Multi-faults detection and estimation for nonlinear stochastic system based on particle filter and hypothesis test |
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Authors: | Bo Ding |
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Affiliation: | 1. School of Automation, Huazhong University of Science and Technology, Wuhan, China;2. Key Laboratory of Image Processing and Intelligent Control, Ministry of Education, Huazhong University of Science and Technology, Wuhan, China |
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Abstract: | This paper is concerned with the fault detection and estimation for nonlinear stochastic system with additive multi-faults. The states of system are estimated by the improved particle filter which composed of basic particle filter and preliminary fault estimation. Since the preliminary fault estimation contains noise, the faults are detected by the method of hypothesis testing, while the amplitude of each fault is estimated by the average of the sample of preliminary fault estimation. Meanwhile, the relationship of the sample size, the significance level of two types of error, the amplitude of fault and the variance of the error of preliminary fault estimation are also given. The effectiveness of the proposed method is verified by the simulation of three-vessel water tank system. |
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Keywords: | Nonlinear stochastic systems fault detection fault estimation particle filter hypothesis test |
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