State Observation and Diagnosis of Discrete-Event Systems Described by Stochastic Automata

The problems ofstate observation and diagnosis are solved for discrete–eventsystems, which are described by stochastic automata. As manysystems are not observable in the sense that it is possible toreconstruct the state unambiguously, the observation problemis set up as the problem of determining the smallest possibleset of states that are compatible with the measured input andoutput sequences. The diagnostic problem is shown to be, in principle,an observation problem. Conditions for the observability anddiagnosability of stochastic automata are presented. The resultsare illustrated by examples.