PL EN


Preferencje help
Widoczny [Schowaj] Abstrakt
Liczba wyników
Tytuł artykułu

Particle filtering for the estimation of system mode of operation

Autorzy
Treść / Zawartość
Identyfikatory
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
Efficient diagnosis and prognosis of system faults depend on the ability to estimate the system state on the basis of noisy measurements of the system dynamic variables and parameters. The system dynamics is typically characterized by transitions among discrete modes of operation, each one giving rise to a specific continuous dynamics of evolution. The estimation of the state of these hybrid dynamic systems is a particularly challenging task because it requires keeping track of the transitions among the multiple modes of system dynamics corresponding to the different modes of operation. In this paper a Monte Carlo estimation method is illustrated with an application to a case study of literature which consists of a tank filled with liquid, whose level is autonomously maintained between two thresholds. The system behavior is controlled by discrete mode actuators, whose states are estimated by a Monte Carlo-based particle filter on the basis of noisy level and temperature measurements.
Rocznik
Tom
Strony
77--86
Opis fizyczny
Bibliogr. 23 poz., rys., tab., wykr.
Twórcy
autor
  • Politecnico di Milano – Dipartimento di Energia, Milan, Italy
autor
  • Politecnico di Milano – Dipartimento di Energia, Milan, Italy
autor
  • Politecnico di Milano – Dipartimento di Energia, Milan, Italy
Bibliografia
  • [1] Willsky, A. S. (1976). A Survey of Design Methods for Failure Detection in Dynamic Systems. Automatica. 12, 601-611.
  • [2] Marseguerra, M., Zio, E., Baraldi, P., Popescu, I. C. & Ulmeanu, P. (2006). A Fuzzy Logic – based Model for the Classification of Faults in the Pump Seals of the Primary Heat Transport System of a Candu 6 Reactor. Nuclear Science and Engineering. 153 (2), 157-171.
  • [3] Reifman, J. (1997). Survey of Artificial Intelligence Methods for Detection and Identification of Component Faults in Nuclear Power Plants. Nucl. Technol.119, 76.
  • [4] Doucet, A. (1998). On Sequential Simulation-Based Methods for Bayesian Filtering. Technical Report, University of Cambridge, Dept. Of Engineering, CUED-F-ENG-TR310.
  • [5] Doucet, A., de Freitas, J. F. G. & Gordon, N. J. (2001). An Introduction to Sequential Monte Carlo Methods, in Sequential Monte Carlo in Practice. A. Doucet, J. F. G. de Freitas and N. J. Gordon, Eds., New York: Springer-Verlag,.
  • [6] Kitagawa, G. (1987). Non-Gaussian State-Space Modeling of Nonstationary Time Series. Journal of the American Statistical Association. 82, 1032-1063.
  • [7] Anderson, B. D. & Moore, J. B. (1979). Optimal Filtering. Englewood Cliffs, NJ: Prentice Hall.
  • [8] Djuric, P. M., Kotecha, J. H., Zhang, J., Huang, Y., Ghirmai, T., Bugallo, M. F. & Miguez, J. (2003). Particle Filtering. IEEE Signal Processing Magazine. 19-37.
  • [9] Doucet, A., Godsill, S. & Andreu, C. (2000). On Sequential Monte Carlo Sampling Methods for Bayesian Filtering. Statistics and Computing. 10, 197-208.
  • [10] Cadini, F., Zio, E. & Avram, D. (2009). Modelbased Monte Carlo state estimation for conditionbased component replacement. Reliab. Eng. And Sys. Saf. 94, 752-758.
  • [11] Cadini, F., Zio, E. & Avram, D. (2009). Monte Carlo-based filtering for fatigue crack growth estimation. Probabilistic Engineering Mechanics. 24, 367-373.
  • [12] Koutsoukos, X., Kurien, J. & Zhao, F. (2002). Monitoring and diagnosis of hybrid systems using particle filtering methods. Proceedings of the 15th International Symposium on the Mathematical Theory of Networks and Systems (MTNS).
  • [13] Wang, P., Chen X. M. & Aldemir, T. (2002). DSD: a Generic Software Package for Model-Based Fault Diagnosis in Dynamic Systems, Reliab. Eng. and Sys. Saf. 75, 31-39.
  • [14] Aldemir, T., Siu, N., Mosleh, A., Cacciabue, P. C. & Goktepe, B. G. (1994). Eds.: Reliability and Safety Assessment of Dynamic Process Systems. NATO-ASI Series F. 120, Berlin: Springer-Verlag.
  • [15] Marseguerra, M. & Zio, E. (1996). Monte Carlo approach to PSA for dynamic process systems. Reliab. Eng. and Sys. Saf. 52, 227-241.
  • [16] Labeau, P. E. & Zio, E. (1998). The Cell-to-Boundary Method in the Frame of Memorization-Based Monte Carlo Algorithms. A New Computational Improvement in Dynamic Reliability. Mathematics and Computers in Simulation. 47, 2-5, 329-347.
  • [17] Arulampalam, M. S., Maskell, S., Gordon, N. & Clapp, T. (2002). A Tutorial on Particle Filters for Online Nonlinear/Non-Gaussian Bayesian Tracking. IEEE Trans. On Signal Processing. 50, 2, 174-188.
  • [18] Pulkkinen, U. (1991). A Stochastic Model for Wear Prediction through Condition Monitoring. K. Holmberg & A. Folkeson Eds., Operational Reliability and Systematic Maintenance, London/New York: Elsevier. 223-243.
  • [19] Seong, S. H., Park, H. Y., Kim, D. H., Suh, Y. S., Hur, S., Koo, I. S., Lee, U. C., Jang, J. W. & Shin, Y. C. (2002). Development of Fast Running Simulation Methodology Using Neural Networks for Load Follow Operation. Nuclear Science and Engineering. 141, 66-77.
  • [20] Kalos, M. H. & Whitlock, P. A. (1986). Monte Carlo methods. Volume I: basics, Wiley.
  • [21] Efron, B.; Tibshirani, R. (1993). An introduction to the Bootstrap. Chapman & Hall/CRC.
  • [22] Tanizaki, H. (1997). Nonlinear and nonnormal filters using Monte Carlo methods, Computational Statistics & Data Analysis. 25, 417-439.
  • [23] Tanizaki, H. & Mariano, R. S. (1998). Nonlinear and Non-Gaussian State-Space Modeling with Monte Carlo Simulations. Journal of Econometrics. 83, 263-290.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-9af84afa-ad61-48be-ae40-70f8df851abf
JavaScript jest wyłączony w Twojej przeglądarce internetowej. Włącz go, a następnie odśwież stronę, aby móc w pełni z niej korzystać.