将物理规律融入连续时间模型,提升不规则传感器数据下的寿命预测精度
Physically-Constrained Mamba-SDE for Remaining Useful Life Prediction under Irregular Observations

- 用掩码感知的Mamba编码器处理异步缺失数据,提取上下文控制信号
- 引入物理引导的随机微分方程,确保退化轨迹单调性,避免不合理的反向退化
- 将寿命预测设为边界值问题,通过终端惩罚损失引导轨迹逼近失效状态
准确的剩余使用寿命(RUL)预测对工业预测性维护至关重要。然而,真实场景中传感器观测具有异步采样、突发性缺失和时间抖动等不规则特征,给部署带来挑战。纯数据驱动模型常生成违背损伤累积不可逆性的物理上不合理的退化轨迹。为此,我们提出PC-MambaSDE,一种统一的连续时间框架,用于在不规则观测下实现鲁棒的RUL预测。具体地,设计了掩码感知的连续Mamba编码器,显式利用观测掩码提取富含上下文的控制信号;引入物理引导的潜在随机微分方程(SDE),采用参数化修正的混合漂移项,施加全局物理偏置以确保即使在严重观测缺失时仍保持退化单调性;此外,通过终端退化惩罚将RUL预测形式化为边界值问题,解耦健康指标维度并施加惩罚损失,引导轨迹趋向失效状态。理论上,证明了变分目标在Girsanov定理下等价于最小化KL散度,并通过Lyapunov分析保证学习动态的全局渐近稳定性。为实现严格评估,构建了模拟真实工业缺陷的混合不规则生成方案。在公开基准上的大量实验表明,PC-MambaSDE显著优于现有最先进方法,尤其在极端观测稀缺条件下,验证了将物理先验嵌入连续时间潜变量动态的有效性。
原文摘要 · Abstract (English)
Accurate Remaining Useful Life prediction is critical for industrial predictive maintenance. However, real-world deployment is challenging due to the irregular nature of sensor observations, characterized by asynchronous sampling, burst missingness, and temporal jitter. Compounding this issue, purely data-driven models often generate physically implausible degradation trajectories that violate the irreversible nature of damage accumulation. To address this, we propose PC-MambaSDE, a unified continuous-time framework for robust RUL prediction under irregular observations. Specifically, we design a Mask-Aware Continuous Mamba Encoder that explicitly leverages observation masks to extract context-rich control signals. Furthermore, we introduce a Physics-Guided Latent SDE with parametrically rectified hybrid drift, superimposing a global physical bias to enforce monotonic degradation even amid severe observation gaps. Additionally, we formulate RUL prediction as a boundary value problem via a Terminal Degradation Penalty, which decouples a Health Index dimension and applies a penalty loss to guide trajectories toward the failure state. Theoretically, we prove that our variational objective is mathematically equivalent to minimizing the KL divergence via Girsanov's theorem, and we guarantee the global asymptotic stability of the learned dynamics through Lyapunov analysis. To enable rigorous evaluation, we develop a Hybrid Irregularity Generation Scheme that simulates realistic industrial imperfections. Extensive experiments on public benchmarks demonstrate that PC-MambaSDE significantly outperforms state-of-the-art methods, particularly under extreme observation scarcity, validating the efficacy of embedding physical priors into continuous-time latent dynamics.
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