A Note on the Sensitivity of Permutation Entropy to Additive Noise

Additive noise could be encountered in various mechanical systems. It could be observed as part of ongoing system degradation and defect evolution. Here, we empirically demonstrate inherent challenges of permutation entropy (PE) in remaining useful life (RUL) analysis, the analysis of time to failure or time to unacceptable wear of the system. We perform numerical experiments by adding various amounts of additive Gaussian noise to vibrational signal and investigate how the PE changes. The data or signal are often comprised of several parts such as fundamental component, noise and other components related to perturbations out of the evolving defects. Here, we gain an additional insight on what part of the signal is related to the RUL. By joining these two problems together, we can draw a practical conclusion on how robust to additive noise the PE is to a particular dataset.