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Fundamental Fault Detection Limitations in Linear Non-Gaussian Systems
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.ORCID iD: 0000-0002-1971-4295
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2005 (English)Report (Other academic)
Abstract [en]

Sophisticated fault detection (FD) algorithms often include nonlinear mappings of observed data to fault decisions, and simulation studies are used to support the methods. Objective statistically supported performance analysis of FDalgorithms is only possible for some special cases, including linear Gaussian models. The goal here is to derive general statistical performance bounds for any FD algorithm, given a nonlinear non-Gaussian model of the system. Recent advances in numerical algorithms for nonlinear filtering indicate that such bounds in many practical cases are attainable. This paper focuses on linear non-Gaussian models. A couple of different fault detection setups based on parity space and Kalman filter approaches are considered, where the fault enters a computable residual linearly. For this class of systems, fault detection can be based on the best linear unbiased estimate (BLUE) of the fault vector. Alternatively, a nonlinear filter can potentially compute the maximum likelihood (ML) state estimate, whose performance is bounded by the Cramér-Rao lower bound (CRLB). The contribution in this paper is general expressions for the CRLB for this class of systems, interpreted in terms offault detectability. The analysis is exemplified for a case with measurements affected by outliers.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2005. , 11 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2709
Keyword [en]
Fault detection, Maximum likelihood estimation, Colored Noice, Automatic control
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-56071ISRN: LiTH-ISY-R-2709OAI: diva2:316866
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2015-09-22Bibliographically approved

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Hendeby, GustafGustafsson, Fredrik
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