to form a
new model, i.e., fk , and an estimate of the next state, i.e., xk , is Mk = Fk1 Pk1 Fk1 + Qk1 . (15)
calculated. Functions f and h are then locally linearized about
3) Take in measurement zk .
that estimate to produce Fk and Hk by
4) Update the predictions and their uncertainties using the

0 ebk k kak ebk k Kalman gain, Kk , i.e.,
f
Fk = = 0 1 0 (8)  1
x xk Kk = Mk HTk Hk Mk HTk + Rk (16)
0 0 1
xk xk + Kk (zk Hk xk ) (17)
h
Hk = = [1 0 0] (9)
x xk Pk = (1 Kk Hk )Mk . (18)
1786 IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS, VOL. 62, NO. 3, MARCH 2015
5) The current value of the feature state is extrapolated out
to failure threshold. The total number of time steps, i.e.,
n, required to reach the failure threshold is taken as the
RUL at time k, i.e.,
o = xk+n = fk (xk+n1 ) + wk+n . (19)
6) Calculate the confidence intervals of RUL predictions
(see Section III-E).
7) Repeat process starting at step 3.
E. RUL Condence Intervals
An important aspect of prognosis is not just to predict the
RUL but to add a confidence measure to it as well. In the
testing phase, the confidence interval of the RUL prediction
is calculated by using the error covariance matrix, i.e., P. At
the end of each step, the error covariance matrix is updated
giving the uncertainty measurement between the predicted state
x and the true measurement. Since the first value in the state
variable is the actual feature value, being either entropy or
variance, P(1, 1) contains the uncertainty of the predicted state.
Given this uncertainty, a 95% confidence interval can be placed
around the estimate, and the upper and lower bounds, i.e.,
xubd = x(1) + 2.567P(1, 1) and xlbd = x(1) 2.567P(1, 1),
are extracted. Similar to original RUL estimation, these values
can also be extrapolated to the failure threshold to obtain upper
and lower confidence bounds on the RUL predictions.
IV. R ESULTS
A. Feature Extraction and Curve Fitting
For all of the data sets described in Table I, both time-
domain variance and TF-domain entropy features are extracted.
A degradation trend is extracted from the training data based
on these features by analytical curve fitting. The accuracy of
curve fitting was quantified by the normalized mean square
error (NMSE), given by (x x2 /x2 ), where x is the fitted
curve, and x is the raw data. For the variance feature, it was
noted that the first and third operating conditions similarly
behave, with the degradation trend modeled by an exponential
function aebt across the lifetime of the bearings. The average
NMSE across the four training sets in operating conditions 1
and 3 for the variance feature is 0.526. However, for the second
operating condition, the degradation trend for the variance
feature in the testing data does not fit the trend learned from
the training data. This may be due to the fact that the testing
samples provided for operating condition 2 were truncated
before the variance feature could capture the degradation, i.e.,
the testing life history is shorter, average of 152 min, compared
with the other operating conditions. For the entropy feature, we
determined the best curve fit to be of the form a bect , and
the average NMSE between this fit and the entropy from all the
training sets was 0.048. Table II shows all of the NMSE values
for both features and all training sets. Table III shows the values
of the parameters for each training set. We also note that the
NMSE is usually higher for the variance feature since its range
is larger compared with entropy, as shown in Fig. 7.
TABLE II
NMSE B ETWEEN C URVE F ITS AND F EATURES
TABLE III
C URVE F ITTING PARAMETERS FOR T RAINING DATA
B. RUL Estimation
As noted above, we used two different features to estimate
the RUL based on the operating condition. In Table IV, the
RUL estimation results using entropy versus variance on all of
the testing data sets are given. The results are quantified by the
percentage of RUL estimations that fall within +/ 20% of
the true RUL in the last 500 s. It is shown that using variance
in the first and third operating conditions will provide the user
with accurate RUL estimations toward the end of the test sets.
However, the variance feature cannot predict the true RUL for
operating condition 2. This is due to the fact that the variance
feature, as shown in Fig. 7(a), stays constant all the way through
the run until the very end, where it is able to capture the failure
of the bearing. Therefore, if the testing data set is truncated too
early, i.e., before the bearing gets close to failure, the variance
feature is not a good indicator of failure and cannot perform
well in the subsequent RUL estimation. On the other hand, the
entropy feature shows an initial increase in value, indicative of
the bearings health deterioration, and then stays stable around
this value as shown in Fig. 7(b). As such, when the test set
is short compared with the lifetime of the bearing, as in the
case of operating condition 2, the entropy feature is successful
in tracking the early deterioration of bearing health and in
predicting the true RUL in most of the test cases. When the
test data set is longer, entropy does not yield accurate RUL
estimates since during the last 500 s of the lifetime of the
bearing the entropy values do not change that much. Therefore,
in the final analysis, the variance feature was used for operating
conditions 1 and 3, and the entropy feature was used for
operating condition 2. It is also important to note that for certain
test sets from condition 2, particularly for Bearing 2_3 and
Bearing 2_7, neither feature gets close to the true RUL estimate.
This is due to the fact that the test data set is very short, e.g.,
only 29 min in the case of Bearing 2_7.
In particular, Fig. 8(a) shows the results of RUL predictions
on bearing 1_3. Predictions were started at the half point since
early RUL predictions with the variance feature are not very
reliable and meaningful. As shown in this figure, the RUL
predictions at the beginning have a lot of error, but as time goes
SINGLETON et al.: EXTENDED KALMAN FILTERING FOR REMAINING-USEFUL-LIFE ESTIMATION OF BEARINGS
Fig. 7. Curve fitting to variance and entropy features. (a) Variance curve fit for bearing 1_1. (b) Entropy curve fit for bearing 3_1.
TABLE IV
C OMPARISON OF RUL U SING VARIANCE V ERSUS E NTROPY
on, they converge to the true RUL. Fig. 9 shows the RUL esti-
mations over time for the only testing set in the third operating
condition, i.e., bearing 3_3. Here, too, we can see that the trend
of RUL predictions across time converges to the true RUL line.
It is noted that the convergence of this set is slower than that
of the previous. This is due to the lack of substantial number
of samples for updating, i.e., shorter test data set (59 min).
Fig. 10 shows the performance of the entropy feature in RUL
prediction for bearing 2_4 from the second operating condition.
Although the data set is more truncated compared with the other
two operating conditions, entropy is able to track the actual
RUL value.
We also noticed in the RUL prediction algorithm that the
time at which EKF tracking is started has an effect on how
quickly the estimated RULs converge to the true RUL. If
the tracking is started at the beginning of the testing data,
the convergence is much slower as there are more irrelevant
samples or noise in the data that lowers the accuracy of the
RUL prediction. An example of these phenomena is shown
in Fig. 11, where we show the RUL estimations of the same
bearing with different start times for tracking. The convergence
of the algorithm is faster when the procedure is started midway,
instead of at the very beginning. Neither one of these starting
points converges as fast as starting past halfway, as shown
in Fig. 9.
1787
C. Comparison of EKF Versus KF
Here, we compare the performance of the proposed extended
KF (EKF) approach to the regular KF (see Table V), which is
commonly used in the literature for prognosis, in terms of the
percentage of estimated RUL values within +/ 20% of the
true RUL in the last 500 s. For the majority of the data sets,
the KF shows no accuracy toward the end of the testing data
set with the exception of test set 6. Overall, the EKF-based
RUL algorithm performs better than the KF for all operating
conditions.
D. Condence Interval Estimation
In Fig. 8(b), we can see a closer view of the end of the run,
along with the confidence intervals of the RUL estimations. We
also show a bandwidth around the true RUL (+/ 20% of the
true RUL value) to see how well the estimated RULs fall within
this band. At the beginning of the algorithm, the true RUL is
not within the confidence bounds of the predictions. This is
due to the fact that samples toward the beginning of the testing
data may not provide enough information to perform feature
tracking. However, toward the end of the run, the predictions
as well as their confidence intervals are both within 20% of the
actual RUL.
V. C ONCLUSION
In this paper, we have introduced a stochastic-modeling-
based prognosis approach, i.e., EKF, for tracking the RUL of
bearings. First, we introduced both time and TF domain fea-
tures of vibration signals and illustrated that different features
may work better under different operating conditions depending
on the length of the test data set. In particular, we showed
how the entropy feature is successful at detecting the early
stages of degradation, whereas the variance feature is not very
informative until the final failure stage. For this reason, test
data sets that were shorter provided less information for RUL
estimation yielding higher error rates. This phenomenon was
1788 IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS, VOL. 62, NO. 3, MARCH 2015

Fig. 8. RUL estimation for bearing 1_3 with the variance feature. (a) RUL prediction over time versus the actual RUL. (b) Confidence interval for
the estimated RUL near the end of testing.

Fig. 9. RUL estimation for bearing 3_3 with the variance feature. Fig. 11. RUL estimation for bearing 3_3 with different EKF tracking
start times.

also observed in other papers using the PRONOSTIA data set

such as [24] and [40]. Second, we gave a detailed description
of RUL estimation based on EKF along with a procedure to
estimate the confidence interval along the RUL estimates. This
is an important contribution, since most existing work does
not consider the probabilistic nature of RUL estimations and
only report the mean values. Finally, we applied the proposed
algorithm to bearing vibration data from the PRONOSTIA
platform to illustrate the convergence of the algorithm along
with its behavior under different conditions.
Although the PRONOSTIA data have been very useful in
terms of providing the true RUL for evaluation of the methods
and are used in the work for this paper, they, too, have a number
of limitations: There is only one cause of failure (radial load),
although others are also possible (contamination, oscillating
load, bearing currents, etc.), and there no intermediate inspec-
Fig. 10. RUL estimation for bearing 2_4. tions of the rolling surfaces. These intermediate inspections
SINGLETON et al.: EXTENDED KALMAN FILTERING FOR REMAINING-USEFUL-LIFE ESTIMATION OF BEARINGS
TABLE V
C OMPARISON OF RUL E STIMATIONS U SING EKF V ERSUS KF
would be used to relate faults to features and help provide
insights into the evolution of the fault and its manifestation in
the features. In this paper, we have tried to identify some of the
physical characteristics of the fault development only from the
available data.
Future work will consider several improvements to this
methodology. First, as the results indicate, the starting point
of EKF in the testing data has a direct effect on the conver-
gence rate of the RUL estimates. Sliding-window-based EKF
implementation such that, at each time point, only the most
recent past time points are used to estimate the RUL may help
with fitting the learned trend of the degradation profile to the
testing features. Since the testing data are a truncated version
of the full lifetime of a bearing, the trends obtained for training
data may not always be good fits to the testing data, resulting
in a large amount of prediction error. Second, future work
will consider fusion of different features and corresponding
degradation profiles for a more accurate system model. As
seen in this paper, entropy is good at detecting the onset of
the degradation in the bearing, whereas variance is good at
detecting the final failures. Therefore, using different features in
EKF training for different time intervals may improve the RUL
estimation. Finally, the proposed framework will be extended to
different types of sensor data, such as the current, from bearings
to improve the RUL estimation accuracy.
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Rodney K. Singleton, II (S13) received the
B.S. (with honors) and M.S. degrees in electri-
cal engineering from Michigan State University
(MSU), East Lansing, MI, USA, in 2010 an 2013,
respectively, where he is currently working to-
ward the Ph.D. degree in electrical engineering.
He is a GEM and NSF Fellow. His graduate re-
search includes the prognosis of bearing faults
in electrical motors and remaining-useful-life es-
timation of bearings.
Elias G. Strangas (S74M80) received the
Dipl. Eng. degree in electrical engineering from
the National Technical University of Greece,
Athens, Greece, in 1975 and the Ph.D. degree
from the University of Pittsburgh, Pittsburgh, PA,
USA, in 1980.
He was with Schneider Electric (ELVIM),
Athens, from 1981 to 1983 and the Missouri
University of Science and Technology, Rolla,
MO, USA, from 1983 to 1986. Since 1986, he
has been with the Department of Electrical and
Computer Engineering, Michigan State University, East Lansing, MI,
USA, where he is the Head of the Electrical Machines and Drives Labo-
ratory. His research interests include the design and control of electrical
machines and drives, finite-element methods for electromagnetics, and
fault prognosis and mitigation of electrical drive systems.
Selin Aviyente (S97M02) received the B.S.
degree (with high honors) in electrical and elec-
tronics engineering from Bogazici University,
Istanbul, Turkey, in 1997 and the M.S. and Ph.D.
degrees in electrical engineering: systems from
the University of Michigan, Ann Arbor, MI, USA,
in 1999 and 2002, respectively.
In August 2002, she joined the Department of
Electrical and Computer Engineering, Michigan
State University, East Lansing, MI, USA, where
she is currently an Associate Professor. She has
published over 80 refereed journal and conference proceedings articles
on timefrequency analysis, signal detection, and classification. Her
research focuses on the theory and applications of statistical signal
processing, particularly nonstationary signal analysis. She is interested
in developing methods for efficient signal representation, detection, and
classification.
Dr. Aviyente was a recipient of the 2005 Withrow Teaching Excellence
Award and the a 2008 National Science Foundation CAREER Award.