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

• Autorzy: Ivo Punčochář , Miroslav Šimandl
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

active fault detection; non-linear stochastic systems; optimal input design; dynamic programming

• Wydawca: University of Zielona Gora Press
• Czasopismo: International Journal of Applied Mathematics and Computer Science
• Rocznik: 2014
• Tom: 24
• Numer: 4
• Strony: 795-807

Daty

wydano

2014

otrzymano

2013-10-18

poprawiono

2014-03-28

Twórcy

autor

Ivo Punčochář

• NTIS-New Technologies for the Information Society, European Centre of Excellence, Faculty of Applied Sciences, University of West Bohemia, Univerzitní 8, 306 14, Pilsen, Czech Republic

autor

Miroslav Šimandl

• NTIS-New Technologies for the Information Society, European Centre of Excellence, Faculty of Applied Sciences, University of West Bohemia, Univerzitní 8, 306 14, Pilsen, Czech Republic

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Identyfikatory

DOI

10.2478/amcs-2014-0059