Recursive filters for a partially observable system subject to random failure

By Daming Lin, V. Makis. Advances in Applied Probability, 2003

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Remaining useful life estimation - A review on the statistical data driven approaches (2011, background): “However , in the work of Lin and Makis ( 2002 , 2003 ) , the discrete approxima - tions that result from choosing discrete state and observation pro - cesses to represent the continuous CM and state information may result in the loss of information provided in the original data .”
A Data-Driven Failure Prognostics Method Based on Mixture of Gaussians Hidden Markov Models (2012, background): “This time is called RUL in some works, Estimated Time To Failure (ETTF) in [8], and in a small number of publications [9], [10] it is defined as a probability that a machine operates without a fault up to some future time.”