Control Eng. Practice, Vol. 5, No. 5, pp.

639-652, 1997
Copyright © 1997 Elsevier Science Ltd
Pergamon Printed in Great Britain. All fights reserved
0967-0661/97 $17.00 + 0.00
PII:S0967-0661(97)00046-4

SUPERVISION, FAULT-DETECTION AND FAULT-DIAGNOSIS

METHODS - AN INTRODUCTION
R. lsermann
Institute of Automatic Control, Laboratoryof Control Engineering and ProcessAutomation, Darmstadt Universityof
Technology, Landgraf-Georg-Str.4, D-64283 Darmstadt, Germany(isermann@irtl.rt.e-technik.th-darmstadt.de)

(Received December 1996; in final form March 1997)

Abstract: The operation of technical processes requires increasingly advanced supervision and
fault diagnosis to improve reliability, safety and economy. This paper gives an introduction to
the field of fault detection and diagnosis. It begins with a consideration of a knowledge-based
procedure that is based on analytical and heuristic information. Then different methods of fault
detection are considered, which extract features from measured signals and use process and
signal models. These methods are based on parameter estimation, state estimation and parity
equations. By comparison with the normal behaviour, analytic symptoms are generated. Human
operators are another source of information, and support the generation of heuristic symptoms.
For fault diagnosis, all symptoms have to be processed in order to determine possible faults.
This can be performed by classification methods or approximate reasoning, using probabilistic
or possibilistic (fuzzy) approaches based on if-then-rules.
Copyright © 1997 Elsevier Science Ltd

Keywords: Fault detection, supervision, monitoring, parameter estimation, state estimation,

parity equations, technical processes, actuators, sensors, fault diagnosis, diagnostic reasoning,
fuzzy reasoning.

1. INTRODUCTION
Within the automatic control of technical systems,
supervisory functions serve to indicate undesired or
unpermitted process states, and to take appropriate
actions in order to maintain the operation and to
avoid damage or accidents. The following functions
can be distinguished:
(a) monitoring: measurable variables are
checked with regard to tolerances, and
alarms are generated for the operator.
(b) automatic protection: in the case of a dan-
gerous process state, the monitoring function
automatically initiates an appropriate coun-
teraction.
(c) supervision with fault diagnosis: based on
measured variables, features are calculated,
symptoms are generated via change detec-
tion, a fault diagnosis is performed and
decisions for counteractions are made.
The classical methods (a) and (b) are suitable for the
overall supervision of the processes. To set the toler-
ances, compromises have to be made between the
detection size of abnormal deviations and unnecessary
alarms because of normal fluctuations of the vari-
ables. Most frequently, simple limit value checking is
applied, which works especially well if the process
operates approximately in a steady state. However,
the situation becomes more involved if the process
operating point changes rapidly. In the case of closed
loops, changes in the process are covered by control
actions and cannot be detected from the output sig-
nals, as long as the manipulated process inputs remain
in the normal range. Therefore, feedback systems
hinder the early detection of process faults.
The big advantage of the classical limit-value-based
supervision methods is their simplicity and reliability.
However, they are only able to react after a relatively
large change of a feature, i.e. after either a large sud-
den fault or a long-lasting gradually increasing fault.

639
640 R. lsermann

In addition, an in-depth fault diagnosis is usually not are described in more detail in the subsequent papers.
possible.

Therefore (c) advanced methods of supervision and
fault diagnosis are needed,which satisfy the following
requirements:
(i) Early detection of small faults with abrupt or
incipient time behaviour.
(ii) Diagnosis of faults in the actuator, process
components or sensors.
(iii) Detection of faults in closed loops.
(iv) Supervision of processes in transient states.
The goal for the early detection and diagnosis is to
have enough time for counteractions such as other
operations, reconfiguration, maintenance or repair.
The earlier detection can be achieved by gathering
more information, especially by using the relationship
between the measurable quantities in the form of
mathematical models. For fault diagnosis, the know-
ledge of cause-effect relations has to be used. A gen-
eral scheme for all the supervisory functions and the
resulting actions is given in Fig. 1.
This paper introduces some basic problems and
methods in supervision, fault detection and fault diag-
nosis. In Section 2 the main tasks of fault detection
and fault diagnosis are considered. Then an overview
of model-based fault-detection methods is given in
Section 3. This is followed by an introduction to fault
diagnosis procedures, Section 4. The various methods
2. FAULT DETECTION AND FAULT DIAGNOSIS
Fig. 2 shows an overall scheme of knowledge-based
fault detection and diagnosis. The main tasks can be
subdivided into fault detection by analytic and heuris-
tic symptom generation, and fault diagnosis.
2.1 Analytic symptom generation
The analytical knowledge about the process is used to
produce quantifiable, analytical information. To do
this, data processing based on measured process vari-
ables has to be performed, to generate first the char-
acteristic values by
limit value checking of direct, measurable
signals. The characteristic values are the
exceeded signal tolerances.
signal analysis of directly measurable signals
by the use of signal models like correlation
functions, frequency spectra, autoregressive
moving average (ARMA) or the characteris-
tic values (e.g., variances, amplitudes,
frequencies or model parameters).
process analysis by using mathematical pro-
cess models together with parameter estima-
tion, state estimation and parity equation
methods. The characteristic values are para-
meters, state variables or residuals.

Hazard- Faults Symptoms Features i

classes \ ~ Sup.er-
I VISIOn
- ~ - - D ~ i s i o ~ - - ~ e F a ~ - ~ i - o ~ diaFgnaUlotsis £~t~gen p~eeg~assling~I with fault
I~diagnosis
I Super-
, visory
I
Protection level

Stop ~ Signal
A
iF___qop tion[ I Alarm ~ e v a l u a t i o n ~
Moni-
toring
~ ..... 1. . . .

II "10perati°n
/ .~ F Faults Measure-
Me;
merits
Control
+
Process
II J Re,con- ~ , I W r--~--Ll ~ ~C- ] r[I/,~
Levels
, I figurati°nl
--" q : ~ C 1=~ P ~-"~
J

. . . . . I
\Piooos
Ii - Con+trol

"" Actions

Fig. 1 General scheme of different supervision methods

 Supervision, Fault-Detection and Fault-Diagnosis Methods
In some cases, special features can then be extracted
from these characteristic values, e,g. physically
defined process coefficients, or special filtered or
transformed residuals. These features are then com-
pared with the normal features of the non-faulty pro-
cess. For this, methods of change detection and clas-
sification are applied. The resulting changes (discrep-
ancies) in the described directly measured signals,
signal models or process models are considered as
analytic symptoms.
2.2 Heuristic symptom generation
In addition to the symptom generation using
quantifiable information, heuristic symptoms can be
produced by using qualitative information from
human operators. Through human observation and
inspection, heuristic characteristic values in the form
of special noises, colours, smells, vibration, wear and
tear, etc., are obtained. The process history, in the
form of maintenance performed, repairs, former
faults, lifetime and load measures, constitutes a fur-
ther source of heuristic information. Statistical data
(e.g. MTBF, fault probabilities) achieved from experi-
ence with the same or similar processes can be added.
In this way heuristic symptoms are generated, which
can be represented as linguistic variables (e.g., small,
medium, large) or as vague numbers (e.g., around a
certain value).
2.3 Fault diagnosis
The task of fault diagnosis consists of determining the
~ FAULTS
ANALYTICAL ANALY'IICALsyMPTOM ~
KNOWLEDOE
i FILTI~.ING,
~TIMAII~q
Vl Dm'Bml~
g
Clt[~,Jl,l~o
FAULT-
DIAOIqC~II8
Fig. 2 Scheme of knowledge-based fault detection and diagnosis
641
type, size and location of the fault as well as its time
of detection based on the observed analytical and heu-
ristic symptoms. If no further knowledge of fault-
symptom causalities is available, classification
methods can be applied which allow a mapping of
symptom vectors into fault vectors. To this end,
methods like statistical and geometrical classification
or neural nets and fuzzy clustering can be used. If,
however, a-priori knowledge of fault-symptom causa-
lities is available, e.g. in the form of causal networks,
diagnostic reasoning strategies can be applied. For-
ward and backward chaining, with Boolean algebra
for binary facts and with approximate reasoning for
probabilistic or possibilistic facts, are examples. Final-
ly a fault decision indicates the type, size and location
of the most possible fault, as well as its time of de-
tection.
The terminology used in this field is described in
(Isermann and Ballr, 1997), based on definitions of
the IFAC Technical Committee SAFEPROCESS.
3. MODEL-BASED FAULT DETECTION
METHODS
Different approaches for fault detection using math-
ematical models have been developed in the last 20
years, see. e.g. (Willsky, 1976; Himmelblau, 1978;
Isermann, 1984, 1993, 1994a; Gertler, 1988; Frank,
1990). In this section, basic methods are briefly
described.
olmerved
HEURISTIC HEURISTIC
-m'~kJ
' tL
OBR~VATIOI~
+ MODm .
NORMAL
BBi~'VIINJR I
IIX'rlIACHI~I
ItlSIUItY
WlIII31t'I'II~
8T/~.STICS
~V lamukl~
r
I~CIIilON
0---~
642 R. Isermann

The task consists of the detection of faults in the pro- least one characteristic property of a variable from an
cesses, actuators and sensors by using the depen- acceptable behaviour. Therefore, the fault is a state
dencies between different measurable signals. These that may lead to a malfunction or failure of the sys-
dependencies are expressed by mathematical process tem.
models. Fig. 3 shows the basic structure of model-
based fault detection. Based on measured input sig- The time dependency of faults can be distinguished as
nals U and output signals Y__,the detection methods shown in Fig. 5:
generate residuals b parameter estimates 19 or state
estimates ~ which are called features. By comparison abrupt fault (stepwise)
with the normal features, changes of features are incipient fault (drift-like)
detected, leading to analytical symptoms s. intermittent fault.
FALIL'I~
With regard to the process models, the faults can be
further classified. According to Fig. 6 additive faults
influence a variable Y by an addition of the fault f,
and multiplicative faults by the product of another
variable U with f. Additive faults appear, e.g., as off-
sets of sensors, whereas multiplicative faults are para-
meter changes within a process.

t
.......
f
l¢0mhaAL

i ,amd~ S~pto~ a b

Fig. 3 General scheme of process-model-based fault

detection u

For the application of model-based fault detection

methods, the process configurations according to Fig.
4 have to be distinguished. With regard to the
inherent dependencies used for fault detection, and r
the possibilities for distinguishing between different
faults, the situation improves greatly from case A) to
B) or C), by the availability of some more measure- Fig. 5 Time-dependency of faults
ments. a) abrupt b) incipient c) intermittant

Now, lumped-parameter processes are considered,

,_. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . which operate in an open loop. The static behaviour
A B (steady states) can frequently be expressed by a non-
linear characteristic.

~ Iy2 Y=flo +ill U + . ~ 2 U2 +"" +J~qUq (1)

L. . . . . . . . . . . . . . . . . . . . . . ~ y =~ r ~ (2)

~. . . . . . . . . . . . . . . . . . . J oT= LS~...~q] (3)

$
C D
Fig. 4 Process configurations for model-based fault 3gr= [ 1 UU:... U q] (4)
detection
A) SISO (single-input single-output) Changes of the parameters Bi are multiplicative faults.
B) SISO with intermediate measurement Input signal faults fu and output signal faults fv are
C) SIMO (single-input multi-output) additive faults, compare Fig. 7.
D) MIMO (multi-input multi-output)
By considering small signal deviations around an
3.1 Process models and fault modeling operating point (Y~x/UcM~)the input/output behaviour of
processes can frequently be described by ordinary
A fault is defined as an unpermitted deviation of at linear differential equations
 Supervision, Fault-Detection and Fault-Diagnosis Methods 643

Y(0 +atY°)(0 +... +a.Y(n)(O (5) Y(O =crx(t). (12)

=bou(O + b~uO)(O +... + b.u{')(O As shown in Fig. 9, additive faults are usually
modelled as input or state faults ft or output faults fro.
y(O=Y(t)-yoo;u(t)=U(O-Uoo (6) Parameter faults Abj, Aai or Acj are multiplicative
faults.

where y(")(t)--d"y(t) /dt" are derivatives.

I f=-Aa
U . ~ - q y = (a + aa)O
Y. Y=Y.+ f "1__~ " = a l l + f U

a) b)
Fig. 6 Basic models of faults
a) additive faults b) multiplicative faults Fig. 9 State-space model for a SISO process and
faults

Similar representations hold for nonlinear differential

equations and state space models,and for multi-input
and multi-output processes, also in discrete time.
U Based on these process and fault models, some basic
model-based fault-detection methods can be briefly
described.

Fig. 7 Nonlinear static process model

The process model can be written in vector form
Y(0 =~r(t) O
o r = [a 1...a n bo...b=]
~Zr(t)=[_yO)(t)..._y(n)(t) u (O ... u fm)(O ]
The corresponding transfer function becomes, through
Laplace transformation,
_ y(s) _ n(s) _ bo+b:+...+b_____~m_ (10)
Gp(s) - ~ ) A(s) l +ats+...+an sn
3.2 Fault detection with parameter estimation
In most practical cases the process parameters are not
(7) known at all, or are not known exactly enough. Then
they can be determined with parameter estimation
(8) methods by measuring input and output signals if the
basic structure of the model is known.
(9)
a) Equation error methods
The process model is written in the vector form, eq.
(7), with the parameter and continuous-time data
vectors, eqs (8), (9). For parameter estimation the
equation error e(t) is introduced, compare Fig. 10a):
e(0 =y(0-~r(00 (13)
or

e(s) =~(s)u(s) -~i(s)y(s).

As shown in Fig. 8, the input signal faults f. and out-
put signal faults fy are additive faults, and parameter
faults Aa. Abi are multiplicative faults, After sampling with the discrete time k=t/T0=0,1,2 ....
(for parameter estimation only) with T O the (small)
sampling time minimization of the sum of least
squares,
N
u B(s) V = ~ e2(k) = ere (14)
Gp(s) -X (s) k=l

dr/dO = 0 (15)
Fig. 8 Linear input/output model and faults leads to the least-squares (LS) estimate

The process model in state-space form becomes ~(N) = ['t'rv]-l~l'rX (16)

~(t) =A_x(0 +bu(0 (11) or in recursive form (RLS)

644 R. Isermann

_~(k+1) =I~(k)+~L(k)[y(k+ 1) -gff(k + 1){~(k)]

:Z(k) =
1
_q1.r(k+1) P(k)_~(k+ 1) + 1
e(k)~(k + 1)
u
A
d B(s) ] . y.~
_P(k+l) =[I-:z(k)_,r(k+ 1)]/~(k) (17)
"1 A(s) [ I
see e.g. (Isermann, 1992a). For the improvement of
the numerical properties, square-root filter algorithms
are recommended, and for the determination of the
signal derivatives in the data vector ~+(k) state vari-
able filters. An appropriate realization of the state a)
variable filter is a keypoint for obtaining correct para-
meter estimates (Isermann et al, 1992).

b) Output error methods

Instead of the equation error, eq. (13), the output
error
I
e/(t) = y(t) - yM(0, t) (18)

where
y~(O,s) = ~(s) u(s)
A(s)
is the model output, can also be used, see Fig. t0b).
But then no direct calculation of the parameter esti-
mate O is possible, because e'(t) is nonlinear in the
parameters. Therefore the loss function as eq. (14) is
minimized by numerical optimization methods. The
computational effort is then much larger, and on-line
real-time application is in general not possible. How-
ever, relatively precise parameter estimates may be
obtained. If a fault within the process changes one or
several parameters by A0j, the output signal changes
for small deviations according to
Ay(0 =*r(OAO(t) + A~r(t) O + A gtr(t) A0(t), (20)
and the parameter estimator indicates a change A_0.
Generally, the process parameters .9_0depend on physi-
cal process coefficients P (like stiffness, damping
factor, resistance)
0 = f(~) (21)
(19)
b)
Fig. 10 Model structures for parameter estimation
a) equation error b) output error
3.3 Fault detection with state estimation and ob-
servers
The linear process under consideration is described in
state-space form
x_'(t) = A_x(t)+Bu(t) (23)
)~(t) = Cx_(t). (24)
Here, p input signals u(t) and r output signals y(t) are
assumed, as the methods described are especially
suitable for multivariable processes. Assuming that as
well as the structure, all process parameters A, B, C
are known (which is very restrictive) a state observer
is used to reconstruct the unmeasurable state variables
based on the measured inputs and outputs

via nonlinear algebraic equations. If the inversion of g(0 = A_~(0 +~R(0 +H£(0 (25)
this relationship
¢(0 = 3(0 -C~(0. (26)
/2 = f-l(0) (22)
Compare Fig. 11, where e(t) is the output error. For
exists (Isermann, 1992b), changes Api of the process the state estimation error it follows from eq. (25) and
coefficients can be calculated. These changes in the (26), that
process coefficients are in many cases directly related
to faults. Therefore, the knowledge of Api facilitates (27)
fault diagnosis, but is not necessary for fault detection g(0 = ~(0 -g(0
only. Parameter estimation can also be applied for 4(0 = ~_-/-/~g(0.
nonlinear static process models (Isermann, 1993). The state error vanishes asymptotically

limx_-(t) = _0 (28)
 Supervision, Fault-Detection and Fault-Diagnosis Methods
if the observer i s stable, which can be achieved by
proper design of the observer feedback H. The pro-
cess is now influenced by disturbances and faults as
follows, compare Fig. 12,
x_'(t) = A__~(t)+_Bu(t) +_Fv(t) +L_fL(t) (29)
)~(t) = C~(t) +N_n(t) +M_M_fAf(t). (30)
Hereby are
v(t) non-measurable disturbances at the input
n(t) non-measurable disturbances at the output
f_L(t) fault signals at the input, acting through L on
x(t) (e.g., additive actuator or process faults)
f_.~(t) fault signals at the output, acting through M as
output changes Ay(t) (e.g. additive sensor
faults)
u Y
Y_M
Fig. 11 Process and state observer
Fig. 12 Multivariable process with disturbances v, n
and fault signals f_L,
For the state estimation error the following equations
hold if the disturbances v(t)=0 and n_(t)--0
~(0 = t a - ~ g ( 0 +MLC0-~Mf~0 (31)
and the oiatput error becomes
e(t) = (7~(t) + Mfu(t). (32)
f_L(t) and f_u(t) are additive faults, because they influ-
ence x(t) and e(t) by a summation.
In the case of suddenly appearing and permanent fault
signals f_L(t) and f_.M(t)the state estimation errors will
645
deviate from zero. x(t) as well as e(t) show a dynamic
behaviour which is different for f_L(t) and f.~(t). Both
x(t) or e(t) can be taken as residuals. In particular, the
residual e_(t) is the basis for different fault-detection
methods based on state estimation. For the generation
o f special properties, the design of the observer feed-
back H is of interest. Limiting conditions are the
stability and the sensitivity against output distur-
bances, n(t). If the signals are stochastic, Kalman-
Bucy filters are applied instead of observers.
If faults appear as changes AA~ AB or AC of the para-
meters, the process behavior becomes
~(t) = [A_+AA_].X(t)+[B_+A__Blu(t) (33)
)~(t) = [_C+ A ~Z]x(t) (34)
and the state estimation error
(35)
j--[,~ - ~ Z ( t ) + [aA_ - L/A £1~(t) + a ~ u ( t )
e(t) = Cg(t) + A Cx(0. (36)
The faults AA, AB and AC are then multiplicative
faults. In this case the changes in the residuals depend
on the parameter changes, and input and state variable
changes. Hence, the influence of parameter changes
on the residuals is not as straightforward as in the
case of the additive faults f_L(t) and f_.~(t).
The following fault-detection methods are known:
a) Dedicated observers for multi-output processes
Observer~ excited by one output: One observer
is driven by one sensor output. The other out-
puts 2£ are reconstructed and compared with
measured outputs y. This allows the detection
of single sensor faults (Clark, 1978a).
Kalman filter~ excited by all outputs: The
residuum (innovation) e(t) changes the charac-
ter of zero mean white noise with known
covariance if a fault appears. This is detected
by a hypothesis test (Mehra and Peschon,
1971; Willsky, 1976).
Bank of observers~ excited by all outputs: Sev-
eral state observers are designed for a definite
fault signal and detected by a hypothesis test
(Willsky, 1976).
- Bank of observers~ excited by single outputs:
Several observers for single sensor outputs are
used. The estimated outputs y are compared
with the measured outputs 2£- This allows the
detection of multiple sensor faults (Clark,
1978b) (dedicated observer scheme).
Bank of observers~ excited by all outputs
except one: As before, but each observer is
excited by all outputs except one sensor output
which is supervised (Frank, 1987).
646 R. Isermann
b) Fault-detection filters (fault-sensitive filters) for
multi-output processes
- The feedback H of the state observer is chosen
so that particular fault signals f_L(t)change in
a definite direction, and fault signals ~(t) in a
definite plane (Beard, 1971; Jones, 1973).
These fault-detection methods mostly require several
measurable output signals and make use of the inter-
nal analytical redundancy of multivariable systems. In
recent years it was proposed to improve their robust-
ness with regard to process parameter changes and
unknown input signals v(t), see e.g. (Frank, 1990;
Patton and Chen, 1991). This can be reached, for
example, through filtering the output error of the
observer by
L'(t) = .~e(0 (37)
together with a special design of the observer feed-
back H.
c) Output observers
Another possibility is the use of output observers (or
unknown input observers) if the reconstruction of the
state variable ~(t) is not of primary interest (Frank,
W/innenberg, 1989; Tsui, 1993). Through a linear
transformation
z(t) =/?~(t) (38)
the state representation of the observer becomes (Fig.
13)
~(0 =Eg(0 +du(O+Gx(O (39)
and the residual is determined by
(40)
u generate residuals and are called parity equations
Fig. 13 Process and output observer
The state estimation error
e(t) --g(t~ -z(t) =g(t) - Z'x(t) (41)
and the residuals r_(t) are then designed, such that they
are independent of the process states _~(t), the known
input u and unknown inputs v (Fig. 12). In this way
the residuals are dependent only on additive input
faults f~ and output faults f_u, see Fig. 12 and
(Hfifiing, 1996).
a) b)
Fig. 14 Parity equation methods
a) output error b) equation error
3.4 Fault detection with parity equations
A straightforward model-based method, of fault detec-
tion is to take a fixed model G Mand to run it parallel
to the process Gp, thereby forming an output error
r ( s ) = [Ge(s ) -Gu(s)]u(s ) (42)
as shown in Fig. 14a). However, as for observers, the
process model parameters have to be known a priori.
If Gp(s)--GM(s), the output error then becomes for
additive input and output faults, Fig. 8,
r' (s) =Gt,(s)fu(s ) +fy(s). (43)
Another possibility is to generate a polynomial error,
Fig. 14b),
r(s) =au(s)y(s) -B~(s)u(s) (44)
=Bp(s)fu (s) +Ap(s)fy(s).
In both cases different time responses are obtained for
an additive input or output fault, r'(s) corresponds to
the output error of parameter estimation, eq. (19),and
r(s) to the equation error, eq. (13). Eqs (43) and (44)
(Gertler, 1991). To generate specific properties the
residuals can be filtered
r:(s) = G r (s) r (s) (45)
(Gertler, 1991; Patton and Chen, 1991).
However, for SISO processes only one residual can
be generated, and it is therefore not easy to distin-
guish between different faults.
More freedom in the design of parity equations can
be obtained if for SISO processes intermediate signals
can be measured (Fig. 4), or for MIMO processes.
Then a state-space model is appropriate, as shown by
(Gcrtler, 1995) for discrete-time models. For a con-
tinuous-time model
~(t) =Ax(t) +__Bu(t) (46)
 Supervision, Fault-Detection and Fault-Diagnosis Methods
Y(0 =Cx(t). (47)
Eq. (47) is inserted in eq. (46) and differentiated p
times, resulting in the equation system
I i11 ° °°1
Yv(0 =~x(0 +t2 Uv(0.
(48)
In order to remove the nonmeasurable states x(t), eq.
(48) is multiplied by W_~ such that
~_T=Q. (49)
This leads to residuals
t(O = VCZv(O - ~ O Ur(O (50)
compare Fig. 15.
u I
D" D I
Fig. 15 Parity equation methods for a MIMO
state-space model; D ' : differentiation
filter
The derivatives in Y.v(t) and U__v(t)can be obtained by
digital state variable filters for orders n < 3. The
design of the matrix W gives some freedom to gener-
ate a structured set of residuals. One possibility is to
select the elements of W such that one measured
variable has no impact on a specific residual. Then
this residual remains small in the case of an additive
fault on this variable, and the other residuals increase.
3.5 Fault detection with signal models
Many measured signals y(t) show oscillations that are
of either harmonic or stochastic nature, or both. If
changes in these signals are related to faults in the
process, actuator or sensor, a signal analysis is a fur-
ther source of information. Especially for machine
vibration, sensors for position, speed or acceleration
are used to detect, for example, imbalance and beating
647
faults (turbo machines), knocking (Diesel engines) or
chattering (metal-grinding machines). But also signals
from many other sensors, like electrical current, posi-
tion, speed, force, flow and pressure, may show oscil-
lations with a variety of higher frequencies than the
usual process dynamic responses. The extraction of
fault-relevant signal characteristics can in many cases
be restricted to the amplitudes y0(to) or amplitude den-
sities [y(ito) [ within a certain bandwidth ~t)min~f.l)~O.)ma x
of the signal by using of bandpass filters (Stearns,
1975).
Other possibilities are the determination of
autocorrelation functions or the Fourier Transform
(especially in the form of the Fast Fourier Transform,
FFr) or the spectral density (Barschdorff, 1987). Cor-
relation functions and spectral densities are especially
suited to separating stochastic and periodic signal
components. If the frequencies are known, cross-
correlation with e.g. the known basic and higher-order
harmonics can be performed.
However, a correlation function or a frequency spec-
trum forms a nonparametric representation of the
signal and is (both for harmonic and stochastic sig-
nals) not well suited to direct automatic fault detec-
tion if the frequencies are unknown. Therefore, para-
metric signal models should be preferred, which allow
the main frequencies and their amplitudes to be di-
rectly estimated, and which are especially sensitive to
small frequency changes. This is possible by
modeling the signals as a superposition of damped si-
nusoids in the form of discrete-time ARMA (au-
toregressive moving average) models (Burg, 1968).
By means of a two-step maximum-entropy estimator
via correlation functions, a selected number of dis-
tinct, unknown frequencies taj can be estimated, as
well as their amplitudes Yoj (Neumann, 1991 and
Janik, 1993). Symptoms are then generated by
changes of estimated frequencies and amplitudes.
3.6 Change detection and symptom generation
The measured or estimated quantities, such as signals,
parameters, state variables or residuals are usually
stochastic variables Si(t), with mean value and vari-
ance
s~ -- gks,(0} ; 5~ = g/[s~(0 _~]2} (51)
as normal values for the non-faulty process. Analytic
symptoms are then obtained as changes
aSi=EtSi(0-S.); a oi=E{oi(0-~) t ~ Tr(52)
with reference to the normal values. Usually, the time
instants T F of fault occurrences are unknown.
648
To separate normal from faulty behaviour usually a
fixed threshold
A S tot =C-Os c ~2
has to be selected. By this means, a compromise has
to be made between the detection of small faults, and
false alarms because of short time exceeding (Fig.
16a). Methods of change detection, e.g., a likelihood-
ratio test or Bayes decision, a run-sum or a two-probe
t-test (Basseville and Benveniste, 1985) may improve
the (binary) decision.
Another possibility is to represent the feature as fuzzy
set Its(S) (e.g. a triangle, with the center as the mean
and lower width A=~o s, ~:=2,3..... Fig. 16b). By
matching the current value las.(S) with the feature's
membership function, the "increased" Its÷(S),
~s=maxs[min(~ts,(S),las+(S))],
one obtains a gradual measure for exceeding a thresh-
old, a fuzzy threshold (Isermann, 1994b).
The generation of analytic symptoms concludes the
task of model-based fault detection, Fig. 2.
p(S)~ AS
I.tb I :
s
1 vague, and their facts have to be taken as heuristic
0,6 ....
0 will be called Spi.
S
a) AS~
b)
Fig. 16 Symptom detection of simple features
a) Fixed threshold b) Fuzzy threshold
4. FAULT-DIAGNOSIS METHODS
The task of fault diagnosis consists of the determina-
tion of the type of fault with as many details as poss-
ible such as the fault size, location and time of detec-
tion. The diagnostic procedure is based on the
observed analytical and heuristic symptoms and the
heuristic knowledge of the process, as shown in Fig.
1.
In this section the heuristic part of the knowledge and
inference mechanisms for diagnosis are described, in
order to build up on-line expert systems for fault
diagnosis.
R. Isermann
4.1 Symptom representation
The inputs to the knowledge-based fault-inferencing
mechanism are all available symptoms as facts, and
the fault-relevant knowledge about the process, most-
ly in heuristic form.
a) Analytical symptoms
The analytical Symptoms Sa~ are the results of the
limit value checking of measurable signals, signal or
process-model fault-detection methods and change
detection, as described in Section 3.
b) Heuristic symptoms
Heuristic symptoms Sh~ are the observations of the
operating personnel in the form of acoustic noise,
oscillations or optical impressions like colours or
smoke, obtained by inspection. These empirical facts
(53) can usually only be represented in form of qualitative
measures, e.g. as linguistic expressions like "little",
"medium" or "much".
c) Process history and fault statistics
A third category of facts depends on the general
status, based on the history (past life) of the process.
This process history includes the past information of
running time, load measures, last maintenance or
repair. If fault statistics exist (e.g., from "statistical
.tq
process control") they describe the frequency of cer-
tain faults for the same or similar processes. Depend-
ing on the quality of these measures, they can be used
as analytical or heuristic symptoms. However, the
information on the process history in general is
symptoms. The symptoms based on process history
The knowledge about the symptoms can be represen-
ted, e.g., in the form of data strings, and can include,
for example: number, name, numerical value, refer-
ence value, calculated confidence or membership
value, time of detection, explanatory text
(Freyermuth, 1991).
d) Unified symptom representation
For the processing of all symptoms in the inference
mechanism, it is advantageous to use a unified repre-
sentation. One possibility is to present the analytic
and heuristic symptoms with confidence numbers
0<c(s~)<l and treatment in the sense of probabilistic
approaches known from reliability theory (Freyer-
muth, 1991). Another possibility is the representation
as membership functions 0<it(si)<l of fuzzy sets
(Isermann and Ulieru, 1993). Fig. 17 shows some
examples for cases where the symptom ASi, eq. (52),
either increases or decreases. Fig. 17a),b) has the ad-
vantage that only one membership function has to be
processed, in contrast to Fig. 17 c) where 5 member-
ship functions for linguistically expressed changes
have to be processed.
 Supervision, Fault-Detection and Fault-Diagnosis Methods
By these kinds of fuzzy sets and corresponding mem-
bership functions, all the analytic and heuristic symp-
toms can be represented in a unified way within the
range 0 < ~t(si) < 1. These integrated symptom repre-
sentations are then the inputs for the inference mech-
anism, Fig. 1.
a) 0/ b)
' ~s, X ~
~(S)I decreased increased
I~,
-AS +as
Fig. 17 Membership functions of symptoms Si=ASi
represented as fuzzy sets
e) Fault-symptom relationships
The propagation of faults to observable features or
symptoms in general follows physical cause-effect
relationships, where physical properties and variables
are connected to each other quantitatively and also as
functions of time. However, the underlying physical
laws are frequently not known in analytical form, or
are too complicated for calculations. If no information
is available on the fault-symptom causalities, experi-
mentally trained classification methods can be applied
for fault diagnosis. This leads to an unstructured
knowledge-base. In the case that the fault-symptom
causalities can be expressed in the form of if-then
rules reasoning methods can be used. In the following
subsections, both diagnostic procedures will be briefly
described. As the timely behaviour (dynamics)
between causes and effects is not known in most
cases, the relations are considered to be static.
4.2 Diagnosis using classification methods
In Section 3 it was shown how analytic and heuristic
features S (or symptoms ASi) can be generated. These
features are now represented in a feature vector
$r=[$1,$2 .... ,S,]"
The corresponding faults are assumed to be known,
also in vector form
F T = IF1, F2 ..... Fm]
The elements of F may be binary Fja [0,1] expressing
the faults as either "happened" or "not happened".
They may also represent gradual measures for the
size of the faults Fie [0...1].
649
If no further knowledge is available for the relations
between features and faults, classification or pattern
recognition methods can be used, Fig. 18. Here, refer-
ence vectors S~ are determined for the normal behav-
iour. Then the corresponding input vectors S of the
features are determined experimentally for certain
faults Fj. The relationship between F u n d S is there-
fore learned (or trained) experimentally and stored,
forming an explicit knowledge base. By comparison
I of the observed S with the normal reference S_,, faults
''.as, F can be concluded.
I I~FERENCE,-
PATTERN ]
S, S
'r LASSIFICATIO ~
$1
Fig. 18 Fault diagnosis using classification methods
One distinguishes between statistical or geometrical
classification methods, with or without certain prob-
ability functions (Tou and Gonzalez, 1974). A further
possibility is the use of neural networks because of
their ability to approximate nonlinear relations and to
determine flexible decision regions for F in continu-
ous or discrete form (Barschdorff and Becker, 1990;
Leonhardt, 1996). By fuzzy clustering the use of fuzzy
separation areas is possible (Halgamuge, 1996). (If
features S are used for classification according to Fig.
18 the generation of symptoms AS_ais not necessary
because this is included in the classification pro-
cedure, together with the reference S~)
4.3 Diagnosis using reasoning methods
For some technical processes, the basic relationships
between faults and symptoms are at least partially
known. Then this a-priori knowledge can be re-
presented in causal relations
(54)
fault --~ events ~ symptoms.
Fig. 19a) shows a corresponding causal network, with
the nodes as states and edges as relations. The esta-
(55) blishment of these causalitites follows the fault-tree
analysis (FTA), proceeding from faults through inter-
mediate events to symptoms (the physical causalitites)
or the event-tree analysis (ETA), proceeding from the
symptoms to the faults (the diagnostic forward-chain-
ing causalities), see e.g. (Lee et al, 1985). To perform
a diagnosis, this qualitative knowledge can now be
expressed in form of rules
650 R. Isermann
IF<condition>THEN<conclusion>.
The condition part (premise) contains facts in the
form of symptoms Si as inputs, and the conclusion
part includes events F_~and faults Fj as a logical cause
of the facts. If several symptoms indicate an event or
fault, the facts are associated by AND and OR con-
nectives, leading to rules in the form
IF<SjANDS 2>THEN<E~>
IF < E 1 OR E 2 > THEN < FI >
compare Fig. 19b).
a)
b)
Fig. 19 Fault diagnosis using inference methods
a) causal networks
b) fault symptom trees
For the establishment of this heuristic knowledge
several approaches exist, see (Frost, 1986; Torasso
and Console, 1989).
In the classical fault-tree analysis the symptoms and
events are considered as binary variables, and the
condition part of the rules can be calculated by
Boolean equations for parallel-serial-connection, see
e.g. (Barlow and Proschan, 1975; Freyermuth, 1993).
However, this procedure has not proved to be suc-
cessful because of the continuous nature of faults and
symptoms.
For the fault diagnosis of technical processes, methods
of approximate reasoning are more appropriate. A
review of the development in reasoning approaches
for diagnosis is given in (Isermann and Ulieru, 1993)
and (Ulieru, 1996).
By using the strategy of forward chaining a rule, the
facts are matched with the premise and the conclusion
is based on the logical consequence (modus ponens).
For approximate reasoning, the symptoms are con-
sidered as uncertain facts. This can be performed by
representing the symptoms as confidence functions
c(Si), membership functions of fuzzy sets ~l(Si) or
probability density functions p(Si).
The probabilistic reasoning is based on Bayesian
networks with conditional probabilities for the causal-
ities (Pearl, 1988). However, in order to reduce the
computational effort, statistically independent symp-
toms have to be assumed. Then the formulae are very
similar to the prod-sum operation in fuzzy logic
(Ulieru, 1996).
Possibilistic reasoning with fuzzy logic is more
straightforward. The features S~ or symptoms ASi are
represented as fuzzy sets with linguistic meanings as
"small", "medium", "large"; see Fig. 17. The fuzzy
logic reasoning then follows the principles of fuzzy-
IF-THEN-rule systems with the steps: fuzzification,
inference, accumulation and defuzzification. By
chaining these rules, several levels of rules can be
considered. The result is then the possibility of
measuring a fault and its size. For more details see
(Isermann, 1994b; Ulieru, 1996).
Because of the tedious acquisition of the rule-base
further developments consider adaptive fuzzy systems
for approximate reasoning. By using similarities
between fuzzy systems and neural networks,
especially with radial basis functions, Ayoubi (1996)
has proposed an adaptive neuro-fuzzy system, where
the membership functions of the symptoms and the
degree of AND OR connectives are tuned by experi-
ment.
The strategy of backward chaining assumes the con-
clusion as known, and searches for all relevant prem-
ises (modus tollens). This is especially of interest if
the symptoms are not complete. Therefore, the con-
cluded events and faults are displayed to the operator
after forward chaining, with all known symptoms. A
refinement of the diagnosis can then be achieved by
selecting the most plausible events and faults as hypo-
theses, and applying backward chaining by asking for
missing symptoms. Then forward chaining is
restarted. This procedure is best implemented within
an interactive dialogue, and repeated until terminated
by the operator (Freyermuth, 1991, 1993). Other
chaining strategies are Establish-Refine, Hypothesize
and Test, Depth and Width searching, etc, see
(Harmon and King, 1986).
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