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Diagnostic and prognostic capabilities are one aspect of the many interrelated and complementary functions in the field of Prognostic and Health Management (PHM). These capabilities are sought after by industries in order to provide maximum operational availability of their products, maximum usage life, minimum periodic maintenance inspections, lower inventory cost, accurate tracking of part life, and no false alarms. Several challenges associated with the development and implementation of these capabilities are the consideration of a system's dynamic behavior under various operating environments; complex system architecture where the components that form the overall system have complex interactions with each other with feed-forward and feedback loops of instructions; the unavailability of failure precursors; unseen events; and the absence of unique mathematical techniques that can address fault and failure events in various multivariate systems.

The Mahalanobis distance methodology distinguishes multivariable data groups in a multivariate system by a univariate distance measure calculated from the normalized value of performance parameters and their correlation coefficients. The Mahalanobis distance measure does not suffer from the scaling effect--a situation where the variability of one parameter masks the variability of another parameter, which happens when the measurement ranges or scales of two parameters are different.

A literature review showed that the Mahalanobis distance has been used for classification purposes. In this thesis, the Mahalanobis distance measure is utilized for fault detection, fault isolation, degradation identification, and prognostics.

For fault detection, a probabilistic approach is developed to establish threshold Mahalanobis distance, such that presence of a fault in a product can be identified and the product can be classified as healthy or unhealthy. A technique is presented to construct a control chart for Mahalanobis distance for detecting trends and biasness in system health or performance. An error function is defined to establish fault-specific threshold Mahalanobis distance.

A fault isolation approach is developed to isolate faults by identifying parameters that are associated with that fault. This approach utilizes the design-of-experiment concept for calculating residual Mahalanobis distance for each parameter (i.e., the contribution of each parameter to a system's health determination). An expected contribution range for each parameter estimated from the distribution of residual Mahalanobis distance is used to isolate the parameters that are responsible for a system's anomalous behavior.

A methodology to detect degradation in a system's health using a health indicator is developed. The health indicator is defined as the weighted sum of a histogram bin's fractional contribution. The histogram's optimal bin width is determined from the number of data points in a moving window. This moving window approach is utilized for progressive estimation of the health indicator over time. The health indicator is compared with a threshold value defined from the system's healthy data to indicate the system's health or performance degradation.

A symbolic time series-based health assessment approach is developed. Prognostic measures are defined for detecting anomalies in a product and predicting a product's time and probability of approaching a faulty condition. These measures are computed from a hidden Markov model developed from the symbolic representation of product dynamics. The symbolic representation of a product's dynamics is obtained by representing a Mahalanobis distance time series in symbolic form.

Case studies were performed to demonstrate the capability of the proposed methodology for real time health monitoring. Notebook computers were exposed to a set of environmental conditions representative of the extremes of their life cycle profiles. The performance parameters were monitored in situ during the experiments, and the resulting data were used as a training dataset. The dataset was also used to identify specific parameter behavior, estimate correlation among parameters, and extract features for defining a healthy baseline. Field-returned computer data and data corresponding to artificially injected faults in computers were used as test data.