Filter-based fault detection and diagnosis using output PDFs for stochastic systems with time delays

In this paper, a fault detection and diagnosis (FDD) scheme is studied for general stochastic dynamic systems subjected to state time delays. Different from the formulation of classical FDD problems, it is supposed that the measured information for the FDD is the probability density function (PDF) of the system output rather than its actual value. A B-spline expansion technique is applied so that the output PDF can be formulated in terms of the dynamic weights of the B-spline expansion, by which a time delay model can be established between the input and the weights with non-linearities and modelling errors. As a result, the concerned FDD problem can be transformed into a classic FDD problem subject to an uncertain non-linear system with time delays. Feasible criteria to detect the system fault are obtained and a fault diagnosis method is further presented to estimate the fault. Simple simulations are given to demonstrate the efficiency of the proposed approach. Copyright © 2006 John Wiley & Sons, Ltd.