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Abstract: An enhanced Fault Detection and Isolation (FDI) technique based on ‘t’ statistical test is
presented here employing a residual based R-Adaptive Unscented Kalman Filter (AUKF). Although the
use of AUKF is common for estimation problem, employing AUKF for FDI duty is quite rare. Adaptive
Unscented Kalman filtering framework is chosen here due to its derivative free calculations in the
algorithm and reportedly better accuracy. Monitoring the ‘t’ statistic of the innovation sequence,
measurement faults are detected and corresponding alarm signals are generated here. The presented ‘t’
statistic based FDI technique comprising of consistency checking and abruptness checking is straight
forward, demands less computational burden and minimizes false alarms. The superiority of the proposed
AUKF based FDI method compared to non adaptive, nonlinear filtering based FDI techniques is
demonstrated here by an extensive simulation study executed on a nonlinear LEO satellite planar model.
The use of AUKF has provided faster convergence speed and is also found to be advantageous for the
situations where the measurement noise statistics are unknown.
Keywords: Adaptive filters, Fault detection, Fault isolation, Nonlinear systems, Unscented Kalman filter.
W {( Xˆ k xˆ k )( Xˆ k xˆ k ) } Q k (4)
c T
healthy mode (fault free mode) these AUKFs work as UKFs, Pk i
i i
i0
the performances of these filters may degrade if the prior
knowledge about the noise covariances is wrong in any Correction (Measurement Update)
healthy mode.
Calculate the sigma points of x̂ k as:
In our work an AUKF [Das2013] which is quite different in (5)
Xˆ 1k [ xˆ k
..... xˆ k ] n( 2 n 1) ( n ) [ zeros ( n 1) Pk Pk ]
structural viewpoint from the AUKFs mentioned in
[Hajiyev2013] & [Soken2010], is employed for FDI purpose. Transform the sigma points ( X̂ 1 ) through the function h as:
k
detect and isolate faults. T statistical test is a ‘direct parallel Calculate the predicted measurement’s covariance as:
test’ which is relatively easier to execute compared to the 2n
W {( Zˆ k zˆ k )( Zˆ k zˆ k ) } Rˆ k 1 (8)
c T
‘compound scalar tests’ (like chi square test) and it yields Pz i
i i
distinct binary signature for each of the measurement i0
variables which in turn helps to isolate the faults also Calculate the cross covariance between the predicted state
[Gertler1988]. So like the multi-hypothesis fault isolation and measurement as:
2n
technique this ‘t’ statistics based fault isolation technique
W {( Xˆ k xˆ k )( Zˆ k zˆ k ) } (9)
c T
Pxz
doesn’t require any bank of filter and consequently needs less i0
i
i i
computational efforts. Furthermore the simulation results Calculate the Kalman gain Kk as: K k Pxz Pz 1 (10)
have shown that, inspite of the presence of abrupt faults, the
estimation errors of the AUKF don’t increase drastically. Find the innovations as: inn ( z k zˆ )
k
(11)
This feature provides enough fault recovery time without any Estimate the state as: xˆ k xˆ K k * inn
(12)
k
estimation malfunction.
Calculate the estimated state error covariance
as: Pk Pk K k Pz K kT (13)
The organization of rest of the paper is as follows. Section 2
briefly describes the proposed AUKF based FDI technique. Adaptation of Rk
In section 3 a case study on a LEO satellite planar model and
the simulation results are shown. Section 4 provides the Calculate the sigma points of x̂ k as:
discussions and section 5 draws the conclusions.
Xˆ k [ xˆ k ..... xˆ k ] n( 2 n 1) ( n ) [ zeros ( n 1) Pk Pk ] (14)
2. PROPOSED AUKF BASED FDI TECHNIQUE Transform the sigma points ( X̂ ) through the function h as: k
Zˆ k h ( X
ˆ )
k
(15)
2.1 AUKF Algorithm 2n
W
m
Estimate the measurement as: zˆ k i
Ẑ k
i
(16)
i0
The residual based AUKF as proposed in [Das2013] by the Find the residual as: res k z k zˆ k (17)
present authors is employed here for FDI. The AUKF
algorithm is shown in Table 1. Calculate the residual covariance as:
k
1 (18)
( res
T
Pres )( res i )
Table 1. Residual based R adaptive UKF kw i k k w 1
i
Initialization
(If, ' ws ' is the window size then, k w k if, k ws
Initialize, State error covariance (Pk-1), Estimated states & k w ws if, k ws )
( xˆ k 1 ) & Measurement noise covariance ( Rˆ k 1 ). Estimate the diagonal elements of Rk as:
2n
Prediction (Time Update) Rˆ k diag ( Pres ) diag [ W i {( Zˆ k zˆ k )( Zˆ k zˆ k ) }]
c T (19)
d ia g i i
i0
W (3)
m
xˆ k i
X̂ k
i
i0
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2014 ACODS
March 13-15, 2014. Kanpur, India
2.2 ‘t’ Statistics of Innovation Sequences windows, as shown in (24). The absolute difference between
the two means is then thresholded as shown in (25).
The ‘t’ statistic test is done on each of the two innovations k 1 k
1
generated by the adaptive filter to detect and isolate the diff mean
L
t i
( j) t i
( j ) ; (24)
faults. jk L j k L 1
sequences corresponding to two measurement variables) Where, L = Window size for abruptness checking and T 2 =
innovation ( inn i ), the t statistic is calculated for consecutive
Threshold for abruptness checking (empirically chosen as 10
N samples [Pirmoradi2005] at kth time instant as: and 0.35 respectively for the case study).
___ _
S = Sample standard deviation of the innovation sequence If, j 1 to M 1, t i k j T1 Consistent jump. (26)
1 k ____
(23) Where, M = Window size for consistency checking and T1 =
( inn
2
i
( j ) inn i )
N 1 j k N 1 Threshold for consistency checking (chosen as 5 and 3
respectively for the case study). Note that T1 should be
N= suitably chosen window size to calculate t statistic = 30,
for the case study. chosen from the ‘t’ statistic table for a given confidence level
and degree of freedom.
(For both these summations, the lower bound is unity when
k<N). The parameter values for these two above stated tests should
be chosen carefully because the thresholds provide the trade
The used ‘t’ test indeed is a test to detect any change in the off between the False Alarms and Missed Detection and the
sample mean of the innovation sequences. The calculated ‘t’ window sizes provide the trade off between the False Alarms
statistic implies to the normalized difference between the and Detection Delay.
sample mean and the expected population mean (which is
zero in our case) as can be seen from (21). Whenever this An alarm is generated after executing these two tests in
sample mean rises significantly from the expected zero mean sequence as shown in the flow chart in Fig. 1.
value, the ‘t’ statistic crosses its threshold declaring a fault.
Therefore employing ‘t’ statistic test for detecting any fault is
quite justified.
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The above stated analysis of the calculated ‘t’ statistic can z k 1 X r r cos x k 1 cos x k 3 v k 1 (31)
generate alarms for each of the two measurement variables
individually which not only detects the faults but also can z k 2 Z r r sin x k 1 sin x k 3 v k 2 (32)
isolate the faults.
Where, vk1 and vk2 are the measurement noises with standard
deviation 100 m and 10 m respectively. The measurement
3. CASE STUDY
equation can be written as z k h ( x k ) v d . Measurement
To compare the performances of the proposed adaptive filter noise covariance would be denoted by the symbol R k .
based FDI scheme with the non adaptive EKF, UKF based
schemes; a Low Earth Orbit space vehicle planar model is
considered. The simulation results here show the superiorities
of the AUKF over the UKF and EKF for detecting and
isolating the faults.
With reference to the Fig. 2, the system can be modelled as: 3.2 Simulation Data and Parameters
x1 r x 2 (27)
Extensive simulation studies have been carried out in
GM MATLAB for the comparative studies of the proposed
x 2 r r w
2
2 adaptive filter based scheme with the non adaptive filter
r (28)
GM based schemes. The relevant parameters for the filters and
2
x1 x 4 2
w FDI algorithm are provided in Table 2.
x1
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2014 ACODS
March 13-15, 2014. Kanpur, India
x̂ 0 x0 Initial state estimation of all Fig.4 shows the ‘t’ statistics of the innovation sequences
the employed filters. generated by the AUKF. It may be observed from this figure
that only the ‘t’ statistics of the corresponding innovation
P0 Diag([0 0 0 0]) Initial error covariance of all sequence in which measurement the fault has occurred (i.e.,
the employed filters. innovation(2) of the corresponding measurement(2)), rises
wS 150 Window size for adaptation above the threshold declaring an occurrence of a fault. So, it
may be claimed that the proposed ‘t’ statistic based technique
Ts 0.1 sec. Sampling time. can detect as well as isolate the fault at the same time.
B. FDI Parameters In Fig.5 the second innovation sequence by AUKF, UKF and
EKF are plotted which clearly shows the superiority of the
Symbol Value Comment/description
AUKF over the UKF and EKF. It may be observed that the
N 30 Window size to calculate t rise of ‘t’ statistics in AUKF is more compared to the others
statistic and also it persists for longer duration above the threshold.
This property of AUKF is in turn helpful to easily isolate the
L 10 Window size for abruptness faults.
checking
M 5 Window size for consistency The plot of the second diagonal element of the measurement
checking noise covariance as shown in Fig 6, illustrates that the
measurement fault is immersed in the measurement noise
T1 3 Threshold for consistency covariance by the AUKF which leads to satisfactory
checking estimation performance even after the occurrence of fault.
T2 0.35 Threshold for abruptness
checking
In Fig.3 the RMS errors of state1 (r) by the filters with 100
Monte Carlo runs have been shown when the fault has
occurred. It may be observed from this figure that the error
by the AUKF doesn’t increase rapidly and drastically even on Fig. 4. ‘t’ statistics of the innovation sequences by the
the occurrence of large measurement fault. This phenomenon AUKF. (inn(1) & inn(2) are respectively the innovations
provides sufficient time to the user to recover the fault. corresponding to first and second measurements)
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2014 ACODS
March 13-15, 2014. Kanpur, India
202.2 1 1 0
202.3 1 1 1
It may be found from the above table that type1 error i.e.,
False Alarms are generated by both EKF and UKF at 57.2
sec. and 108.3 sec. but AUKF does not generate any False
Alarms due to these transient faults. In that context it should
be noted that when any alarm signal goes from its 0 value to
1, that time instant is considered as the fault detection time. It
may also be observed from Table 3 that the detection delay is
almost same for the proposed AUKF, UKF and EKF.
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2014 ACODS
March 13-15, 2014. Kanpur, India
down the response whereas too small window may give rise Grover B. R. (1983). Introduction to random signal analysis
to false alarms. The window size is chosen empirically here. and Kalman filtering. John Wiley & Sons Inc., New
York.
5. CONCLUSIONS Hajiyev Chingiz, (2009). Innovation approach based sensor
FDI in LEO satellite attitude determination and control
A Fault Detection and Isolation (FDI) scheme to detect and system, the book: Kalman Filter: Recent Advances and
isolate faults for a highly nonlinear system using R-adaptive Applications, I-Tech Education and Publishing KG,
UKF has been proposed, elaborated and exemplified here. Vienna, Austria, 347-374.
The residual based adaptation of the measurement noise Hajiyev C., Soken H. E. (2013). Robust adaptive unscented
covariance matrix is recommended due to its inherent Kalman filter for attitude estimation of pico satellites.
positive definiteness. The fault detection and isolation International Journal of Adaptive Control and Signal
capability of the proposed AUKF based scheme is found to Processing.
be noticeably superior compared to the UKF and EKF based Mehra R., Seereeram S., Bayard D. & Hadaegh F. (1995).
schemes by a through simulation study on a LEO satellite Adaptive Kalman filtering, failure detection and
planar model. The presented logical analysis of the ‘t’ identification for spacecraft attitude estimation. In
statistics comprising of consistency checking and abruptness Control Applications, 1995., Proceedings of the 4th
checking is found to minimize the false alarms. The fault IEEE Conference on (pp. 176-181). IEEE.
recovery time provided by this scheme is also found to be Pirmoradi F., (2005). Fault detection and diagnosis in a
more as the estimation results do not degrade drastically on spacecraft attitude determination system, M.A.Sc.
the occurrence of any abrupt fault. Moreover, the dissertation. Dept. Mech. Eng., University of British
computation burden of the proposed simple straightforward Columbia, Vancouver.
FDI scheme is less as it does not require any bank of filters. Pirmoradi F., Sassani F. and de Silva C.W. (2007). An
The results presented here are expected to encourage further efficient algorithm for health monitoring and fault
studies on the proposed adaptive filter based FDI scheme in diagnosis in a spacecraft attitude determination system.
more relevant practical problems. In Systems, Man and Cybernetics, 2007. ISIC. IEEE
International Conference on (pp. 4024-4030). IEEE.
ACKNOWLEDGEMENT Pirmoradi F., Sassani F. and de Silva C.W. (2009). Fault
detection and diagnosis in a spacecraft attitude
The first author would like to thank the Council of Scientific determination system. Acta Astronautica, 65(5), 710-
and Industrial Research, India, for financial support. 729.
Facilities for the research have been provided by the Head of Soken H. E., Hajiyev C. (2010). Pico satellite attitude
the Electrical Engineering Department and the Coordinator, estimation via robust unscented Kalman filter in the
Centre for Knowledge Based Systems, Jadavpur University, presence of measurement faults. ISA transactions, 49(3),
Kolkata, India. 249-256.
Xiong K., Chan C. W. & Zhang H. Y. (2007). Detection of
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