Punčochář, Ivo ; Šimandl, Miroslav
Contributor:Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.
Title:On infinite horizon active fault diagnosis for a class of non-linear non-Gaussian systems
Group publication title: Subject and Keywords:active fault detection ; non-linear stochastic systems ; optimal input design ; dynamic programming
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.
Publisher:Zielona Góra: Uniwersytet Zielonogórski
Date: Resource Type: DOI: Pages: Source:AMCS, volume 24, number 4 (2014) ; click here to follow the link
Language: License CC BY 4.0: Rights: