Martingale Construction for Multi-State Battery Health Monitoring with Recovery and Multiple Failure Modes
Multi-State Battery Health Model¶
State Space Definition¶
Define the battery state space $\mathcal{S} = {H, D_1, D_2, \ldots, D_k, F_1, F_2, \ldots, F_m, R}$ where: - $H$: Healthy/Normal operating state - $D_i$: Degradation state $i$ (recoverable) - $F_j$: Failure state $j$ (non-recoverable) - $R$: Recovery/Rejuvenation state (during maintenance)
The transition intensity matrix $Q$ for continuous-time monitoring:
$$Q = \begin{pmatrix} -\lambda_H & \lambda_{HD_1} & \lambda_{HD_2} & \cdots & \lambda_{HF_1} & \cdots & \lambda_{HR} \ \mu_{D_1H} & -\lambda_{D_1} & \lambda_{D_1D_2} & \cdots & \lambda_{D_1F_1} & \cdots & \lambda_{D_1R} \ \vdots & \vdots & \vdots & \ddots & \vdots & \ddots & \vdots \ 0 & 0 & 0 & \cdots & -\lambda_{F_j} & \cdots & 0 \ \mu_{RH} & \mu_{RD_1} & 0 & \cdots & 0 & \cdots & -\lambda_R \end{pmatrix}$$
where $\lambda_{ij}$ represents transition rate from state $i$ to $j$, and $\mu_{ij}$ represents recovery rates.
Observable Signal Model¶
For state $s \in \mathcal{S}$, the observation process follows:
$$Y_t \mid X_t = s \sim \mathcal{N}(\mu_s(t), \Sigma_s(t))$$
where $Y_t = (V_t, I_t, T_t, Z_t, \text{SoC}_t)$ is the multivariate observation.
Martingale Construction for State Transitions¶
Likelihood Ratio Martingale¶
For hypothesis testing between state trajectories, construct the likelihood ratio process:
$$M_t = \frac{dP^{(1)}}{dP^{(0)}}(Y_{0:t}) = \prod_{i=0}^{t} \frac{p^{(1)}(Y_i \mid Y_{0:i-1})}{p^{(0)}(Y_i \mid Y_{0:i-1})}$$
Under $P^{(0)}$, this forms a martingale with $\mathbb{E}{P^{(0)}}[M_t \mid \mathcal{F}$.}] = M_{t-1
State-Specific Martingales¶
For each state $s \in \mathcal{S}$, define the state likelihood martingale:
$$M_t^{(s)} = \frac{P(Y_{0:t} \mid X_t = s)}{P(Y_{0:t} \mid X_0 = H)} \cdot \frac{P(X_t = s)}{P(X_0 = H)}$$
The posterior probability process:
$$\pi_t^{(s)} = P(X_t = s \mid Y_{0:t}) = \frac{M_t^{(s)}}{\sum_{s’ \in \mathcal{S}} M_t^{(s’)}}$$
Compensated Counting Process Martingale¶
For transitions between states, define counting processes $N_{ij}(t)$ for transitions from state $i$ to $j$:
$$M_{ij}(t) = N_{ij}(t) - \int_0^t \lambda_{ij}(u) \cdot \mathbb{1}(X_u = i) \, du$$
This compensated process is a martingale under the true model.
Recovery Detection Martingales¶
Health Score Process¶
Define a health score function $h: \mathcal{S} \rightarrow [0, 1]$:
$$h(s) = \begin{cases} 1 & s = H \ 0.7 + 0.3e^{-\kappa_i} & s = D_i \ 0.9 & s = R \ \delta_j & s = F_j \end{cases}$$
where $\kappa_i$ is degradation severity and $\delta_j \ll 1$ for failure states.
Recovery Martingale¶
Construct a martingale that captures improvement in health:
$$M_t^{\text{recovery}} = h(X_t) - h(X_0) - \int_0^t \mathcal{L}h(X_s) \, ds$$
where $\mathcal{L}$ is the infinitesimal generator:
$$\mathcal{L}h(s) = \sum_{s’ \neq s} q_{ss’}(h(s’) - h(s))$$
Cumulative Recovery E-Process¶
Define the recovery E-process:
$$E_t^{\text{rec}} = \exp\left(\int_0^t \lambda_{\text{rec}}(s) \, dM_s^{\text{recovery}} - \frac{1}{2}\int_0^t \lambda_{\text{rec}}^2(s) \, d\langle M^{\text{recovery}} \rangle_s\right)$$
This detects statistically significant health improvements.
Multiple Failure Mode Detection¶
Failure Mode Signatures¶
Each failure mode $F_j$ has characteristic signature:
-
Capacity Fade ($F_1$): $$\mu_{F_1} = (\bar{V} - \alpha t, \bar{I}, \bar{T}, Z_0 e^{\beta t}, \text{SoC}_{\max} \cdot (1 - \gamma t))$$
-
Internal Short ($F_2$): $$\mu_{F_2} = (\bar{V} - \Delta V_{\text{short}}, I_{\text{leak}}, T_{\text{elevated}}, Z_{\text{low}}, \text{SoC}_{\text{unstable}})$$
-
Thermal Runaway Risk ($F_3$): $$\mu_{F_3} = (\bar{V}, \bar{I}, T_{\text{high}} + \eta(t), Z_{\text{varying}}, \text{SoC}_{\text{normal}})$$
-
Dendrite Formation ($F_4$): $$\mu_{F_4} = (V_{\text{spiky}}(t), I_{\text{irregular}}, \bar{T}, Z_{\text{oscillating}}(t), \text{SoC}_{\text{normal}})$$
Competing Risk Martingales¶
For simultaneous detection of multiple failure modes:
$$M_t^{(F_j)} = \exp\left(\sum_{i=1}^{n} \log\frac{f_{F_j}(Y_{t_i} \mid \mathcal{F}{t}})}{f_H(Y_{t_i} \mid \mathcal{F{t\right)$$}})
The first failure detected:
$$\hat{F} = \arg\max_{j} {M_t^{(F_j)} : M_t^{(F_j)} > \tau_j}$$
where $\tau_j$ are mode-specific thresholds.
Semi-Markov Model Extensions¶
State Sojourn Times¶
Incorporate state duration dependencies:
$$P(X_{t+\Delta t} = j \mid X_t = i, S_i = s) = q_{ij}(s) \Delta t + o(\Delta t)$$
where $S_i$ is sojourn time in state $i$ and $q_{ij}(s)$ is duration-dependent transition rate.
Sojourn-Adjusted Martingale¶
$$M_t^{\text{semi}} = \prod_{k=1}^{N(t)} \frac{f_{X_k}(S_k)}{g_{X_k}(S_k)} \cdot \prod_{k=0}^{N(t)} \frac{p_{X_k X_{k+1}}}{q_{X_k X_{k+1}}}$$
where $f$ and $g$ are sojourn distributions under alternative and null hypotheses.
Hidden Markov Model Filtering¶
Forward-Backward Martingale¶
The forward filtering process:
$$\alpha_t(s) = P(X_t = s \mid Y_{1:t}) = \frac{P(Y_t \mid X_t = s) \sum_{s’} P(X_t = s \mid X_{t-1} = s’) \alpha_{t-1}(s’)}{P(Y_t \mid Y_{1:t-1})}$$
Define the prediction error martingale:
$$M_t^{\text{pred}} = Y_t - \mathbb{E}[Y_t \mid Y_{1:t-1}] = Y_t - \sum_{s \in \mathcal{S}} \mu_s \cdot P(X_t = s \mid Y_{1:t-1})$$
Viterbi-Based Martingale¶
For most likely path detection:
$$V_t(s) = \max_{x_{0:t-1}} P(X_{0:t-1} = x_{0:t-1}, X_t = s, Y_{1:t})$$
The path probability martingale:
$$M_t^{\text{path}} = \frac{\max_s V_t(s)}{P(Y_{1:t})}$$
Adaptive Learning and Online Updates¶
Parameter Learning Martingale¶
For unknown transition rates, use the EM algorithm score process:
$$S_t(\theta) = \sum_{i=1}^{t} \left(\nabla_\theta \log p_\theta(Y_i \mid Y_{1:i-1}) - \mathbb{E}\theta[\nabla\theta \log p_\theta(Y_i \mid Y_{1:i-1})]\right)$$
This score process is a martingale under true parameter $\theta_0$.
Online Transition Rate Estimation¶
Update transition rates using martingale estimators:
$$\hat{\lambda}{ij}(t) = \frac{N$$}(t)}{\int_0^t \mathbb{1}(X_s = i) \, ds
with confidence bounds from martingale CLT:
$$\sqrt{t}(\hat{\lambda}{ij}(t) - \lambda)$$}) \xrightarrow{d} \mathcal{N}(0, \lambda_{ij
Practical Implementation Algorithms¶
Algorithm 1: Multi-State Health Monitoring¶
class MultiStateBatteryMonitor:
def __init__(self, states, transition_matrix, observation_models):
self.states = states # [H, D1, D2, F1, F2, R]
self.Q = transition_matrix
self.obs_models = observation_models
self.state_probs = np.ones(len(states)) / len(states)
self.martingales = {s: 1.0 for s in states}
def update(self, observation):
# Update state-specific martingales
for state in self.states:
likelihood = self.obs_models[state].pdf(observation)
baseline_likelihood = self.obs_models['H'].pdf(observation)
# Martingale increment
increment = likelihood / baseline_likelihood
self.martingales[state] *= increment
# Normalize to get posterior probabilities
total = sum(self.martingales.values())
self.state_probs = {s: m/total for s, m in self.martingales.items()}
# Check for state transitions
return self.detect_transitions()
def detect_transitions(self):
max_state = max(self.state_probs, key=self.state_probs.get)
if max_state in ['D1', 'D2']:
return f"DEGRADATION: {max_state}"
elif max_state in ['F1', 'F2']:
return f"FAILURE: {max_state}"
elif max_state == 'R':
return "RECOVERY DETECTED"
elif max_state == 'H' and self.previous_state != 'H':
return "RETURNED TO HEALTHY"
return "NORMAL"
Algorithm 2: Recovery Detection with E-Process¶
class RecoveryDetector:
def __init__(self, health_score_func, significance_level=0.05):
self.h = health_score_func
self.alpha = significance_level
self.E_recovery = 1.0
self.health_history = []
def update(self, state_estimate, observation):
current_health = self.h(state_estimate)
self.health_history.append(current_health)
if len(self.health_history) > 1:
# Compute health improvement
delta_h = current_health - self.health_history[-2]
# Update E-process for recovery
if delta_h > 0:
# Positive evidence for recovery
lambda_opt = self.optimize_lambda(delta_h)
increment = np.exp(lambda_opt * delta_h - self.psi(lambda_opt))
self.E_recovery *= increment
# Check for significant recovery
if self.E_recovery > 1/self.alpha:
return "SIGNIFICANT RECOVERY DETECTED"
return None
def optimize_lambda(self, delta_h):
# Adaptive lambda based on improvement magnitude
return min(1.0, delta_h / 0.1) # Cap at 1.0
def psi(self, lambda_val):
# MGF under null (no recovery)
return lambda_val**2 * self.variance_null / 2
Algorithm 3: Competing Failure Modes¶
class CompetingFailureDetector:
def __init__(self, failure_models):
self.failure_models = failure_models
self.failure_martingales = {f: 1.0 for f in failure_models.keys()}
self.thresholds = self.set_bonferroni_thresholds()
def update(self, observation):
for failure_mode, model in self.failure_models.items():
# Compute likelihood ratio
l_failure = model.likelihood(observation)
l_healthy = self.healthy_model.likelihood(observation)
# Update martingale
self.failure_martingales[failure_mode] *= (l_failure / l_healthy)
# Check for failure detection
detected = []
for mode, M in self.failure_martingales.items():
if M > self.thresholds[mode]:
detected.append((mode, M))
if detected:
# Return most likely failure
return max(detected, key=lambda x: x[1])[0]
return None
def set_bonferroni_thresholds(self, alpha=0.01):
n_modes = len(self.failure_models)
return {mode: n_modes/alpha for mode in self.failure_models}
Optimal Stopping for Maintenance Decisions¶
Value Function Martingale¶
Define the value function for maintenance decision:
$$V_t = \sup_{\tau \geq t} \mathbb{E}\left[\int_t^\tau r(X_s) \, ds - c(\tau, X_\tau) \Big| \mathcal{F}_t\right]$$
where $r(s)$ is reward rate in state $s$ and $c(\tau, s)$ is maintenance cost.
The martingale:
$$M_t^V = V_t - V_0 - \int_0^t \mathcal{L}V(X_s) \, ds$$
Optimal Maintenance Trigger¶
Maintenance is triggered when:
$$M_t^{\text{maint}} = \frac{P(X_t \in {D_i} \cup {F_j})}{P(X_t = H)} > \tau^*$$
where $\tau^*$ solves:
$$\tau^* = \arg\min_\tau \left{c_{\text{prev}} \cdot P(\tau < T_{\text{failure}}) + c_{\text{fail}} \cdot P(\tau \geq T_{\text{failure}})\right}$$
Continuous Learning Framework¶
Bayesian Martingale Updates¶
Incorporate prior knowledge via conjugate priors:
$$\pi_t(\theta) \propto \pi_0(\theta) \cdot \exp\left(\int_0^t \log p_\theta(dY_s \mid \mathcal{F}_{s-})\right)$$
The posterior mean process:
$$\hat{\theta}t = \mathbb{E}[\theta]$$
forms a martingale under the prior predictive distribution.
Reinforcement Learning Integration¶
Use martingale differences for policy gradient:
$$\nabla J(\theta) = \mathbb{E}\left[\sum_{t=0}^{T} M_t^{\text{reward}} \cdot \nabla \log \pi_\theta(a_t \mid s_t)\right]$$
where:
$$M_t^{\text{reward}} = R_t - \mathbb{E}[R_t \mid \mathcal{F}_{t-1}]$$
Validation and Performance Metrics¶
Martingale Residual Analysis¶
Test martingale property via residuals:
$$R_t = \frac{M_t - M_{t-1}}{\sqrt{\langle M \rangle_t - \langle M \rangle_{t-1}}}$$
Under correct model, $R_t \sim \mathcal{N}(0, 1)$ independently.
Cross-Entropy for State Estimation¶
Evaluate state estimation accuracy:
$$H(P | \hat{P}) = -\sum_{s \in \mathcal{S}} P(X_t = s) \log \hat{P}(X_t = s \mid Y_{1:t})$$
Recovery Detection Performance¶
- Sensitivity: $P(\text{detect recovery} \mid \text{true recovery})$
- Specificity: $P(\text{no detection} \mid \text{no recovery})$
- Time to detection: $\mathbb{E}[\tau_{\text{detect}} - \tau_{\text{recovery}}]$
Case Study: EV Battery Pack with Cell Balancing¶
State Space for Cell-Level Monitoring¶
For $n$ cells in series:
$$\mathcal{S} = {H, D_{\text{imbalance}}, D_{\text{weak}}, F_{\text{open}}, F_{\text{short}}, R_{\text{balanced}}}$$
Cell Balancing as Recovery Mechanism¶
Balancing triggers transition $D_{\text{imbalance}} \rightarrow R_{\text{balanced}} \rightarrow H$:
$$P(R_{\text{balanced}} \rightarrow H) = 1 - \exp(-\mu_{\text{balance}} \cdot t_{\text{balance}})$$
Multi-Level Martingales¶
Hierarchical monitoring:
- Cell Level: $M_t^{(i)}$ for cell $i$
- Module Level: $M_t^{\text{module}} = \prod_{i \in \text{module}} M_t^{(i)}$
- Pack Level: $M_t^{\text{pack}} = \min_{\text{module}} M_t^{\text{module}}$
Advanced Topics¶
Non-Linear State Space Models¶
For non-linear dynamics:
$$X_{t+1} = f(X_t, W_t), \quad Y_t = g(X_t, V_t)$$
Use particle filter martingales:
$$M_t^{\text{PF}} = \frac{1}{N} \sum_{i=1}^{N} w_t^{(i)}$$
where $w_t^{(i)}$ are importance weights.
Deep Learning Integration¶
Neural network state classifier with martingale regularization:
$$\mathcal{L} = \mathcal{L}{\text{CE}} + \lambda \cdot \mathbb{E}\left[(M_t\right]$$} - M_t)^2 \mid \mathcal{F
This ensures learned representations maintain martingale property.
Conclusion¶
The martingale framework for multi-state battery health monitoring enables:
- Unified Detection: Simultaneous monitoring of degradation, failure, and recovery events
- Optimal Decision Making: Maintenance scheduling via optimal stopping theory
- Uncertainty Quantification: Rigorous confidence bounds on state estimates
- Adaptive Learning: Online parameter updates maintaining statistical guarantees
- Hierarchical Monitoring: From cell to pack level with consistent framework
Key innovations include: - Recovery martingales that detect health improvements - Competing risk framework for multiple failure modes - Semi-Markov extensions for state-duration dependencies - Integration with reinforcement learning for adaptive maintenance
This framework provides the theoretical foundation for next-generation battery management systems capable of detecting not just failures but also recovery events, enabling proactive maintenance and extended battery life.