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Dealing with the generating and transferring problem of uncertainty in Prognostics and Health Management, propagating mechanism of uncertainty was studied in this paper. Firstly, open system architecture was proposed, and its elements were extracted. Secondly, generating mechanisms were explored for measurement, data, model, method, decision and usage elements. Then propagating mechanism of uncertainty was investigated following the working flow of prognostics and health management. And propagation rules were proved. At last, also the most important, digesting policies were put forward for uncertainty according to generation and propagation mechanisms.