A sequential Monte Carlo filtering approach to fault detection and isolation in nonlinear systems

V. Kadirkamanathan, P. Li, M. H. Jaward, S. G. Fabri

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

28 Citations (Scopus)

Abstract

Much of the development in fault detection schemes have relied on the system being Linear and the noise and disturbances being Gaussian. In such cases, optimal filtering ideas based on Kalman filtering is utilised in estimation followed by a residual analysis for which whiteness tests are typically carried out. Linearised approximations have been used in the nonlinear systems case. However, linearisation techniques, being approximate, tend to suffer from poor detection or high false alarm rates. In this paper, we use the sequential Monte Carlo filtering approach where the complete posterior distribution of the estimates are represented through samples or particles as opposed to the mean and covariance of an approximated Gaussian distribution. We compare the fault detection performance with that using the extended Kalman filtering and investigate the isolation performance on a nonlinear system.

Original languageEnglish
Title of host publicationIEEE Conference on Decision and Control 2000
Pages4341-4346
Number of pages6
Volume5
DOIs
Publication statusPublished - 2000
Externally publishedYes
EventIEEE Conference on Decision and Control 2000 - Sydney Convention and Exhibition Centre, Sydney, Australia
Duration: 12 Dec 200015 Dec 2000
Conference number: 39th
https://ieeexplore.ieee.org/xpl/conhome/7285/proceeding?isnumber=19696 (Proceedings)

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0191-2216

Conference

ConferenceIEEE Conference on Decision and Control 2000
Abbreviated titleCDC 2000
CountryAustralia
CitySydney
Period12/12/0015/12/00
Internet address

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