On infinite horizon active fault diagnosis for a class of non-linear non-Gaussian systems

Ivo Punčochář; Miroslav Šimandl

International Journal of Applied Mathematics and Computer Science (2014)

  • Volume: 24, Issue: 4, page 795-807
  • ISSN: 1641-876X

Abstract

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The paper considers the problem of active fault diagnosis for discrete-time stochastic systems over an infinite time horizon. It is assumed that the switching between a fault-free and finitely many faulty conditions can be modelled by a finite-state Markov chain and the continuous dynamics of the observed system can be described for the fault-free and each faulty condition by non-linear non-Gaussian models with a fully observed continuous state. The design of an optimal active fault detector that generates decisions and inputs improving the quality of detection is formulated as a dynamic optimization problem. As the optimal solution obtained by dynamic programming requires solving the Bellman functional equation, approximate techniques are employed to obtain a suboptimal active fault detector.

How to cite

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Ivo Punčochář, and Miroslav Šimandl. "On infinite horizon active fault diagnosis for a class of non-linear non-Gaussian systems." International Journal of Applied Mathematics and Computer Science 24.4 (2014): 795-807. <http://eudml.org/doc/271900>.

@article{IvoPunčochář2014,
abstract = {The paper considers the problem of active fault diagnosis for discrete-time stochastic systems over an infinite time horizon. It is assumed that the switching between a fault-free and finitely many faulty conditions can be modelled by a finite-state Markov chain and the continuous dynamics of the observed system can be described for the fault-free and each faulty condition by non-linear non-Gaussian models with a fully observed continuous state. The design of an optimal active fault detector that generates decisions and inputs improving the quality of detection is formulated as a dynamic optimization problem. As the optimal solution obtained by dynamic programming requires solving the Bellman functional equation, approximate techniques are employed to obtain a suboptimal active fault detector.},
author = {Ivo Punčochář, Miroslav Šimandl},
journal = {International Journal of Applied Mathematics and Computer Science},
keywords = {active fault detection; non-linear stochastic systems; optimal input design; dynamic programming; nonlinear stochastic systems},
language = {eng},
number = {4},
pages = {795-807},
title = {On infinite horizon active fault diagnosis for a class of non-linear non-Gaussian systems},
url = {http://eudml.org/doc/271900},
volume = {24},
year = {2014},
}

TY - JOUR
AU - Ivo Punčochář
AU - Miroslav Šimandl
TI - On infinite horizon active fault diagnosis for a class of non-linear non-Gaussian systems
JO - International Journal of Applied Mathematics and Computer Science
PY - 2014
VL - 24
IS - 4
SP - 795
EP - 807
AB - The paper considers the problem of active fault diagnosis for discrete-time stochastic systems over an infinite time horizon. It is assumed that the switching between a fault-free and finitely many faulty conditions can be modelled by a finite-state Markov chain and the continuous dynamics of the observed system can be described for the fault-free and each faulty condition by non-linear non-Gaussian models with a fully observed continuous state. The design of an optimal active fault detector that generates decisions and inputs improving the quality of detection is formulated as a dynamic optimization problem. As the optimal solution obtained by dynamic programming requires solving the Bellman functional equation, approximate techniques are employed to obtain a suboptimal active fault detector.
LA - eng
KW - active fault detection; non-linear stochastic systems; optimal input design; dynamic programming; nonlinear stochastic systems
UR - http://eudml.org/doc/271900
ER -

References

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