<abstract xmlns="http://www.w3.org/1999/xhtml"><p> 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.</p></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.

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

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

NTIS—New Technologies for the Information Society, European Centre of Excellence Faculty of Applied Sciences, University of West Bohemia, Univerzintf, 306 14, Pilsen, Czech Republic

International Journal of Applied Mathematics and Computer Science

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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...

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

Pubblicato online: 20 dic 2014

Pagine: 795 - 807

Ricevuto: 18 ott 2013

DOI: https://doi.org/10.2478/amcs-2014-0059

© by Ivo Punčochár

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.