Abstract
The paper compares two approaches to measurement fault estimation for linear discrete-time stochastic systems. The first fault estimator utilizes the parity-space approach. It assumes that at most a limited number of components of the measurement fault can be non-zero. A fault is detected using the \(\chi ^2\) test applied to the parity-space based residuals and then the indices of non-zero components and fault itself are estimated. The second fault estimator is based on the multiple-model approach. The space of measurement faults is quantized to construct a set of models and a variable structure interacting multiple-model estimator is employed to estimate the state and the measurement fault. Both approaches are compared in a numerical example.
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Notes
- 1.
Note that a time-varying model and a known input to the monitored system can also be considered at the expense of more complicated notation.
- 2.
Note that a particular fault estimator might not necessarily use the whole sequence of past measurements to generate the fault estimate.
- 3.
Although the condition (6) can be omitted, a more computationally demanding expression for the statistic \(S_{k}=\textbf{r}_{k}^{\text {T}}(\textbf{W}\textbf{H}\textbf{H}^{\text {T}}\textbf{W}^{\text {T}})^{-1}\textbf{r}_{k}\) must be evaluated on-line.
- 4.
Note that there are no undetectable faults if \(\textbf{M}\) has the full column rank, i.e., \(m=n_f\).
- 5.
Notation \([\textbf{M}]_{:,i}\) denotes the i-th column of the matrix \(\textbf{M}\).
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Acknowledgements
The work was supported by the Czech Science Foundation under grant 22-11101S.
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Punčochář, I., Straka, O. (2023). Parity-Space and Multiple-Model Based Approaches to Measurement Fault Estimation. In: Theilliol, D., Korbicz, J., Kacprzyk, J. (eds) Recent Developments in Model-Based and Data-Driven Methods for Advanced Control and Diagnosis. ACD 2022. Studies in Systems, Decision and Control, vol 467. Springer, Cham. https://doi.org/10.1007/978-3-031-27540-1_5
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