Материал: Damage Propagation Modeling

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developing diagnostics or prognostics algorithms.

 

 

 

The output is a time series (cycles) of observables (Nf,

In this study, since there was no real data available to

Nc, wf, …) at cruise

snapshots that were produced by

characterize true noise levels, simplistic normal noise

modifying flow and efficiencies of the HPC module from

distributions were assumed based on information available

initial

settings

(indicating

normal deterioration)

to

values

from the literature [13, 16-18]. However, to make the signal

corresponding

to failure

threshold. Degradation

 

of

other

noise non-trivial, mixture distributions were used and all of

modules was not included intentionally in the challenge data.

these

noise

sources

were

combined

to

present

similar

D.

Health Index Calculation

 

 

 

 

 

 

 

 

 

challenges in a realistic manner. Since any degradation is

 

 

 

 

 

 

 

 

 

The safe operation region for an engine is determined via

modeled by varying

(generally

decreasing) the

efficiency

operability margins - how far the engine is operating from

and flow parameters for the engine, the initial wear due to

various operational limits like stall and temperature limits.

manufacturing

and

assembly variations was

modeled

by

These margins can be calculated by computing the distance

selecting initial values, e0 and f0,

for e and f parameters (eq.

between current engine state and pre-defined limits. Among

6) from a random distribution, such that the maximum initial

the margins considered, some are directly measurable, such

deterioration

is bounded

within 1%

degradation

of the

as core speed limits and upper EGT thresholds. Others are

healthy condition as

cited in [14]. Therefore,

each

health

“virtual” margins established through simulation. Each of

index trajectory starts with a number between 1 and 0.99.

 

 

these margins are normalized to the range [0,1], where one

To

model

 

the

process

noise,

first

the

degradation

 

signifies

a

perfectly healthy system and zero denotes a

trajectory

parameters,

ak

and bk, corresponding

to

a unit

system whose stall margin has reduced by a specified limit.

under

test

k

 

were

chosen

from

a normal

distribution.

 

For the challenge data this limit was set at 15% for HPC,

Together

with

e0

and

f0,

these

parameters

define

a

LPC and

fan

stall

margins and about 2% for the EGT

deterministic

trajectory

for

degradation

for

a

particular

margin. The underlying premise is that if one engine with

engine. This trajectory was then masked by a mixture of two

certain

e

and

f pairing violates either one of operational

random distributions with slightly different variances. It has

margins under any possible operational conditions, such as

been shown that mixture noise models are more difficult to

hot day take off, maximum climb, or cruise, its health index

characterize

even

if

they

consist

of

simple

individual

would be zero. Otherwise, whichever normalized margin is

components [19]. This contaminated trajectory was fed to

lower would be its current health index. As shown in Figure

the

engine model

simulation

and

corresponding

sensor

6,

these

margins

change as a function of operational

outputs listed in Table

2

were

collected

after the

system

conditions

(e.g. throttle resolver angle (TRA), altitude,

response reached a steady state. This way, the input process

ambient temperature, etc.). Therefore, the health index must

noise

gets

filtered

through

system

dynamics

and

overall

be adjusted according to operational condition as well.

 

effect is observed in the output. Lastly, a random

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

measurement

noise

component

was added to

all

output

 

12

 

 

 

 

 

 

 

 

40

 

 

 

 

 

 

 

channels in order to impose sensor noise. This multistage

Margin

1

 

 

 

 

 

 

 

2

 

 

 

 

 

 

 

11

 

 

 

 

 

 

StallHPCMargin StallHPCMargin

35

 

 

 

 

 

 

 

noise contamination resulted in complex noise

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Fan

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Margin

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

characteristics

often

observed

in real

data and posed

a

Stall

10

 

 

 

 

 

 

 

 

30

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Stall

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

similar challenge in front of competition participants to carry

Fan

9

 

 

 

 

 

 

 

 

25

 

 

 

 

 

 

 

out appropriate de-noising operations.

 

 

 

 

 

 

 

8

 

40

 

60

80

 

100

 

20

 

40

60

 

 

80

100

C.

Data Generation

 

 

 

 

 

 

 

 

 

 

 

 

 

20

 

 

 

 

20

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

14

 

 

 

TRA

 

 

 

2200

 

 

TRA

 

 

 

 

The process for using the model was as follows:

 

 

 

StallMargin

12 3

 

 

 

 

 

 

EGT

2000 4

 

 

 

 

 

 

 

 

1.

Choose initial deterioration (f0, e0).

 

 

 

 

 

10

 

 

 

 

 

 

1800

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

EGT

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

e0 [0.99,1]

 

 

 

 

(9)

Stall

8

 

 

 

 

 

 

1600

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

LPC

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

f0 [0.99,1]

 

 

 

 

 

 

LPC

6

 

 

 

 

 

 

 

1400

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

4

 

 

 

 

 

 

 

1200

 

 

 

 

 

 

 

 

2.

Impose an exponential rate of change for flow and

 

 

 

 

TRA

 

 

 

 

 

TRA

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

20

 

40

 

60

80

 

100

 

20

 

40

60

 

 

80

100

 

 

efficiency loss for each data set, denoting an

Figure 6. Stall margins vary as a function of operational conditions (TRA in

 

 

otherwise unspecified fault with increasingly

this example).

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

worsening effect as described in equation (4). This

For the challenge data set six different flight conditions

 

 

results in the overall health index, H(t)=g(e(t), f(t)),

 

 

were simulated that comprised of a range of values for three

 

 

varying as a function of time. The randomly chosen

 

 

operational

conditions: altitude (0-42K ft.), Mach number

 

 

direction and evolution of faults is constrained by

 

 

 

 

(0-0.84),

and TRA

(20-100). Furthermore, these

margins

 

 

 

 

 

 

 

fi ,ei

≤ 1%,

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

change

as

system

degradation takes

place.

If

system

 

 

 

 

 

 

ak

[0.001, 0.003],

 

 

 

(10)

 

 

 

 

 

 

 

 

 

degradation

is

plotted

on flow-efficiency axes, various

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

bk

[1.4,1.6],

k = 1,2.

 

 

 

 

margins

indicating

the

deterioration

can

be

depicted as

 

3. Stop when health H= 0 (this is our failure criterion).

shown in Figure 7 and Figure

 

8. A

 

threshold

boundary

 

4.

Superimpose measurement noise to the output data.

separates

the

failure

region

 

for

respective

 

margins.

Depending on the direction of the failure evolution trajectory (simulated by changing e and f parameters) a threshold may or may not be crossed. Therefore, the overall health index is determined by the margin that approaches the corresponding limit first. For instance, in the following figures, health index is determined by increasing EGT (decreasing EGT margin) as compared to HPC stall margin for all three degradation trajectories. Each degradation trajectory was simulated until the health index reached zero.

 

0

Failure

 

 

 

 

 

-0.02

 

 

 

35

 

-0.04

Region

 

 

 

 

 

 

 

 

 

 

 

30

Loss (%)

-0.06

 

 

 

 

 

 

-0.08

 

 

 

 

 

25

Flow

-0.1

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

20

 

-0.12

 

 

 

 

 

 

 

-0.14

 

 

 

 

 

15

 

-0.16

-0.14

-0.12

-0.1

-0.08

-0.06 -0.04 -0.02

0

 

-0.16

 

 

 

 

 

Efficiency Loss (%)

 

Figure 7. Fault propagation trajectories on HPC stall margin contour map.

 

0

 

 

 

 

 

2450

 

 

 

 

 

 

 

 

-0.02

 

 

 

 

 

2400

 

 

 

Failure

 

 

 

-0.04

 

 

 

2350

(%)

-0.06

Region

 

 

2300

Loss

-0.08

 

 

 

 

 

 

Flow

 

 

 

 

 

 

2250

-0.1

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

2200

 

-0.12

 

 

 

 

 

 

 

 

 

 

 

 

 

2150

 

-0.14

 

 

 

 

 

 

 

 

 

 

 

 

 

2100

 

-0.16

-0.14

-0.12

-0.1

-0.08 -0.06

-0.04 -0.02

0

 

-0.16

 

 

 

 

 

Efficiency Loss (%)

 

 

Figure 8. Fault propagation trajectories on EGT contour map with failure threshold.

VI. COMPETITION DATA

The objective was to generate train, test, and validation data sets for development of data-driven prognostics. To that end, a reasonably large number of trajectories were created from C-MAPSS that had the following properties:

1)Simulation of degradation in HPC module under 6 different combinations of Altitude, TRA, and Mach number operational conditions. Sensed margins (fan, HPC, LPC and EGT) were used to compute health index to determine simulation stopping criteria.

2)Time series of observables including operational variables (see Table 1 and Table 2), that change from some undefined initial condition to a failure threshold. Participants were not given access to the health index explicitly and were expected to infer it from the given sensed variables.

3)Division of data into training set, test set, and validation

set. The training set had trajectories that ended at the failure threshold while the test and validation sets were pruned to stop some time prior to the failure threshold.

4)The range of RUL variation was expanded for the validation set to test robustness of the algorithms trained on test data set (a condition that was not announced to the participants). The test data set RULs ranged between 10 and 150 cycles, whereas validation RULs ranged between 6 and 190 cycles. However, all other

characteristics like variation in initial wear, noise levels and degradation parameters spread remained changed.

Participants of the challenge were then given details of the scoring function. They could submit their test set results in vector form through a web site where scores were automatically calculated and posted back to the participants, allowing them to improve their algorithms. To avoid overfitting to the test data, the validation set was withheld and published later, without feedback of the score until after the competition had closed.

VII. PERFORMANCE EVALUATION

Performance evaluation is concerned with employing metrics that help assess if the prognosis meets specifications for the task at hand. In PHM context, since the key aspect is to avoid failures, it is generally desirable to predict early as compared to predicting late. However, in specific situations where failures may not pose life threatening situations and early predictions may instead involve significant economic burden, this equation may change and one may not prefer conservative predictions. Hence, a performance evaluation system should reflect such characteristics to meet specific requirements.

For an engine degradation scenario an early prediction is preferred over late predictions. Therefore, the scoring algorithm for this challenge was asymmetric around the true time of failure such that late predictions were more heavily penalized than early predictions. In either case, the penalty grows exponentially with increasing error. The asymmetric preference is controlled by parameters a1 and a2 in the scoring function given below (eq. 11) and Figure 9 shows the score as a function of the error.

n

 

d

 

 

 

 

 

 

 

 

 

 

 

 

 

1for d < 0

e a1

 

i=1

d

 

 

(11)

s =

 

 

n

 

 

 

 

 

 

 

 

 

 

 

 

1for d 0,

e a2

 

 

 

 

 

 

 

 

 

 

i=1

 

 

 

 

 

 

 

where

s is the computed score, n is the number of UUTs,

d = tˆRUL tRUL (Estimated RUL – True RUL), a1 = 10, and a2 = 13.

150

 

 

100

 

 

score

 

 

50

 

 

0

0

50

-50

 

error

 

Figure 9. Score as a function of error.

Asymmetric scoring functions like this capture the preference for early prediction pretty well and can be appropriately tuned to quantify the extent of such preference.

While evaluating the results, it was realized that this prognostics metric can be further enhanced in various ways. It must be noted that predicting farther into the future is more difficult than predicting at a time closer to the end of life. Furthermore, it is more important to weigh accuracy of RULs higher when one is closer to the end of life. Keeping these thoughts in mind it may be desirable to assign higher weights for cases with shorter true RULs. Another characteristic of such datasets is that the performance of an algorithm is evaluated from multiple units under test (UUTs), e.g., in fleet applications. Since the metric is a combined aggregate of performance for individual UUTs, an additional correlation metric should be employed to ensure that an algorithm consistently predicts well for all cases as against predicting well for some and poorly for the rest. This idea is illustrated in Figure 10 and Figure 11 shows a simplified asymmetric scoring function used for this illustration.

The various axes shown in Figure 11 show six different cases of prognostics algorithm outputs. Each axis shows estimated RULs and the corresponding true RULs for four UUTs. A simple asymmetric function (see Figure 10) is used to compute scores from RUL predictions for each UUT. As shown, each of these six cases produces an equal aggregated score of six. Clearly one can further differentiate in the output performance based on the suggested correlation metric. In some applications a higher correlation score may be preferred over lower aggregated scores, as a higher correlation may indicate a bias in the algorithm output that can be accordingly adjusted.

 

1010

True RUL

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

88

Late Prediction

 

 

 

 

 

 

 

 

66

Early prediction

 

 

 

 

 

 

 

Score

 

 

 

 

 

 

 

 

 

 

44

 

 

 

 

 

 

 

 

 

 

 

22

 

 

 

 

 

 

 

 

 

 

 

00-5

-4

-3

-2

-1

0

1

2

3

4

5

 

-5 -3 -4 -2 -1

0

1

2

3

4

5

Prediction Error

Figure 10. A simplified asymmetric scoring function chosen for illustration

1010

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1010

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

True RUL

 

 

 

 

 

 

 

 

 

 

 

 

 

 

88

 

 

 

 

 

 

 

 

 

Late Prediction

 

88

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Early prediction

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

66

 

 

 

 

 

 

 

 

 

 

66

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

44

 

 

 

 

 

 

 

 

 

 

 

 

 

 

44

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

22

 

 

 

 

 

 

 

 

 

 

 

 

 

 

22

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

001

 

 

 

 

 

 

 

 

 

 

 

 

 

0

01

 

 

 

 

 

 

 

 

 

 

 

2

3

4

5

6

7

8

9

10

2

3

4

5

6

 

7

8

9

10

1

2

3

4

5

6

7

8

9

10

 

1

2

3

4

5

6

7

8

9

10

 

 

 

 

 

 

UUT Index

 

 

 

 

 

 

 

 

 

 

 

UUT Index

 

 

 

 

 

 

Score: +1 +2 +1 +2 = 6

 

Correlation: 0.89

 

 

 

 

Score: +2 +1 +2 +1 = 6

 

 

Correlation: 0.87

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1010

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1010

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

88

 

 

 

 

 

 

 

 

 

 

 

 

 

 

88

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

66

 

 

 

 

 

 

 

 

 

 

 

 

 

 

66

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

44

 

 

 

 

 

 

 

 

 

 

 

 

 

 

44

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

22

 

 

 

 

 

 

 

 

 

 

 

 

 

 

22

 

 

 

 

 

 

 

 

 

 

 

 

001

 

 

 

 

 

 

 

 

 

 

 

 

 

0

01

 

 

 

 

 

 

 

 

 

 

 

2

3

4

5

6

7

8

9

10

2

3

4

5

6

 

7

8

9

10

1

2

3

4

5

6

7

8

9

10

 

1

2

3

4

5

6

7

8

9

10

 

 

 

 

 

 

UUT Index

 

 

 

 

 

 

 

 

 

 

 

UUT Index

 

 

 

 

 

Score: +2 +1 +2 +1 = 6

 

Correlation: 0.86

 

 

 

 

Score: +1.5 +1.5 +1.5 +1.5 = 6

Correlation: 1.00

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1010

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1010

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

88

 

 

 

 

 

 

 

 

 

 

 

 

 

 

88

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

66

 

 

 

 

 

 

 

 

 

 

 

 

 

 

66

 

 

 

 

 

 

 

 

 

 

 

 

44

 

 

 

 

 

 

 

 

 

 

 

 

 

 

44

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

22

 

 

 

 

 

 

 

 

 

 

 

 

 

 

22

 

 

 

 

 

 

 

 

 

 

 

 

001

 

 

 

 

 

 

 

 

 

 

 

 

 

0

01

 

 

 

 

 

 

 

 

 

 

 

2

3

4

5

6

7

8

9

10

2

3

4

5

6

 

7

8

9

10

1

2

3

4

5

6

7

8

9

10

 

1

2

3

4

5

6

7

8

9

10

 

 

 

 

 

 

UUT Index

 

 

 

 

 

 

 

 

 

 

 

UUT Index

 

 

 

 

 

Score: +2 +1 +2 +1 = 6

 

Correlation: 0.00

 

 

 

 

Score: +1.5 +1.5 +1.5 +1.5 = 6

Correlation: 1.00

Figure 11. Scenarios illustrating various cases where error based aggregated scores may be same but the correlation score distinguishes further between different algorithms.

These suggestions are just to illustrate the point that there may be more modifications possible depending on specific applications and requirements and one must adapt accordingly. A comprehensive review of prognostics metrics is given in [20].

VIII. CONCLUSION

This paper has described how damage propagation can be modeled in various modules of aircraft gas turbine engines for developing and testing prognostics algorithms. A publically available aero-propulsion system simulator, C- MAPSS, was used in this study. Various assumptions and settings have been provided that were used to generate data for the PHM competition at the first international conference on prognostics and health management. Although, the data for the competition consisted of a subset of various possible conditions and settings, an insight into other possibilities can be easily derived. Later, a brief discussion has been provided on the performance evaluation of prognostics algorithms and the aspects of the performance metrics that may be desirable in a PHM application.

ACKNOWLEDGEMENTS

The authors would like to thank Dean Frederick for providing valuable insight into the operation of C-MAPSS.

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