A novel data-model-fusion prognostic framework is developed in this paper to improve the accuracy of system state long-horizon forecasting. This framework strategically integrates the strengths of the data-driven prognostic method and the model-based particle filtering approach in system state prediction while alleviating their limitations. In the proposed methodology, particle filtering is applied for system state estimation in parallel with parameter identification of the prediction model (with unknown parameters) based on Bayesian learning. Simultaneously, a data-driven predictor is employed to learn the system degradation pattern from history data so as to predict system evolution (or future measurements). An innovative feature of the proposed fusion prognostic framework is that the predicted measurements (with uncertainties) from the data-driven predictor will be properly managed and utilized by the particle filtering to further update the prediction model parameters, thereby enabling markedly better prognosis as well as improved forecasting transparency. As an application example, the developed fusion prognostic framework is employed to predict the remaining useful life of lithium ion batteries through electrochemical impedance spectroscopy tests. The investigation results demonstrate that the proposed fusion prognostic framework is an effective forecasting tool that can integrate the strengths of both the data-driven method and the particle filtering approach to achieve more accurate state forecasting. © 2012 Elsevier Ltd. All rights reserved.