Chapter 1

Background, Motivations and Objectives

6 Contributions to Fault Detection using Non-Linear Interval Models

Index of Chapter 1

1.1 INTRODUCTION........................................................................................................7
1.2. BACKGROUNDS AND MOTIVATIONS .......................................................................7
1.3 THESIS OBJECTIVES ..............................................................................................13
Chapter 1. Backgrounds, motivations and objectives 7

1.1 Introduction
The aim of this chapter is not to make a state of the art in fault detection and isolation
(FDI) area but, instead, to explain in a simple way, with illustrative examples the
meaning of FDI establishing the backgrounds and motivations of this PhD thesis. The
chapter will help the reader to better understand its contents and objectives. In Chapter
2, the FDI methods will be analysed in more detail.

1.2. Backgrounds and Motivations

In control engineering, the objective is to achieve a feasible control signal, which is
based on measurements, affects the controlled process to behave in a desired way,
despite disturbances acting from the environment. This desideratum is fulfilled if the
process is working properly, i.e., in fault free conditions. The problems will appear
when a fault will occur in the process components or in the sensors. The controller has
been designed for the faultless plant, since a fault is the primary cause of changes in the
system structure or parameters that eventually leads to a degraded system performance
or even the loss of the system function. So, a very important stage in the control
engineering area is the process monitoring, i.e., fault detection and isolation (FDI) phase
that usually precedes fault tolerant control (FTC) phase.

Our modern society depends strongly upon the availability and correct function of
complex technological processes. This can be illustrated by numerous examples.
Manufacturing systems consist of many different machine tools, robots and
transportation systems all of which have to correctly satisfy their purpose in order to
ensure an efficient and high-quality production. Economy and every-day life depends
on the function of large power distribution networks and transportation systems, where
faults in a single component have major effects on the availability and performance of
the system as a whole. For automobiles strict legal regulations for protecting the
environment claim that the engine has to be supervised and shut off in case of a fault.
Therefore, it is very important to detect and isolate faults (FDI) in the shorter possible
time for avoiding the faults propagation in the whole process, or in order to adapt the
control system so that the process can satisfy its purpose in the presence of faults (Fault
Tolerant Control- FTC).

In the general sense, a fault is something that changes the behaviour of a technological
system such that the system does no longer satisfy its purpose.

How we can observe a change in the system behaviour?

There are two main methods. The first one consists in measuring the same component
of the system by more than one sensors and then using a vote decision mechanism in
order to decide if the component is working or not properly. The drawback of this
method is that in general is not possible to measure all physical quantities in a real
system. Another drawback consists in the fact that extra sensors involves extra hardware
cost and extra weight, the latter representing a serious concern in aerospace
applications, for example.

The second method is based on using a model for the system.

8 Contributions to Fault Detection using Non-Linear Interval Models

The model is obtained in fault free situation, i.e. under the assumption that in the model
calibration stage the plant is working properly. This method for fault detection and
isolation will be addressed in this thesis for obtaining the analytical models.

The analytical model represents a mathematical description of the system behaviour.

In this case the FDI is based on checking the consistency between the model and the
plant. In general, the principle of consistency-based diagnosis concerns the comparison
of the measured I/O pair with a plant model as it shown in Figure 1.1.

The consistency of the system with the model can be checked at every time instant k by
determining the difference

r ( k ) = y ( k ) − yˆ ( k ) (1.1)

which is called a residual. In the faultless case, the residual vanishes or is close to zero.
A non-vanishing residual indicates the deviation between measurement and calculated
values using system models and, hence, the existence of a fault.

FDI algorithms generally consist of two stages:

1. Residual generation: The model and the I/O pair are used to determine
residuals, which describe the degree of consistency between the plant and the
model behaviour.
2. Residual evaluation: The residual is evaluated in order to detect and isolate
faults.

Figure 1.1 Model based fault detection

For the performance of the overall system it is important which output y(k) of the plant
reacts to which input u(k). The pairs (u, y) are called input/output pairs (I/O pairs) and
the set of all possible pairs of trajectories u and y that may occur for a given plant define
the behaviour β. Figure 1.2 gives a graphical interpretation. The behaviour β is a subset
of the space YxU of all possible combinations of input and output signals. The dot A in
the figure represents a single I/O pair that may occur for the given system whereas C =
Chapter 1. Backgrounds, motivations and objectives 9

(uc, yc) represents a pair that is not consistent with the system dynamics. That is, for the
input u the system produces an output y ≠ yC .

Figure 1.2 Graphical illustration of the system behaviour

To illustrate the system behaviour in some more detail, consider a static system, which
is described by the equation

y ( k ) = ks u ( k ) (1.2)

where ks is the static gain. The input and the output are elements of the set R of real
numbers. The set of all I/O pairs is given by

β = {( u , y ) : y = ks u} , (1.3)

which can be graphically represented as a rectangle in the u/y–coordinate system, or as a

straight line in the y/k–coordinate system. Equation 1.2 describes which values of u and
y belong together to the set (1.3). Faults are found if this equation is not satisfied, i.e. if
the measured I/O pair (u, y) does not belong to the behaviour β like the pair depicted by
the point C in Figure 1.2.

For a dynamical system the behaviour becomes more involved because the I/O pairs
have to include the whole time functions u(.) and y(.) that represent the input and output
signals. In a discrete-time setting, the input u is represented by the sequence

U = ( u ( 0 ) , u (1) , u ( 2 ) ,… , u ( kh ) ) (1.4)

of input values that occur at the time instances 0, 1,..., kh, where kh denotes the time
horizon over which the sequence is considered. Often, kh is the current time instant until
which the input sequence is stored. Likewise, the output is described by the sequence

Y = ( y ( 0 ) , y (1) , y ( 2 ) ,… , y ( kh ) ) (1.5)
10 Contributions to Fault Detection using Non-Linear Interval Models

Consequently, the signal spaces R used for the static system have to be replaced by
U = R kh +1 and Y = R kh +1 for single-input single-output systems and by signal spaces of
higher dimensions if the system has more than one input and one output. Then the
behaviour is a subset of the Cartesian product (Figure 1.2)

UxY = R kh +1 xR kh +1 : (1.6)
β ⊂ R kh +1 xR kh +1 (1.7)

β includes all sequences U and Y that may occur for the faultless plant. For dynamical
systems, the I/O pair is a pair (U,Y) of sequences rather than a pair (u, y) of current
signal values.

Fault effects on the system behaviour. A fault changes the behaviour, which is
illustrated in Figure 1.3. Instead of the white set, the system behaviour is moved by the
fault towards the grey set. If a common input u is applied to the faultless and the faulty
system, then both systems answer with the different outputs YA or YB, respectively. The
points A=(U,YA) and B=(U,YB) differ and lie in the white or the grey set, respectively.
This change in the system behaviour makes the detection and isolation of the fault
possible, unless the I/O pair lies in the intersection of β0 and βf.

Figure 1.3 System subject to faults

In the strict sense, the fault is the primary cause of a malfunction. It has to be
distinguished from the effects of the fault, which are described by the change of the I/O
behaviour.

However, when trying to build a model of a complex system to monitor its behaviour,
there is always a mismatch between the modelled and real behaviour because some
effects are neglected, some non-linearities are linearised in order to simplify the model,
some parameters have tolerance when compared between several units of the same
component, some errors in parameters or in the structure of the model are introduced in
the calibration process, ... These modelling errors many times could be bounded and
included in the model. There are several ways of modelling the uncertainty associated
with the model. In this thesis an approach providing a nominal model plus the
uncertainty on the parameters bounded by intervals is used. These kinds of models are
known as interval models.

There are two methods to take into account that the model can not approximate exactly
the real behaviour in FDI methods:

1. Active approach is based on generating residuals which are insensitive to

uncertainty, while at the same time sensitive to faults. This approach has been
extensively developed these last years for several researchers using different
Chapter 1. Backgrounds, motivations and objectives 11

techniques: unknown input observer, robust parity equations, H∞, etc. (Chen
and Patton, 1999).
2. Passive approach enhances the robustness of the fault detection system at the
decision making stage. This approach is still under research. Several
techniques have been used, but most of them are based on using an adaptive
threshold at the decision-making stage. (Horak, 1988) (Emami-Naeini, 1988)
(Frank and Ding, 1994) (Puig, 2002).

In this thesis the passive approach is studied in the context of non-linear interval
models.

Because of lack of knowledge about the real behaviour of a system, the model
behaviour β 0 from the Figure 1.3 is not the same as the real behaviour. In this case a
normal behaviour can be confused with a fault. To avoid this undesired situation, the
classical identification methods must be adapted to improve the modelling stage. In this
thesis, the proposal is to include the difference between the real behaviour and the
modelled behaviour, in fault free scenario, as a multiplicative disturbance, i.e. by
considering that the model parameters belong to intervals. This extended model will be
consistent with all measurements coming from the sensors in fault free scenario. In this
case, an interval is used in order to describe the real system behaviour, i.e. a family of
models consistent with real faultless behaviour will be used. Intuitively, this interval
extension for the models is illustrated in the figure 1.4, where the model behaviour β 0
is extended with the two yellow parts and the new region resulted guaranteeing the
inclusion of the real behaviour. A model including intervals in parameters is known in
the literature as including multiplicative uncertainty since it acts in a multiplicative way
in order to be distinguished from the uncertainty acting in additive way as noise or
disturbances. Also the faults can act in a multiplicative way (the case of multiplicative
faults). Because all model parameters belong to intervals, we can see that part of the
fault behaviour β f was included as fault free behaviour. In this case, some faults
cannot be detected but the false alarms due to the model uncertainties are avoided. In
this way we can distinguish between the model uncertainty and a fault and the fault
detection procedure is robust because it is insensitive to model uncertainty but at the
same time sensitive to faults. Also a fault can act in an additive way, as for instance an
error in a sensor will be an unknown input for the system.

In the following we will illustrate intuitively these aspects. In the case of uncertainty in
the model, the Figure 1.3 will be adapted as it is shown in the Figure 1.4.

In Figure 1.4, the point C is the model response to the pair (u, y) that in the absence of
uncertainty would give the point B. But since the lack of knowledge, the point B is
moved towards the point C (yellow zone in the figure). In order to take into account the
uncertainty in faultless situation, the system behaviour will be enlarged with the yellow
zone. The yellow zone includes all the difference between the model and the real
behaviour in faultless situation. Therefore, the intersection between the grey zone (fault
behaviour) and the model behaviour (faultless) will be greater than in the Figure 1.3 and
detectable faults zone (grey zone without the intersection) will be smaller.
12 Contributions to Fault Detection using Non-Linear Interval Models

Figure 1.4 Interval models versus system subject to faults

To illustrate the influence of the multiplicative uncertainty and additive and

multiplicative faults in some more details, consider a first order linear model described
by the equation:

yˆ ( k ) = ayˆ ( k − 1) + bu ( k − 1) (1.8)

where ŷ ( k ) represents the model output, u is a step input. In the (U,Y) space we will
have the following situations:

Figure 1.5 Interval model for equation 1.8

where:

• in A: yˆ ( k ) = ayˆ ( k − 1) + bu ( k − 1)  nominal behaviour

• in B: yˆ ( k ) = ( a + bB ) yˆ ( k − 1) + bu ( k − 1)  multiplicative uncertainty

• in C: yˆ ( k ) = ( a + cC ) yˆ ( k − 1) + bu ( k − 1)  faulty behaviour

• in D: yˆ ( k ) = ayˆ ( k − 1) + bu ( k − 1) + d D  additive uncertainty or additive faulty

behaviour

The grey zone represents the normal behaviour. The yellow zone represents the
uncertain model behaviour when the parameter a is supposed that belongs to an
interval a ∈ [ a, a ] . For instance, if a corresponds to a resistor the interval represents the
resistor tolerance.

• dot A represents the normal behaviour in the fault free scenarios for a pair (u, y).
Chapter 1. Backgrounds, motivations and objectives 13

• dot C represents a multiplicative fault that affects the system component, i.e. will
affect the parameter a. For instance a fault in the resistor. In this case the dot A
is moved towards dot C due to the multiplicative fault.

• dot D represents an additive fault, for instance a fault in a sensor that measures
the system output. As we can see in Figure 1.5, the additive fault represents an
unknown input for the system or for the model. In this case the dot A is moved
towards dot D due to the additive fault.

As we can see in the Figure 1.5, the interval model cannot distinguish between a fault
and a model uncertainty inside the yellow zone, i.e. is not possible to say if the point dot
A is moving towards the point dot B due to the interval in the parameter a ∈ [ a, a ] , or
due to a multiplicative fault.

To monitor a system using a passive robust FDI approach, two main stages can be
distinguished:

1. Modelling stage based on building an interval model consistent with all the
measurements coming from the sensors in fault free scenario, i.e. the model
behaviour must include the observed system behaviour.

2. Monitoring stage based on testing at any time instant, if a new measurement

coming from the sensor (in this case no assumption about fault scenario is
assumed) is consistent or not with the model behaviour, i.e. if the measurement
invalidate or not the interval model. In the case of inconsistency a fault is
signalled. If we have additional information about faults and in which way the
faults affect the system components, the isolation of a detectable fault will also
be possible.

1.3 Thesis objectives

The main objective of the thesis is to develop a methodology of passive robust fault
detection based on non-linear interval models and its application in the context of a
complex industrial system: an intelligent servo-actuator based on a servo-valve using a
sugar factory in Poland proposed as a benchmark for the DAMADICS (Development
and Applications of Methods for Actuator Diagnosis in Industrial Control Systems)
European project.

The global objective will be reached after several stages which can be grouped in
theoretic and application level.

The objectives at theoretic level are:

a) Specification of a methodology for obtaining the non-linear interval model

(Chapter 6). In the real industrial processes very often appear complex
dynamics which contain a lot of dynamic static non-linearities as hysteresis,
dead band, friction, speed limiter. These non-linearities are also found in the
case of DAMADICS servo-valve.
14 Contributions to Fault Detection using Non-Linear Interval Models

b) Once the interval model has been generated it can be used in fault detection
employing several strategies: simulation, prediction, observation. In this thesis
a special attention will be paid to the observer methodology (Chapter 2).

Using an interval model in simulation or in observation can lead to the

undesired problems regarding the stability of the interval simulation/
observation (Chapter 3). First, the problems that can appear in simulation or
observation will be presented and studied in order to propose solutions to
overcome their effects. Several algorithms coming from different research area
will also be presented in order to analyse their performance in avoiding these
undesired problems and their effects (Chapter 4).

c) The next stage consists in proposing an optimisation based algorithm that will
provide the exact non-linear interval observation (simulation) and several
approximations based on linearising the non-linear behaviour around the
nominal estimated trajectory and on a finite sliding time horizon. The
advantages and drawbacks of the proposed approximations compared to the
exact solution will be also analysed (Chapter 3).

d) Finally a new algorithm for fault detection for multi input single output
(MISO) case will be proposed. A comparison of the results obtained with the
methodology with the ones obtained using other approaches, as well as a study
of the limitations of this methodology will be presented (Chapter 5).

The application level is in fact a validation of the approaches developed at the theoretic
levels by their application on a real case. The objective at this level is:

e) Applying the proposed fault detection methodologies based on non-linear

interval observers to the DAMADICS European project benchmark based on a
smart servo-actuator. The goal of this benchmark is to allow a comparison
between different fault diagnosis methodologies employed to detect and isolate
faults in the previously mentioned servo-actuator, which will allow a
comparison between the results obtained (Chapter 6).