Set-membership identification and fault detection using a Bayesian framework

This paper deals with the problem of set-membership identification and fault detection using a Bayesian framework. The paper presents how the set-membership model estimation problem can be reformulated from the Bayesian viewpoint in order to, first, determine the feasible parameter set in the identification stage and, second, check the consistency between the measurement data and the model in the fault-detection stage. The paper shows that, assuming uniform distributed measurement noise and uniform model prior probability distributions, the Bayesian approach leads to the same feasible parameter set than the well-known set-membership technique based on approximating the feasible parameter set using sets. Additionally, it can deal with models that are nonlinear in the parameters. The single-output and multiple-output cases are addressed as well. The procedure and results are illustrated by means of the application to a quadruple-tank process.     

基于UD分解的自适应扩展集员估计方法

用于非线性椭球估计的扩展集员算法在实际应用中存在着数值稳定性差、计算复杂度高以及滤波器参数难以选择等问题. 本文提出了一种基于 UD 分解的自适应扩展集员估计算法, 用于解决非线性系统时变状态和参数的联合估计和定界问题. 新算法将 UD 分解与序列更新和选择更新策略结合起来, 改进了传统扩展集员算法的数值稳定性和实时性能; 同时, 对滤波器参数进行自适应选择以进一步降低计算复杂度并达到次优估计结果. 仿真实验表明了该算法的有效性和鲁棒性.     

DAISY: a new software tool to test global identifiability of biological and physiological systems

A priori global identifiability is a structural property of biological and physiological models. It is considered a prerequisite for well-posed estimation, since it concerns the possibility of recovering uniquely the unknown model parameters from measured input-output data, under ideal conditions (noise-free observations and error-free model structure). Of course, determining if the parameters can be uniquely recovered from observed data is essential before investing resources, time and effort in performing actual biomedical experiments. Many interesting biological models are nonlinear but identifiability analysis for nonlinear system turns out to be a difficult mathematical problem. Different methods have been proposed in the literature to test identifiability of nonlinear models but, to the best of our knowledge, so far no software tools have been proposed for automatically checking identifiability of nonlinear models. In this paper, we describe a software tool implementing a differential algebra algorithm to perform parameter identifiability analysis for (linear and) nonlinear dynamic models described by polynomial or rational equations. Our goal is to provide the biological investigator a completely automatized software, requiring minimum prior knowledge of mathematical modelling and no in-depth understanding of the mathematical tools. The DAISY (Differential Algebra for Identifiability of SYstems) software will potentially be useful in biological modelling studies, especially in physiology and clinical medicine, where research experiments are particularly expensive and/or difficult to perform. Practical examples of use of the software tool DAISY are presented. DAISY is available at the web site http://www.dei.unipd.it/~pia/.     

A sufficient condition to test identifiability of nonlinear delayed-differential models with constant delays and multi-inputs

In this paper, an original result in terms of a sufficient condition to test the identifiability of nonlinear delayed-differential models with constant delays and multi-inputs is given. The identifiability is studied for the linearized system and a criterion for linear systems with constant delays is provided, from which the identifiability of the original nonlinear system can be proved. This result is obtained by combining a classical identifiability result for nonlinear ordinary differential systems due to Grewal and Glover (1976) with the identifiability of linear delayed-differential models developed by Orlov, Belkoura, Richard, and Dambrine (2002). This paper is a generalization of Denis-Vidal, Jauberthie, and Joly-Blanchard (2006), which deals with the specific case of nonlinear delayed-differential models with two delays and a single input.     

基于故障跟踪估计器的非线性时滞系统故障诊断

提出一种可有效检测和估计一类非线性时滞系统故障的故障跟踪估计器.根据预测控制和迭代学习控制的思想,在所选取的优化时域长度内,通过迭代算法调节故障跟踪估计器中的可调参数,使之逼近系统中实际发生的故障.与以往基于观测器的故障诊断方法不同的是,故障跟踪估计器可同时检测和估计系统中发生的故障,而且针对不同类型的故障亦有很好的适应性.仿真结果表明了所提出算法的可行性和有效性.     

Structural identifiability of linear compartmental systems

In biology and mathematics compartmental systems are frequently used. System identification of systems based on physical laws often involves parameter estimation. Before parameter estimation can take place, we have to examine whether the parameters are structurally identifiable. In this paper tests for the structural identifiability of linear compartmental systems are proposed. The method is based on the similarity transformation approach. New contributions in the theory are the conditions for structural identifiability of structured positive linear systems. In addition, structural identifiability from the Markov parameters is extended to structural identifiability from the input-output data, in which the initial condition is (partially) unknown and nonnegligible. Finally, conditions are presented for structural identifiability of a sampled continuous-time linear dynamic system     

Nonlinear adaptive control system design with asymptotically stable parameter estimation error

The paper presents a new general method for nonlinear adaptive system design with asymptotic stability of the parameter estimation error. The advantages of the approach include asymptotic unknown parameter estimation without persistent excitation and capability to directly control the estimates transient response time. The method proposed modifies the basic parameter estimation dynamics designed via a known nonlinear adaptive control approach. The modification is based on the generalised prediction error, a priori constraints with a hierarchical parameter projection algorithm, and the stable data accumulation concepts. The data accumulation principle is the main tool for achieving asymptotic unknown parameter estimation. It relies on the parametric identifiability system property introduced. Necessary and sufficient conditions for exponential stability of the data accumulation dynamics are derived. The approach is applied in a nonlinear adaptive speed tracking vector control of a three-phase induction motor.     

基于MIT规则的自适应扩展集员估计方法

用于非线性椭球估计的自适应扩展集员(Adaptive extended set-membership filter, AESMF)算法在实际应用中存在着过程噪声设定椭球与真实噪声椭球失配的问题, 导致滤波器的估计出现偏差甚至发散. 本文提出了一种基于MIT规则过程噪声椭球最优化的自适应扩展集员估计算法(MIT-AESMF), 用于解决非线性系统时变状态和参数的联合估计和定界中过程噪声无法精确建模问题的新算法. 本算法通过MIT优化规则,在线计算使一步预测偏差包络椭球最小化的过程噪声包络椭球, 以此保证滤波器健康指标满足有效条件; 最后, 采用地面移动机器人状态和动力学参数联合估计验证了所提出方法的有效性.     

Nonlinear systems parameters estimation using radial basis function network

In this paper, a new on-line scheme for the state and parameter estimation of a large class of nonlinear systems is presented. This scheme uses a radial basis function neuronal predictor with the on-line learning of weights. The algorithms developed are potentially useful for adjusting the controller parameters of variable speed drives. The other interesting feature of the proposed method is its application to failure and fault detection. The parameter identification scheme is an algebraic method combined with state estimation. The asymptotic convergence of the estimates to their nominal values is achieved using the Lyapunov's arguments. The simulation results and the real-time estimation of both rotor resistance and speed of an induction motor based on this approach, show rapidly converging estimates in spite of the measurements noise, discretization effects, parameters uncertainties (e.g. inaccuracies on motor inductance values) and modeling inaccuracies. The other applications of the proposed method include the on-line estimation of the parameters of a synchronous generator.     

Robust identification and fault diagnosis based on uncertain multiple input–multiple output linear parameter varying parity equations and zonotopes

We present a robust fault diagnosis method for uncertain multiple input–multiple output (MIMO) linear parameter varying (LPV) parity equations. The fault detection methodology is based on checking whether measurements are inside the prediction bounds provided by the uncertain MIMO LPV parity equations. The proposed approach takes into account existing couplings between the different measured outputs. Modelling and prediction uncertainty bounds are computed using zonotopes. Also proposed is an identification algorithm that estimates model parameters and their uncertainty such that all measured data free of faults will be inside the predicted bounds. The fault isolation and estimation algorithm is based on the use of residual fault sensitivity. Finally, two case studies (one based on a water distribution network and the other on a four-tank system) illustrate the effectiveness of the proposed approach.     

Fault Diagnosis of Nonlinear Systems Based on Hybrid PSOSA Optimization Algorithm

Fault diagnosis of nonlinear systems is of great importance in theory and practice, and the parameter estimation method is an effective strategy. Based on the framework of moving horizon estimation, fault parameters are identified by a proposed intelligent optimization algorithm called PSOSA, which could avoid premature convergence of standard particle swarm optimization (PSO) by introducing the probabilistic jumping property of simulated annealing (SA). Simulations on a three-tank system show the effectiveness of this optimization based fault diagnosis strategy.     

线性离散系统的有限频域集员故障检测观测器设计

本文针对线性离散系统, 提出了一种新的有限频域执行器故障检测方法.利用中心对称多胞体近似未知扰动边界, 本文提出的中心对称多胞体集员故障检测观测器可实时估计残差范围.通过观测零点是否脱离残差生成的中心对称多胞体的范围, 判断故障是否发生.为了提高对干扰的鲁棒性和对故障的敏感性, 基于P半径准则和广义Kalman-Yakubovich-Popov引理, 本文给出了故障检测观测器的设计条件, 并将其转化为便于求解的矩阵不等式形式.最后, 车辆横向动态系统的仿真结果验证了所提方法的有效性.     

基于SαS分布参数估计的系统鲁棒故障检测

因为复杂系统难以建立精确的数学模型,基于模型的故障检测方法在实际复杂控制系统中应用时往往难以获得很好的效果。针对这类数学模型未知的非线性系统,提出了一种基于SαS分布参数估计的系统故障检测方法。首先应用预测方法对系统输出序列进行预测建模,利用预测误差放大信号的脉冲突变,然后利用SαS分布的参数估计方法对预测误差序列的参数α进行估计,获得α的变化曲线,根据α的变化可以直观地判断出故障的发生。该方法对大幅值的有色噪声污染的信号仍然有很好的检测鲁棒性。以轴承系统的故障检测为例进行仿真实验,通过分析轴承振动信号故障条件下α曲线的变化情况,判断轴承的故障状态。仿真结果证实了该方法有效且可行。     

New results for identifiability of nonlinear systems

The parameter identifiability problem of deterministic non-linear control systems is studied. Relations between nonlinear observability, nonlinear functional expansions, the uniqueness theorem of nonlinear realization theory, and identifiability are investigated. By using these relations, necessary and sufficient conditions for identifiability are obtained for the first time. These results provide insight into the identifiability problem for nonlinear systems.     

Identification and estimation of discrete state-vector models with stochastic inputs

The study deals with the identification and estimation of the unknown parameters of an ‘extended’ state-vector model, in which stochastic input variables are treated as ‘state’-variables and the observed input-values as ‘output’-values of the model.A parameter identifiability criterion, based on Fisher's information matrix, is applied to the model and a general ML-estimation procedure is given. If a certain restriction on the covariance-matrix of the state-vector is placed, the ML-procedure simplifies and coincides with an operational method, called the Lisrel procedure. This procedure provides also a test for parameter identifiability.     

An Extended Zonotopic and Gaussian Kalman Filter (EZGKF) merging set-membership and stochastic paradigms: Toward non-linear filtering and fault detection

A framework merging the set-membership and the stochastic paradigms is formalized and used to design an Extended Zonotopic and Gaussian Kalman Filter (EZGKF) dealing with the robust state estimation and the fault detection of uncertain discrete-time nonlinear systems. The so-called Set-membership and Gaussian Mergers (SGM) are introduced and particularized to Zonotopes (ZGM). They provide a constructive and computationally efficient solution to propagate random uncertainties with incompletely specified probability distributions combining set-based support enclosures and upper covariance matrix bounds formalized as matrix inequalities. Based on a full time-varying LPV enclosure featuring structured state matrix uncertainties, and given some confidence level expressed in probabilistic terms (maximal false alarm rate), a detection test is developed and shown to merge the usually mutually exclusive benefits granted by set-membership techniques (robustness to the worst-case within specified bounds, domain computations) and stochastic approaches (taking noise distribution into account, probabilistic evaluation of tests). A numerical example illustrates the state estimation capabilities of EZGKF and the improved tradeoff between the sensitivity to faults and the robustness to disturbances/noises.     

Use of multiple models and qualitative knowledge for on-line moving horizon disturbance estimation and fault diagnosis

An integrated fault detection, fault isolation, and parameter estimation technique is presented in this paper. Process model parameters are treated as disturbances that dynamically affect the process outputs. A moving horizon estimation technique minimizes the error between process and model measurements over a finite horizon by calculating model parameter values across the estimation horizon. To implement qualitative process knowledge, this minimization is constrained such that only a limited number of different faults (parameters) may change during a specific horizon window. Multiple linear models are used to capture nonlinear process characteristics such as asymmetric response, variable dynamics, and changing gains. Problems of solution multiplicity and computational time are addressed. Results from a nonlinear chemical reactor simulation are presented.     

一种新的基于参数估计的故障诊断方法

传统的参数估计方法利用历史数据对参数进行估计,形成一次估计值序列,基于参数估计的故障诊断方法就是利用这个序列对故障进行诊断和分离的,但是,一次估计值序列跟踪真实参数变化存在明显的滞后,本文提出一种边估边修正参数序列的方法,从而克服了参数估计滞后,提高了参数估计的准确度,以此我们为故障检测和分离设计了一种新的补偿最小二乘算法,仿真表明这种算法用于故障诊断是有效的。     

On the value of information in system identification—Bounded noise case

Assuming instantaneous bounds on the noise, system parameter identification is formulated as membership set estimation problem. Sequential algorithms are constructed to estimate the membership sets of the parameters which are consistent with the measurements and the noise constraints. The important new feature of the proposed algorithms is their ability to ignore redundant data. The efficient data extraction property of the new algorithms is achieved with small computational effort and with improved performance when compared to the least square algorithm. The convergence properties and the notion of identifiability in the set theoretic context are also studied.     

Statistical identifiability and convergence evaluation for nonlinear pharmacokinetic models with particle swarm optimization

The statistical identifiability of nonlinear pharmacokinetic (PK) models with the Michaelis–Menten (MM) kinetic equation is considered using a global optimization approach, which is particle swarm optimization (PSO). If a model is statistically non-identifiable, the conventional derivative-based estimation approach is often terminated earlier without converging, due to the singularity. To circumvent this difficulty, we develop a derivative-free global optimization algorithm by combining PSO with a derivative-free local optimization algorithm to improve the rate of convergence of PSO. We further propose an efficient approach to not only checking the convergence of estimation but also detecting the identifiability of nonlinear PK models. PK simulation studies demonstrate that the convergence and identifiability of the PK model can be detected efficiently through the proposed approach. The proposed approach is then applied to clinical PK data along with a two-compartmental model.