I. Introduction
Bearings are critical to many rotary machines such as wind turbines, automobiles, and high-speed trains. Unfortunately, bearing failure is one of the most common failure modes in these machines [1]–[3]. The failure of bearings will lead to a malfunction or catastrophic failure of their host systems and result in a lengthy and costly downtime [4]. Thus, there has been a growing interest in prognostics and health management (PHM) for bearings. By doing so, the health condition of bearings can be estimated and predicted online. The prediction of the remaining useful life (RUL) of bearings can save time and money for maintenance and help extend the system's lifespan and reduce life-cycle costs [5], [6].