State estimation and fault detection and identification for constrained stochastic linear hybrid systems

In this study, a fault detection and identification (FDI) scheme are proposed for constrained stochastic linear hybrid systems (CSLHSs) based on our proposed constrained innovation hybrid estimator (CIHE). CSLHSs are stochastic linear hybrid systems that have state equality constraints on the dynami...

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Vydané v:	IET control theory & applications Ročník 7; číslo 1; s. 1 - 15
Hlavní autori:	Mann, Garrett, Hwang, Inseok
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Stevenage The Institution of Engineering and Technology 01.01.2013 John Wiley & Sons, Inc
Predmet:	CIHE constrained innovation hybrid estimator constrained stochastic linear hybrid systems constraint violations Constraints CSLHS Fault detection fault detection and identification scheme fault diagnosis Faults FDI scheme filtering theory Hybrid systems linear systems mode‐matched filters Monitoring state equality constraints State estimation statistical analysis statistical properties stochastic systems Stochasticity system dynamic faults unconstrained filters water tank system Water tanks system dynamic faults fault diagnosis unconstrained filters filtering theory fault detection and identification scheme linear systems constrained stochastic linear hybrid systems state equality constraints water tank system CSLHS constraint violations stochastic systems constrained innovation hybrid estimator state estimation FDI scheme statistical analysis CIHE statistical properties mode-matched filters
ISSN:	1751-8644, 1751-8652
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Abstract	In this study, a fault detection and identification (FDI) scheme are proposed for constrained stochastic linear hybrid systems (CSLHSs) based on our proposed constrained innovation hybrid estimator (CIHE). CSLHSs are stochastic linear hybrid systems that have state equality constraints on the dynamics of each mode. The CIHE is derived to estimate the CSLHS in such a way that the expectation of the innovations of the mode-matched filters satisfy the constraints. Therefore the constraint information is available in the residual of the CIHE for FDI of not only system dynamic faults but also constraint violations. Each constrained, mode-matched filter is proved to be unbiased, satisfy the constraint, and have smaller estimation error than corresponding unconstrained filters. It is also proved that the CIHE is unbiased and that three residuals from the CIHE have zero mean with a given covariance for different cases of system faults. By monitoring the statistical properties of these residuals, both constraint and discrete faults are detected and identified. The estimation and FDI characteristics of the CIHE algorithm are illustrated using a water tank system as an example.
AbstractList	In this study, a fault detection and identification (FDI) scheme are proposed for constrained stochastic linear hybrid systems (CSLHSs) based on our proposed constrained innovation hybrid estimator (CIHE). CSLHSs are stochastic linear hybrid systems that have state equality constraints on the dynamics of each mode. The CIHE is derived to estimate the CSLHS in such a way that the expectation of the innovations of the mode-matched filters satisfy the constraints. Therefore the constraint information is available in the residual of the CIHE for FDI of not only system dynamic faults but also constraint violations. Each constrained, mode-matched filter is proved to be unbiased, satisfy the constraint, and have smaller estimation error than corresponding unconstrained filters. It is also proved that the CIHE is unbiased and that three residuals from the CIHE have zero mean with a given covariance for different cases of system faults. By monitoring the statistical properties of these residuals, both constraint and discrete faults are detected and identified. The estimation and FDI characteristics of the CIHE algorithm are illustrated using a water tank system as an example. In this study, a fault detection and identification (FDI) scheme are proposed for constrained stochastic linear hybrid systems (CSLHSs) based on our proposed constrained innovation hybrid estimator (CIHE). CSLHSs are stochastic linear hybrid systems that have state equality constraints on the dynamics of each mode. The CIHE is derived to estimate the CSLHS in such a way that the expectation of the innovations of the mode-matched filters satisfy the constraints. Therefore the constraint information is available in the residual of the CIHE for FDI of not only system dynamic faults but also constraint violations. Each constrained, mode-matched filter is proved to be unbiased, satisfy the constraint, and have smaller estimation error than corresponding unconstrained filters. It is also proved that the CIHE is unbiased and that three residuals from the CIHE have zero mean with a given covariance for different cases of system faults. By monitoring the statistical properties of these residuals, both constraint and discrete faults are detected and identified. The estimation and FDI characteristics of the CIHE algorithm are illustrated using a water tank system as an example. [PUBLICATION ABSTRACT]
Author	Mann, Garrett Hwang, Inseok
Author_xml	– sequence: 1 givenname: Garrett surname: Mann fullname: Mann, Garrett email: manng@purdue.edu organization: Department of Aeronautics and Astronautics, Purdue University, Lafayette, IN, 47906 USA – sequence: 2 givenname: Inseok surname: Hwang fullname: Hwang, Inseok organization: Department of Aeronautics and Astronautics, Purdue University, Lafayette, IN, 47906 USA
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Keywords	system dynamic faults fault diagnosis unconstrained filters filtering theory fault detection and identification scheme linear systems constrained stochastic linear hybrid systems state equality constraints water tank system CSLHS constraint violations stochastic systems constrained innovation hybrid estimator state estimation FDI scheme statistical analysis CIHE statistical properties mode-matched filters
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Snippet	In this study, a fault detection and identification (FDI) scheme are proposed for constrained stochastic linear hybrid systems (CSLHSs) based on our proposed...
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SubjectTerms	CIHE constrained innovation hybrid estimator constrained stochastic linear hybrid systems constraint violations Constraints CSLHS Fault detection fault detection and identification scheme fault diagnosis Faults FDI scheme filtering theory Hybrid systems linear systems mode‐matched filters Monitoring state equality constraints State estimation statistical analysis statistical properties stochastic systems Stochasticity system dynamic faults unconstrained filters water tank system Water tanks
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Title	State estimation and fault detection and identification for constrained stochastic linear hybrid systems
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