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1 International Journal of Applied Mathematics and Computer Science

1 2014

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

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Punčochář I. , Šimandl M.

International Journal of Applied Mathematics and Computer Science

2014

tom 24

nr 4

795-807

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.