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Paper details
Number 4 - December 2014
Volume 24 - 2014
On infinite horizon active fault diagnosis for a class of non-linear non-Gaussian systems
Ivo Punčochář, Miroslav Šimandl
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.
Keywords
active fault detection, non-linear stochastic systems, optimal input design, dynamic programming