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Comparison of Prognostic Algorithms for Estimating Remaining Useful Life of Batteries Bhaskar Saha 1, Kai Goebel 2 and Jon Christophersen 3 1Research Programmer, Mission Critical Technologies, NASA Ames Research Center, Moffett Field, CA 94035, USA 2Senior Scientist, NASA Ames Research Center, Moffett Field, CA 94035, USA 3Idaho National Laboratory, P.O. Box 1625, Idaho Falls, ID 83415, USA 1 The estimation of remaining useful life (RUL) of a faulty component is at the center of system prognostics and health management.Itgivesoperatorsapotenttoolindecisionmakingbyquantifyinghowmuchtimeisleftuntilfunctionalityis lost. RUL prediction needs to contend with multiple sources of errors like modeling inconsistencies, system noise and degradedsensorfidelity,whichleadstounsatisfactoryperformancefromclassicaltechniqueslikeAutoregressiveIntegrated MovingAverage(ARIMA)andExtendedKalmanFiltering(EKF).Bayesiantheoryofuncertaintymanagementprovidesa waytocontaintheseproblems.TheRelevanceVectorMachine(RVM),theBayesiantreatmentofthewellknownSupport VectorMachine(SVM),akernelbasedregression/classificationtechnique,isusedformodeldevelopment.Thismodelis incorporatedintoaParticleFilter(PF)framework,wherestatisticalestimatesofnoiseandanticipatedoperationalconditions areusedtoprovideestimatesofRULintheformofaprobabilitydensityfunction(PDF).Wepresenthereacomparative studyoftheabovementionedapproachesonexperimentaldatacollectedfromLiionbatteries.Batterieswerechosenasan example foracomplexsystem whoseinternalstatevariablesareeitherinaccessibletosensorsorhardtomeasureunder operational conditions. In addition, battery performance is strongly influenced by ambient environmental and load conditions. Keywords: Battery prognostics, remaining useful life, uncertainty management, Autoregressive Integrated Moving Average,ExtendedKalmanFiltering,RelevanceVectorMachine,ParticleFilter. 1. Introduction Batteriesformacorecomponentofmanymachinesandareoftentimescriticaltothewellbeingandfunctional capabilitiesoftheoverallsystem.Failureofabatterycouldleadtoreducedperformance,operationalimpairment andevencatastrophicfailure,especiallyinaerospacesystems.AcaseinpointisNASA’sMarsGlobalSurveyor whichstoppedoperatinginNovember2006.Preliminaryinvestigationsrevealedthatthespacecraftwascommanded togointoasafe,afterwhichtheradiatorforthebatterieswasorientedtowardsthesun.Thisincreasedthe temperatureofthebatteriesandtheylosttheirchargecapacityinshortorder.Thisscenario,althoughdrastic,isnot theonlyoneofitskindinaerospaceapplications.Infact,accurateestimatesofthestateofcharge(SOC),thestate ofhealth(SOH)andstateoflife(SOL)forbatterieswouldprovideasignificantvalueadditiontothemanagement ofanyoperationinvolvingelectricalsystems. The phrase “battery health monitoring” has a wide variety of connotations, ranging from intermittent manual measurementsofvoltageandelectrolytespecificgravitytofullyautomatedonlinesupervisionofvariousmeasured andestimatedbatteryparameters.Intheaerospaceapplicationdomain,researchershavelookedatthevariousfailure

Addressforcorrespondence: BhaskarSaha,NASAAmesResearchCenter,MS2693,MoffettField,CA94035,USA.Email: [email protected] modesofthebatterysubsystems.Differentdiagnosticmethodshavebeenevaluated,likedischargetoafixedcutoff voltage,opencircuitvoltage,voltageunderloadandelectrochemicalimpedancespectrometry(EIS)(Vutetakisand Viswanathan,1995).Inthefieldoftelecommunications,peoplehavelookedtocombineconductancetechnology with other measured parameters like battery temperature/differential information and the amount of float charge (CoxandPerezKite,2000). Other works have concentrated more on the prognostic perspective rather than the diagnostic one. Statistical parametricmodelshavebeenbuilttopredicttimetofailure(Jaworski,1999).Electricandhybridvehicleshavebeen anotherfertileareaforbatteryhealthmonitoring(MeissnerandRichter,2003).Impedancespectrometryhasbeen usedtobuildbatterymodelsforcrankingcapabilityprognosis(Blankeetal.,2005).Stateestimationtechniques,like the Extended Kalman Filter (EKF), have been appliedforrealtimepredictionofSOCand SOHofautomotive batteries(Bhanguetal.,2005).Adecisionlevelfusionofdatadrivenalgorithms,likeAutoregressiveIntegrated Moving Average (ARIMA) and neural networks, have been investigated for both diagnostics and prognostics (Kozlowski,2003).Asthepopularcellchemistrieschangedfromleadacidtonickelmetalhydridetolithiumion, cellcharacterizationeffortshavekeptpace.Dynamicmodelsforthelithiumionbatteriesthattakeintoconsideration nonlinearequilibriumpotentials,rateandtemperaturedependencies,thermaleffectsandtransientpowerresponse have been built (Gao, Liu and Dougal, 2002). Not withstanding the body of work done before, it still remains notoriously difficult to accurately predict the endoflife of a battery from SOC and SOH estimates under environmental and load conditions different from the training data set. This is where advanced regression, classificationandstateestimationalgorithmshaveanimportantroletoplay. Support Vector Machines (SVMs) (Vapnik, 1995) are a set of related supervised learning methods used for classificationandregressionthatbelongtoafamilyofgeneralizedlinearclassifiers.TheRelevanceVectorMachine (RVM)(Tipping,2000)isaBayesianformrepresentingageneralizedlinearmodelofidenticalfunctionalformof theSVM.Bayesiantechniquesalsoprovideageneralrigorousframeworkfordynamicstateestimationproblems. Thecoreideaistoconstructaprobabilitydensityfunction(PDF)ofthestatebasedonallavailableinformation.For alinearsystemwithGaussiannoise,themethodreducestotheKalmanfilter.ThestatespacePDFremainsGaussian ateveryiterationandthefilterequationspropagateandupdatetheandcovarianceofthedistribution. 2. Algorithms 2.1 Autoregressive Integrated Moving Average TheAutoregressiveIntegratedMovingAverage(ARIMA)modelingtechniqueisageneralizationofAutoregressive MovingAverageorARMA(BoxandJenkins,1976).These modelsare fittedtotimeseriesdataeithertobetter characterizethedataortopredictfuturepointsintheseries.Theoretically,anytimeserieswhichcontainsnotrend orfromwhichtrendhasbeenremovedcanberepresentedasconsistingoftwoparts,aselfdeterministicpart,anda disturbance component. The selfdeterministic part of the series can be forecasted from its own past by an autoregressive(AR)modelwithenoughnumberofterms, p,whilethedisturbancecomponent(theresidualsfrom theARmodel)canbemodeledbyamovingaverage(MA)withalargeenoughnumberofelements, q.Givenareal valuedtimeseries xkwhere kisanintegerindex,anARMA( p,q)modelisgivenby: 1 2 p 1 2 q (1–(α1L + α2L +…+ αpL ))xk= (1+( β1L + β2L +…+ βqL ))ρk (1) i where, L | L xk ≡ xki is the lag operator, α’s aretheparametersoftheARpartofthemodel,and β’s are the parameters of the MA part. The error terms ρk are generally assumed to be independent, identically distributed variablessampledfromanormaldistributionwithzeromean. ARMA modeling assumes the time series is weakly stationary. It is possible to handle nonstationary data by differencing it to a sufficient degree. If the series is differenced d times to achieve stationarity, the model is classifiedasARIMA( p,d,q)andisdescribedas: 1 2 p d 1 2 q (1–( α1L + α2L +…+ αpL ))(1–L) xk= (1+( β1L + β2L +…+ βqL ))ρk (2) ThebasicstepsofARIMAmodelingare: • Identification: Ensurethattheseriesissufficientlystationary(freeoftrendandseasonality)bydifferencing d times,andspecifytheappropriatenumberofautoregressiveterms, p,andmovingaverageterms, qfromthe function(acf)andpartialautocorrelationfunction(pacf). • Estimation: Estimatetheparameters( α’s and β’s )ofARandMAterms,usuallybyregressionanalysis. • Verification: Ascertainwhetherthemodelfitsthehistoricaldatawellenough.Themodelisusedtoforecastall oftheextantvaluesintheseries.Itissaidtofittheserieswellifthedifferencesbetweentheactualvaluesand theforecastedvaluesaresmallenoughandsufficientlyrandom. 2.2 Relevance Vector Machine Inagivenclassificationproblem,thedatapointsmaybemultidimensional(say ndim ).Thetaskistoseparatethemby anndim 1dimensionalhyperplane.Thisisatypicalformoflinearclassifier.Therearemanylinearclassifiersthat might satisfy this property. However, an optimal classifier would additionally create the maximum separation (margin) between the two classes. Such a hyperplane is known as the maximummargin hyperplane and such a linear classifier is known as a maximummargin classifier. Nonlinear kernel functions can be used to create nonlinear classifiers (Boser, Guyon, and Vapnik, 1992). This allows the algorithm to fit the maximummargin hyperplaneinthetransformedfeaturespace,thoughtheclassifiermaybenonlinearintheoriginalinputspace. Thistechniquewasalsoextendedtoregressionproblemsintheformofsupportvectorregression(SVR)(Drucker etal.,1997).Regressioncanessentiallybeposedasaninverseclassificationproblemwhere,insteadofsearchingfor a maximum margin classifier, a minimum margin fit needs to be found. Although, SVM is a stateoftheart techniqueforclassificationandregression,itsuffersfromanumberofdisadvantages,oneofwhichisthelackof probabilisticoutputsthatmakemoresenseinhealthmonitoringapplications.TheRVMattemptstoaddressthese veryissuesinaBayesianframework.Besidestheprobabilisticinterpretationofitsoutput,itusesalotfewerkernel functionsforcomparablegeneralizationperformance. Thistypeofsupervisedmachinelearningstartswithasetofinputvectors{t}n=1…Nandtheircorrespondingtargets {θ}n=1…N.Theaimistolearnamodelofthedependencyof thetargetsontheinputsinordertomakeaccurate predictionsof θforunseenvaluesof t.Typically,thepredictionsarebasedonsomefunction F(t)definedoverthe inputspace,andlearningistheprocessofinferring theparametersofthis function.Inthecontextof SVM,this functiontakestheform: N F t;( w) = ∑wi K t,( ti ) + w0 , i=1 (3) T where, w=( w1,w 2,…,w M) isaweightvectorand K(t, ti)isakernelfunction.InthecaseofRVM,thetargetsare assumedtobesamplesfromthemodelwithadditivenoise: θ = F(t ;w) + ε , n n n (4) 2 where, εnareindependentsamplesfromsomenoiseprocess(Gaussianwithmean0and σ ).Assumingthe independenceof θn,thelikelihoodofthecompletedatasetcanbewrittenas:

2 2 −N / 2  1 2  p(θ | w,σ ) = 2( πσ ) exp− θ − Φw  , (5)  2σ 2  T where, ΦΦΦisthe Nx(N+1)designmatrixwith ΦΦΦ=[ Φ(t1), Φ(t2),…, Φ(tn)] ,wherein Φ(tn)=[1, K(tn,t1), K(tn,t2), T …, K(tn,tN)] . TopreventoverfittingapreferenceforsmootherfunctionsisencodedbychoosingazeromeanGaussianprior distribution ℘over w: N −1 p(w |η) = ∏℘(wi ,0| ηi ), i=1 (6) withηηηavectorof N+1hyperparameters.Tocompletethespecificationofthishierarchicalprior,wemustdefine hyperpriorsoverηηη,aswellasoverthenoisevariance σ2.Havingdefinedtheprior,Bayesianinferenceproceedsby computingtheposterioroverallunknownsgiventhedatafromBayes'rule: p(θ | w,η,σ 2 ) p(w,η,σ 2 ) p(w,η,σ 2 |θ ) = , (7) p(θ) Sincethisformisdifficulttohandleanalytically,thehyperpriorsover ηηηand σ2areapproximatedasdeltafunctions 2 attheirmostprobablevalues ηηηMP and σ MP .Predictionsfornewdataarethenmadeaccordingto: p(θ |θ ) = p(θ | w,σ 2 ) p(w | θ,η ,σ 2 )dw . (8) * ∫ * MP MP MP 2.3 Extended FornonlinearsystemsornonGaussiannoise,thereisnogeneralanalytic(closedform)solutionforthestatespace PDF. The extended Kalman filter (EKF) is the most popular solution to the recursive nonlinear state estimation problem(Jazwinski,1970).Inthisapproachtheestimationproblemislinearizedaboutthepredictedstatesothatthe Kalmanfiltercanbeapplied.Inthiscase,thedesiredstatePDFisapproximatedbyaGaussian,whichmayhave significantdeviationfromthetruedistributioncausingthefiltertodiverge. ThenonlinearstatetransitionandobservationmodelsneedtobedifferentiablefunctionsfortheEKF.Theycan berepresentedas: xk= f(xk1, uk, ωk)

yk= h(xk, υk) (9) where, xdenotesthestate, yistheoutputormeasurements,and ωkand υkaresamplesfromazeromeanGaussian noisedistribution.Thefunction fcanbeusedtocomputethepredictedstatefromthepreviousestimateandsimilarly hcanbeusedtocomputethepredictedmeasurementfromthepredictedstate.Matricesofpartialderivatives(the Jacobian), Fand Hfor fand hrespectively,arecomputedateachtimestepwithcurrentpredictedstates.These matricesareusedessentiallytolinearizethenonlinearfunctionsaroundthecurrentestimate. Fk=(∂f/∂x)| xk1| k1,uk

Hk=(∂h/∂x)| xk|k1 (10) The EKF algorithm proceeds in two steps – the prediction step, in which the state transition model is used to propagatethestatevector x intothenexttimestep,andtheupdatestepwherethemeasurementyisusedtocorrect theprediction.Theequationsforthefirststepcanbewrittenas: xk|k1= f(xk 1| k1,uk,0) T Pk|k1= FkPk1| k1Fk + k (11) where,Pand arethecovariancematricesofthepredictedstateestimateandtheprocessnoise ω.Theupdatestep canbeexpressedas: yk= yk–Hkxk |k1 T Sk= HkPk|k1Hk + Ψk T 1 Kk= Pk|k1Hk Sk

xk |k= xk 1| k1+Kkyk

Pk|k=(IKkHk)Pk|k1 (12)

where,Ψisthecovariancematrixoftheobservationnoiseυkand Iistheidentitymatrix. IntheEKFcontextakstepfuturepredictionisachievedbysimplyiteratingthroughthepredictionequationsthe requisitenumberoftimes.However,itisimportanttonotethattheEKFisnotanoptimal.Iftheinitial estimate of the state is significantly offtarget, or if the process is modeled incorrectly, the filter may quickly diverge,owingtoitslinearization. 2.4 Particle Filter In the Particle Filter (PF) approach (Arulampalam, 2002; Gordon, Salmond, and Smith, 1993) the state PDF is approximatedbyasetofparticles(points)representingsampledvaluesfromtheunknownstatespace,andasetof associatedweightsdenotingdiscreteprobabilitymasses.Theparticlesaregeneratedandrecursivelyupdatedfroma nonlinearprocessmodelthatdescribestheevolutionintimeofthesystemunderanalysis,ameasurementmodel,a set of available measurements and an a priori estimate of the state PDF. In other words, PF is a technique for implementingarecursiveBayesianfilterusingMonteCarlo(MC)simulations,andassuchisknownasasequential MC(SMC)method. ParticlemethodsassumethatthestateequationscanbemodeledasafirstorderMarkovprocesswiththeoutputs beingconditionallyindependent.Thiscanbewrittenas: xk= f(xk1)+ωk

yk= h(xk)+ υk (13) where, xdenotesthestate, yistheoutputormeasurements,and ωkand υkaresamplesfromanoisedistribution. importance(SIR)isaverycommonlyusedparticlefilteringalgorithm,whichapproximates (i) (i) the filtering distribution denoted as p(xk|y0,…, yk) by a set of P weighted particles {( wk ,xk ): i=1,…, P}. The (i) importanceweights wk areapproximationstotherelativeposteriorprobabilitiesoftheparticlessuchthat P f (x )p(x | y ,...,y )dx ≈ w(i) f (x(i) ) ∫ k k 0 k k ∑ k k i=1 P (i) ∑ wk = .1 i=1 (14) Theweightupdateisgivenby: p(y | x ) p(x | x ) w(i) = w(i) k k k k−1 , k k−1 π (x | x ,y ) k :0 k−1 :1k (15) where,theimportancedistribution π(xk|x0: k1,y1: k)isapproximatedas p(xk|xk1). 3. Application Domain Thedatausedinthisstudyhadbeencollectedfromsecondgeneration18650sizelithiumioncells(i.e.,Gen2cells) thatwerecyclelifetestedattheIdahoNationalLaboratoryundertheAdvancedTechnologyDevelopment(ATD) Program(Christophersenetal.,2006),initiatedin1998bytheU.S.DepartmentofEnergytofindsolutionstothe barriersthatlimitthecommercializationofhighpowerlithiumionbatteries.Thecellswereagedat60%stateof charge(SOC)andvarioustemperatures(25 °Cand45 °C).Weusethe25 °Cdataasthebaselinefortrainingandthe 45°Cdataasthefaultysequence.Thisisakeyinassessingtherobustnessofthedifferentprognosticalgorithmsin thepresenceofunmodeledeffects. 3.1 Model Development ApartfromthepurelydatadriventechniqueARIMA,EKFandPFbothrequireasystemmodel.RVMisusedto derivethismodelfromthebaselinedata.Thefirststepinmodeldevelopmentistoextractfeaturesfromsensordata comprisingofvoltage,current,power,impedanceelectrochemicalimpedancespectrometry(EIS),frequencyand temperaturereadings.Thesefeaturesareusedtoestimate the internal parameters of the battery model shown in Figure1.TheparametersofinterestarethedoublelayercapacitanceC DL ,thechargetransferresistanceR CT ,the WarburgimpedanceR WandtheelectrolyteresistanceR E.Inthedatasetunderstudy,RWandC DL showednegligible changeovertheageingprocessandareexcludedfromfurtheranalysis.

CDL

RE

RCT RW Figure1LumpedParameterModelofaCell The values of these internal parameters change with various ageing and fault processes like plate sulfation, passivationandcorrosion.RVMregressionisperformedonparametricdatacollectedfromagroupofcellsovera long period of time so as to find representative ageing curves. Since we want to learn the dependency of the parameterswithtime,theRVMinputvector tistime,whilethetargetvector θisgivenbytheinferredparametric values.Exponentialgrowthmodels,asshowninequation16,arethenfittedonthesecurvestoidentifytherelevant decayparameterslike Cand λ: ~ θ = C exp(λt), (16) where, θ is the model predicted value of an internal battery parameter like R CT or R E. The overall model developmentschemeisdepictedintheflowchartofFigure2. Sensor Feature Data Extraction

RVM Model Regression Identification Figure2SchematicofModelDevelopment 3.2 RUL Estimation ThesystemdescriptionmodeldevelopedusingRVMisfedintoboththeEKFandPFalgorithms.Datafromthe system sensors are mapped into system features which are subsequently used to estimate the RUL as explained below.TheEKFandthePFusetheparameterizedexponential growth model, described in equation 16, for the propagationofthestateestimates(equation11)andparticles(equation13)intime,respectively.TheEKFmaintains C and λ as constant model parameters while the PF algorithm incorporates them as well as the internal battery parametersR EandR CT ascomponentsofthestatevector x,andthus,performsparameteridentificationinparallel withstateestimation.Thevaluesof Cand λlearntfromtheRVMregressionareusedasinitialestimatesforthe particlefilter.Themeasurementvector yiscomprisedofthebatteryparametersinferredfrommeasureddata.Inthe PFalgorithm,resamplingoftheparticlesiscarriedoutineachiterationsoastoreducetheoccurrenceofdegeneracy ofparticleweights.TakingadvantageofthehighlylinearcorrelationbetweenR E+R CT andC/1capacity(asderived fromdata),predictedvaluesoftheinternalbatterymodelparametersareusedtocalculateexpectedchargecapacities ofthebattery.ThepredictionsarecomparedagainstendoflifethresholdstoderivetheRULestimates.Figure3 showsasimplifiedschematicoftheprocessdescribedabove.ARIMAsimplyusestheC/1timeseriesdatatopredict futurepoints.

Senso r Feature State Data Extraction Tracking

State Impedance - Prediction Capacity Mapping RUL Figure3SchematicofRULPredictionPrediction 4. Results Theresultsforthemodeldevelopmentsectionarepresentedintheformoffourplots.Figure4showstheshiftin electrochemicalimpedancespectrometry(EIS)dataofoneofthetestcellswithageingat25 °C.Thenearlyvertical lefttailsoftheEISplotsareduetoinductancesinthebatteryterminalsandconnectionleads.Insomemodelsthis distributed inductance is represented in the form of a lumped inductance parameter in series with the electrolyte resistanceR E.Thetailsontherightsideofthecurvesarisefromdiffusionbasedcelltransportphenomena.Thisis modeledastheparameterR WinFigure1.Figure5showsazoomedinsectionofthedatapresentedaboveinFigure 4 with the battery internal model parameters identified. Since the expected frequency plot of a resistance and a capacitanceinparallelisasemicircle,wefitsemicircularcurvestothecentralsectionsofthedatainaleastsquare sense.TheleftinterceptofthesemicirclesgivetheR EvalueswhilethediametersofthesemicirclesgivetheR CT values.Figure6showstheoutputoftheRVMregressionalongwiththeexponentialgrowthmodelfitsforR Eand RCT .TheuseofprobabilistickernelsinRVMhelpstorejecttheeffectsofoutliersandthevaryingnumberofdata pointsatdifferenttimesteps,whichcanbiasconventionalleastsquarebasedmodelfittingmethods.Figure7shows thehighdegreeoflinearcorrelationbetweentheC/1capacityandtheinternalimpedanceparameterR E+R CT .We exploitthisrelationshiptoestimatethecurrentandfutureC/1capacities. 60% SOC EIS Impedance at 5 mV 0.05

0.045 Char 4-Wk 0.04 8-Wk 12-Wk ) 0.035 16-Wk j 20-Wk 0.03 24-Wk 28-Wk 32-Wk 0.025 36-Wk 40-Wk 0.02 44-Wk 48-Wk 0.015 52-Wk Imaginary Impedance (- Impedance Imaginary 56-Wk 0.01 60-Wk 64-Wk 68-Wk 0.005

0 0 0.01 0.02 0.03 0.04 0.05 Real Impedance ( ) Figure4ShiftinEISDatawithAgeing

-3 x 10 60% SOC EIS Impedance at 5 mV (0.1-400 Hz) 4.5

4 Ageing ) 3.5 j

3

2.5

2

1.5

1 Imaginary Impedance (- Impedance(- Imaginary 0.5

0 0.01 0.012 0.014 0.016 0.018 0.02 0.022 0.024 0.026 Real Impedance ( ) Figure5ZoomedEISPlotwithInternalBatteryModelParameterIdentification o Linear Fit on C/1 capacity vs. R +R RVM Regression and Model Learning (Baseline cells at 25 C) E CT 0.018 1

R RVM regression 0.016 E 0.95

0.014 0.9

0.012 R model fit

) E

R data 0.85 ( E

CT 0.01

,R 0.8 C/1 (mAh) C/1 E

R R model fit 0.008 CT

R RVM regression 0.75 0.006 CT

0.7 0.004 R data CT

0.002 0.65 0 10 20 30 40 50 60 70 0.015 0.02 0.025 0.03 0.035 0.04 R +R ( ) Time (weeks) E CT Figure6RVMRegressionandGrowthModelFit Figure7CorrelationbetweenCapacityandImpedance Parameters TheimplementationoftheARIMA( p,d,q)processbeginswithdeterminingthevaluesfor p, d,and q.Thedataare roughlyexponentialinnature; dischosentobe2inordertoremovethenonstationarityapproximately.Figure8 showstheautocorrelationandpartialautocorrelationplotsfromwhichboththe pand qvaluesarechosentobe1. Higher orders do not improve the model fit any further. Figure 9 shows the ARIMA predictions at 36 weeks (squares)andat52weeks(circles).AlthoughtheRULestimatesarenottoofarofftherealvalue,theconfidence boundsaretoowidetohavesignificantpracticalvalue.ThemodelbasedEKFperformswellintrackingthebattery capacitydespitetheapplicationofmodelparametersderivedat25 °Cto45°CdataasshowninFigure10.However, itdeviatesbadlywhenusedforprediction(nomeasurementupdatestep)whileusingthebaselinemodelparameters. Autocorrelation Plot ARIMA Prediction 1 1 Autocorrelation Coeffs., r k 0.95 Partial Autocorrelation Coeffs., 0.8 φkk 0.9 95% confidence 0.6 0.85 bounds

0.8 0.4 kk

φ 0.75 , , k r 0.2 RUL threshold C/1 (Ahr) C/1 0.7

0 0.65

0.6 -0.2 95% confidence 0.55 bounds

-0.4 0.5 weeks 36 @ Prediction weeks 52 @ Prediction 0 1 2 3 4 5 6 7 8 9 0 10 20 30 40 50 60 70 lag k Week Figure8AutocorrelationandPartialAutocorrelation Figure9ARIMAPrediction PlotsforARIMA EKF Tracking and Prediction 1

0.95

0.9

0.85 measured capacity EKF prediction @ 36 weeks EKF prediction @ 52 weeks 0.8 C/1 (Ahr) C/1 EKF state tracking

0.75

RUL threshold 0.7

0.65 0 10 20 30 40 50 60 70 Week Figure10 EKFStateTrackingandPrediction Figure11showsboththestatetrackingandfuturestatepredictionplotsfortheParticleFilterappliedtothe45 °C data.SincethePFalsoidentifiesthecurrentparameters,itshowsthattheestimated λvaluefortheR CT growth model(equation16)isconsiderablylargerthanofthetrainingdata(collectedat25 °C),andhencecanbeusedfor diagnosis.Thethresholdforfaultdeclarationintheplothasbeenarbitrarilychosen.Thediagnosisinthiscaseisthat thecellhasundergonerapidpassivationduetotheelevatedtemperatures.Remainingusefullife(RUL)ortimeto failure(TTF)isderivedbyprojectingoutthecapacityestimates(derivedfromthemappingshowninFigure7)into the future (Figure 12) until expected capacity hits the certain predetermined endoflife threshold. The particle distributionisusedtocalculatetheRULPDFbyfittingamixtureofGaussiansinaleastsquaressense.Asshownin Figure 12, the RUL PDF improves in both accuracy (centering of the PDF over the actual failure point) and precision(spreadofthePDFovertime)withtheinclusionofmoremeasurementsbeforeprediction. Particle Filter Output Particle Filter Prediction 0.025 1

0.95 Real data R CT 0.02 0.9 Fault Declared R Measurements E 0.85

) 0.015 R E ( PF prediction

CT 0.8 , R E

R 0.01 0.75 PF estimation RUL threshold R 0.7 CT 0.005 RUL pdfs Prediction @ 36 weeks 0.65 Prediction @ 52 weeks

0 RUL(biased0.7) by pdf (mAh); capacityC/1 0.6 0 10 20 30 40 50 60 70 0 10 20 30 40 50 60 70 Time (weeks) Time (weeks) Figure11 ParticleFilterOutput Figure12 ParticleFilterPrediction 5. Conclusions We were interested here in particular in conditions where unmodeled effects are present as manifested by the different degradation curve at 45 °C. Although all algorithms were given the same amount of information to the degree practical, there were considerable differences in performance. Specifically, the combined Bayesian regressionestimationapproachimplementedasaRVMPFframeworkhassignificantadvantagesoverconventional methods of RUL estimation like ARIMA and EKF. ARIMA, being a purely datadriven method, does not incorporateanyphysicsoftheprocessintothecomputation,andhenceendsupwithwideuncertaintymarginsthat makeitunsuitableforlongtermpredictions.Additionally,itmaynotbepossibletoeliminateallnonstationarity fromadatasetevenafterrepeateddifferencing,thusaddingtopredictioninaccuracy.EKF,thoughrobustagainst nonstationarity,suffersfromtheinabilitytoaccommodateunmodeledeffectsandcandivergequicklyasshown. We did not explore other variations of the Kalman Filter that might provide better performance such as the unscentedKalmanFilter.TheBayesianstatisticalapproach,ontheotherhand,appearstobewellsuitedtohandle varioussourcesofuncertaintiessinceitdefinesprobability distributions over both parameters and variables and integratesoutthenuisanceterms.Also,itdoesnotsimplyprovideameanestimateofthetimetofailure;ratherit generatesaprobabilitydistributionovertimethatbestencapsulatestheuncertaintiesinherentinthesystemmodel andmeasurementsandinthecoreconceptoffailureprediction. References Arulampalam, S.; Maskell, S.; Gordon, N. J.; and Boser,B.E.;Guyon,I.M.;andVapnik,V.N. 1992: Clapp,T. 2002:ATutorialonParticleFiltersforOn ATrainingAlgorithmforOptimalMarginClassifiers. line Nonlinear/NonGaussian Bayesian Tracking. Haussler, D., editor, 5th Annual ACM Workshop on IEEETrans.onSignalProcessing 50(2):174188. COLT .Pittsburgh,Penn.:ACMPress,144152. Bhangu, B. S.; Bentley, P.; Stone, D. A.; and Box,G.E.P.,andJenkins,G.M. 1976:TimeSeries Bingham, C. M. 2005: Nonlinear Observers for Analysis: Forecasting and Control . San Francisco, Predicting StateofCharge and StateofHealth of Cal.:HoldenDay. LeadAcid Batteries for HybridElectric Vehicles. Christophersen, J., Bloom, I., Thomas, E., Gering, IEEE Transactions on Vehicular Technology K., Henriksen, G., Battaglia, V., and Howell, D. 54(3):783794. 2006: Advanced Technology Development Program Blanke, H.; Bohlen, O.; Buller S.; De Doncker, R. for LithiumIon Batteries: Gen 2 Performance W.;Fricke,B;Hammouche,A;Linzen,D;Thele, Evaluation Final Report . INL Technical Report M; and Sauer, D. U. 2005: Impedance INL/EXT0500913. Measurements on Leadacid Batteries for Stateof Cox,D.C.andPerezKite,R. 2000:BatteryStateof Charge, StateofHealth and Cranking Capability Health Monitoring, Combining Conductance Prognosis in Electric and Hybrid Electric Vehicles. Technology with other Measurement Parameters for JournalofPowerSources 144(2):418425. Realtime Battery Performance Analysis. 22nd International Telecommunications Energy Jazwinski, A. H. 1970: Stochastic Processes and Conference,INTELEC 342347. FilteringTheory .NewYork:AcademicPress. Drucker,H.;Burges,C.J.C.;Kaufman,L.;Smola, Kozlowski, J. D. 2003: Electrochemical Cell A. J.; and Vapnik, V. 1997: Support Vector Prognostics Using Online Impedance Measurements Regression Machines. Mozer, M.; Jordan, M.; and andModelbasedDataFusionTechniques.Aerospace Petsche,T.,editors,AdvancesinNeuralInformation Conference2003,IEEEProceedings 7:32573270. Processing Systems . Cambridge, Mass.: MIT Press, Meissner, E., and Richter, G. 2003: Battery 9:155161. Monitoring and Electrical Energy Management Gao, L.; Liu, S; and Dougal, R. A. 2002: Dynamic Precondition for Future Vehicle Electric Power LithiumIon Battery Model for System Simulation. Systems.JournalofPowerSources 116(1):7998. IEEE Transactions on Components and Packaging Tipping,M.E. 2000:TheRelevanceVectorMachine. Technologies 25(3):495505. AdvancesinNeuralInformationProcessingSystems . Gordon,N.J.;Salmond,D.J.;andSmith,A.F.M. Cambridge,Mass.:MITPress,12:652658. 1993: Novel Approach to Nonlinear/NonGaussian Vapnik,V.N. 1995:TheNatureofStatisticalLearning . Bayesian State Estimation. Radar and Signal Berlin:Springer. Processing,IEEProceedings F140(2):107113. Vutetakis, D. G., and Viswanathan, V. V. 1995: Jaworski,R.K. 1999:StatisticalParametersModelfor DeterminingtheStateofHealthofMaintenanceFree Predicting Time to Failure of Telecommunications Aircraft Batteries. Tenth Annual Battery Conference Batteries. 21st International Telecommunications on Applications and Advances, Proceedings 1318. EnergyConference,INTELEC .