Health evaluation method for degrading systems subject to dependent competing risks

This paper proposes a health evaluation method for degrading systems subject to competing risks of dependent soft and hard failures. To characterize the time-varying degradation rate, the degradation process is determined by a non-stationary Gamma process and the soft failure is encountered when it exceeds a predefined critical level. For the hard failure, a Cox's proportional hazard model is applied to describe the hazard rate of the time to system failure. The dependent relationship is modeled by incorporating the degradation process as a time-varying covariate into the Cox's proportional hazard model. To facilitate the health characteristics evaluation, a discretization technique is applied both to the degradation process and the monitoring time. All health characteristics can be obtained in the explicit form using the transition probability matrix, which is computationally attractive for practical applications. Finally, a numerical analysis is carried out to show the effectiveness and the performance of the proposed health evaluation method.