Condition Monitoring and Prognostics Using Vibration Signals

This example shows how to extract features from vibration signals from a ball bearing,
conduct health monitoring, and perform prognostics. This example uses functionality from
Signal Processing Toolbox™ and System Identification Toolbox™, and does not require
Predictive Maintenance Toolbox™.
Data Description :
Load vibration data stored in pdmBearingConditionMonitoringData.mat (this is a large dataset
~88MB that is downloaded from the MathWorks support files site). The data is stored in a cell
array, which was generated using a ball bearing signal simulator with single point defect on
the outer race of the bearing. It contains multiple segments of vibration signals for bearings
simulated in different health conditions (defect depth increases from 3um to above 3mm). Each
segment stores signals collected for 1 second at a sampling rate of 20 kHz. In
pdmBearingConditionMonitoringData.mat, the defectDepthVec stores how defect depth changes
versus time while the expTime stores the corresponding time in minutes.
MatLab Programming Script File :
url = 'https://www.mathworks.com/supportfiles/predmaint/condition-monitoring-and-
prognostics-using-vibration-signals/pdmBearingConditionMonitoringData.mat';
websave('pdmBearingConditionMonitoringData.mat' , url) ;
load pdmBearingConditionMonitoringData.mat

% Define the number of data points to be processed.

numSamples = length(data) ;

% Define sampling frequency.

fs = 20E3 ; % unit : Hz
Plot how defect depth changes in different segments of data.
plot(expTime , defectDepthVec) ;
xlabel('Time in (min)') ;
ylabel('Defect depth in (m)') ;

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Plot the healthy and faulty data.
time = linspace(0 , 1 , fs)' ;

% healthy bearing signal

subplot(2,1,1);
plot(time,data{1});
xlabel('Time(s)');
ylabel('Acceleration(m/s^2)');
legend('Healthy bearing signal');

% faulty bearing signal

subplot(2,1,2);
plot(time,data{end});
xlabel('Time(s)');
ylabel('Acceleration(m/s^2)');
legend('Faulty bearing signal');

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Feature Extraction :
In this section, representative features are extracted from each segment of data. These features
will be used for health monitoring and prognostics. Typical features for bearing diagnostics and
prognostics include time-domain features (root mean square, peak value, signal kurtosis, etc.) or
frequency-domain features (peak frequency, mean frequency, etc.).
Before selecting which features to use, plot the vibration signals spectrogram. Visualizing signals
in time-domain or frequency-domain or time-frequency domain can help discover signal patterns
that indicate degradation or failure.
First calculate the spectrogram of the healthy bearing data. Use a window size of 500 data points
and an overlap ratio of 90% (equivalent to 450 data points). Set the number of points for the FFT
to be 512. fs represents the sampling frequency defined previously.
[~,fvec,tvec,P0] = spectrogram(data{1},500,450,512,fs);
P0 is the spectrogram, fvec is the frequency vector and tvec is the time vector.
Plot the spectrogram of the healthy bearing signal.
clf;
imagesc(tvec,fvec,P0)
xlabel('Time(s)');

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ylabel('Frequency(Hz)');
title('Healthy Bearing Signal Spectrogram');
axis xy

Now plot the spectrogram of vibration signals that have developed faulty patterns. You can see
that signal energies are concentrated at higher frequencies.
[~,fvec,tvec,Pfinal] = spectrogram(data{end},500,450,512,fs);
imagesc(tvec,fvec,Pfinal)
xlabel('Time(s)');
ylabel('Frequency(Hz)');
title('Faulty Bearing Signal Spectrogram');
axis xy

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Since the spectrograms for data from healthy and faulty bearings are different, representative
features can be extracted from spectrograms and used for condition monitoring and prognostics.
In this example, extract mean peak frequencies from spectrograms as health indicators. Denote
the spectrogram as P(t,ω). Peak frequency at each time instance is defined as:
PeakFreq (t )=argma x ω P ( t , ω )

The mean peak frequency is the average of peak frequencies defined above.
1 t
meanPeakFreq= ∈t 0 [ PeakFreq ( t ) dt ]
T
Calculate the mean peak frequency for healthy ball bearing signals.
[~,I0] = max(P0); % Find out where the peak frequencies are located.
meanPeakFreq0 = mean(fvec(I0)) % Calculate mean peak frequency.
meanPeakFreq0 = 666.4602
The healthy bearing vibration signals have mean peak frequency at around 650 Hz. Now
calculate the mean peak frequency for faulty bearing signals. The mean peak frequency shifts to
above 2500 Hz.
[~,Ifinal] = max(Pfinal);
meanPeakFreqFinal = mean(fvec(Ifinal))

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meanPeakFreqFinal = 2.8068e+03
Examine the data at middle stage, when the defect depth is not very large but starting to affect
the vibration signals.
[~,fvec,tvec,Pmiddle] = spectrogram(data{end/2},500,450,512,fs);
imagesc(tvec,fvec,Pmiddle)
xlabel('Time(s)');
ylabel('Frequency(Hz)');
title('Bearing Signal Spectrogram');
axis xy

The high frequency noise components are spread all over the spectrogram. Such phenomena are
mixed effects of both original vibrations and the vibrations induced by small defects. To
accurately calculate mean peak frequency, filter the data to remove those high frequency
components.
Apply a median filter to the vibration signals to remove high frequency noise components as
well as to preserve useful information in the high frequencies.
dataMiddleFilt = medfilt1(data{end/2},3);
Plot spectrogram after median filtering. The high frequency components are suppressed.
[~,fvec,tvec,Pmiddle] = spectrogram(dataMiddleFilt,500,450,512,fs);

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imagesc(tvec,fvec,Pmiddle)
xlabel('Time(s)');
ylabel('Frequency(Hz)');
title('Filtered Bearing Signal Spectrogram');
axis xy

Since the mean peak frequency successfully distinguishes healthy ball bearings from faulty ball
bearings, extract mean peak frequency from each segment of data.
% Define a progress bar.
h = waitbar(0,'Start to extract features');
% Initialize a vector to store the extracted mean peak frequencies.
meanPeakFreq = zeros(numSamples,1);
for k = 1:numSamples
% Get most up-to-date data.
curData = data{k};
% Apply median filter.
curDataFilt = medfilt1(curData,3);
% Calculate spectrogram.
[~,fvec,tvec,P_k] = spectrogram(curDataFilt,500,450,512,fs);
% Calculate peak frequency at each time instance.
[~,I] = max(P_k);

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 meanPeakFreq(k) = mean(fvec(I));
% Show progress bar indicating how many samples have been processed.
waitbar(k/numSamples,h,'Extracting features');
end
close(h);
Plot the extracted mean peak frequencies versus time.
plot(expTime,meanPeakFreq);
xlabel('Time(min)');
ylabel('Mean peak frequency (Hz)');
grid on;

Condition Monitoring and Prognostics

%In this section, condition monitoring and prognostics are performed using a pre-defined
%threshold and dynamic models. For condition monitoring, create an alarm that triggers if the
%mean peak frequency exceeds the predefined threshold. For prognostics, identify a dynamic
%model to forecast the values of mean peak frequencies in the next few hours. Create an alarm
%that triggers if the forecast mean peak frequency exceeds the predefined threshold.
%Forecasting helps us better prepare for a potential fault or even stop the machine before failure.
%Consider the mean peak frequency as a time series. We can estimate a time series model for
%the mean peak frequency and use the model to forecast the future values. Use the first 200

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%mean peak frequency values to create an initial time series model, then once 10 new values are
%available, use the last 100 values to update the time series model. This batch mode of updating
%the time series model captures instantaneous trends. The updated time series model is used to
%compute a 10 step ahead forecast.
tStart = 200; % Start Time
timeSeg = 100; % Length of data for building dynamic model
forecastLen = 10; % Define forecast time horizon
batchSize = 10; % Define batch size for updating the dynamic model

%For prognostics and condition monitoring, you need to set a threshold to decide when to stop
%the machine. In this example, use the statistical data of healthy and faulty bearing generated
%from simulation to determine the threshold. The
%pdmBearingConditionMonitoringStatistics.mat stores the probability distributions of mean
%peak frequencies for healthy and faulty bearings. The probability distributions are computed by
%perturbing the defect depth of healthy and faulty bearings.
url = 'https://www.mathworks.com/supportfiles/predmaint/condition-monitoring-and-
prognostics-using-vibration-signals/pdmBearingConditionMonitoringStatistics.mat';
websave('pdmBearingConditionMonitoringStatistics.mat',url);
load pdmBearingConditionMonitoringStatistics.mat
Plot the probability distributions of mean peak frequency for healthy and faulty bearings.
plot(pFreq , pNormal , 'g--' , 'lineWidths' , 3 , pFreq , pFaulty , 'r', 'lineWidths' , 3) ;
xlabel('The Mean peak frequency in (Hz)');
ylabel('The Probability Distribution');
legend(' The Normal Bearing' , ' The Faulty Bearing') ;

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%Based on this plot, set the threshold for the mean peak frequency to 2000Hz to distinguish
%normal bearings from faulty bearings as well as maximize the use of the bearings.
threshold = 2000;
Calculate sampling time and convert its unit to seconds.
samplingTime = 60*(expTime(2)-expTime(1)); % unit: seconds
tsFeature = iddata(meanPeakFreq(1:tStart),[],samplingTime);
Plot the initial 200 mean peak frequency data.
plot(tsFeature.y , ‘lineWidth’ , 3) ;

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% The plot shows that the initial data is a combination of constant level and noise. This is %
expected as initially the bearing is healthy and the mean peak frequency is not expected to
%change significantly
%Identify a second-order state-space model using the first 200 data points. Obtain the model in
%canonical form and specify the sampling time.
past_sys = ssest(tsFeature , 2 , 'Ts' , samplingTime , 'Form','canonical')
past_sys =
Discrete-time identified state-space model:
x(t+Ts) = A x(t) + K e(t)
y(t) = C x(t) + e(t)

A=
x1 x2
x1 0 1
x2 0.9605 0.03942

C=
x1 x2
y1 1 0

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 K=
y1
x1 -0.003899
x2 0.003656

Sample time: 600 seconds

Parameterization
CANONICAL form with indices: 2.
Disturbance component: estimate
Number of free coefficients: 4
Use "idssdata", "getpvec", "getcov" for parameters and their uncertainties.

Status
Estimated using SSEST on time domain data "tsFeature".
Fit to estimation data: 0.2763% (prediction focus)
FPE: 640, MSE: 602.7

% The initial estimated dynamic model has a low goodness of fit. The goodness of fit metric is
%the normalized root mean square error (NRMSE), calculated as
true pred
¿∨x −x ∨¿
NRMSE=1−
¿|x −mean ( x )|∨¿ ¿
true true

%where xtrue is the true value, xpred is the predicted value.

%When the estimation data is a combination of constant level and noise, xpred≈mean(xtrue),
%giving a NRMSE close to 0. To validate the model, plot the autocorrelation of residuals.
resid(tsFeature,past_sys)

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% As seen, the residuals are uncorrelated and the generated model is valid.
%Use the identified model past_sys to forecast mean peak frequency values and compute the %
standard deviation of the forecasted values.
[yF,~,~,yFSD] = forecast(past_sys , tsFeature , forecastLen) ;

% Plot the forecasted values and confidence intervals.

tHistory = expTime(1 : tStart);
forecastTimeIdx = (tStart + 1) : (tStart + forecastLen) ;
tForecast = expTime(forecastTimeIdx);

% Plot historical data, forecast value and 95% confidence interval.

plot(tHistory,meanPeakFreq(1:tStart),'b',...
tForecast,yF.OutputData,'kx',...
[tHistory; tForecast], threshold*ones(1,length(tHistory)+forecastLen), 'r--',...
tForecast,yF.OutputData+1.96*yFSD,'g--',...
tForecast,yF.OutputData-1.96*yFSD,'g--');

ylim([400, 1.1*threshold]);

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ylabel('Mean peak frequency (Hz)');
xlabel('Time (min)');
legend({'Past Data', 'Forecast', 'Failure Threshold', '95% C.I'},...
'Location','northoutside','Orientation','horizontal');
grid on;

The plot shows that the forecasted values of the mean peak frequency are well below the
threshold.
Now update model parameters as new data comes in, and re-estimate the forecasted values. Also
create an alarm to check if the signals or the forecasted value exceed the failure threshold.
for tCur = tStart:batchSize:numSamples
% latest features into iddata object.
tsFeature = iddata(meanPeakFreq((tCur-timeSeg+1):tCur),[],samplingTime);

% Update system parameters when new data comes in. Use previous model
% parameters as initial guesses.
sys = ssest(tsFeature,past_sys);
past_sys = sys;

% Forecast the output of the updated state-space model. Also compute

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 % the standard deviation of the forecasted output.
[yF,~,~,yFSD] = forecast(sys, tsFeature, forecastLen);

% Find the time corresponding to historical data and forecasted values.

tHistory = expTime(1:tCur);
forecastTimeIdx = (tCur+1):(tCur+forecastLen);
tForecast = expTime(forecastTimeIdx);

% Plot historical data, forecasted mean peak frequency value and 95%
% confidence interval.
plot(tHistory,meanPeakFreq(1:tCur),'b',...
tForecast,yF.OutputData,'kx',...
[tHistory; tForecast], threshold*ones(1,length(tHistory)+forecastLen), 'r--',...
tForecast,yF.OutputData+1.96*yFSD,'g--',...
tForecast,yF.OutputData-1.96*yFSD,'g--');

ylim([400, 1.1*threshold]);
ylabel('Mean peak frequency (Hz)');
xlabel('Time (min)');
legend({'Past Data', 'Forecast', 'Failure Threshold', '95% C.I'},...
'Location','northoutside','Orientation','horizontal');
grid on;

% Display an alarm when actual monitored variables or forecasted values exceed

% failure threshold.
if(any(meanPeakFreq(tCur-batchSize+1:tCur)>threshold))
disp('Monitored variable exceeds failure threshold');
break;
elseif(any(yF.y>threshold))
% Estimate the time when the system will reach failure threshold.
tAlarm = tForecast(find(yF.y>threshold,1));
disp(['Estimated to hit failure threshold in ' num2str(tAlarm-tHistory(end)) ' minutes from
now.']);
break;
end
end

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Estimated to hit failure threshold in 80 minutes from now.
Examine the most recent time series model.
sys
sys =
Discrete-time identified state-space model:
x(t+Ts) = A x(t) + K e(t)
y(t) = C x(t) + e(t)

A=
x1 x2
x1 0 1
x2 0.2624 0.746

C=
x1 x2
y1 1 0

K=
y1
x1 0.3902

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 x2 0.3002

Sample time: 600 seconds

Parameterization :
CANONICAL form with indices: 2.
Disturbance component: estimate
Number of free coefficients: 4
Use "idssdata", "getpvec", "getcov" for parameters and their uncertainties.

Status :
Estimated using SSEST on time domain data "tsFeature".
Fit to estimation data: 92.53% (prediction focus)
FPE: 499.3, MSE: 442.7
The goodness of fit increases to above 90%, and the trend is correctly captured.
Conclusions
This example shows how to extract features from measured data to perform condition monitoring
and prognostics. Based on extracted features, dynamic models are generated, validated and used
to forecast time of failures so that actions can be taken before actual failures happen.
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i
Prepared by Sulaiman M. EL-MAJDUB