A parameter estimation method for a condition‐monitored device under multi‐state deterioration

The overall performance of a mechanical device under random shocks, fatigue, and gradual degradation may continuously deteriorate over time, leading to multi‐state health conditions. This deterioration can be represented by a continuous‐time degradation process – with multiple discrete states – that reflects the relative degree of deterioration. This paper focuses on a condition‐monitored device with multi‐state deterioration, where its degradation state is not directly observable and only incomplete information is available through condition monitoring. After modeling this multi‐state device, an unsupervised parameter estimation method is developed, which employs historical condition monitoring information to estimate the unknown characteristic parameters of the degradation process and the observation process. The results are evaluated through numerical experiments.