10th IFAC Symposium on Fault Detection,

10th
10th IFAC
IFAC Symposium
Symposium on Fault Detection,
Supervision
10th
10th IFAC and Safetyon
IFAC Symposium
Symposium forFault
on
on Fault
Fault
Detection,
Technical Processes
Detection,
Detection,
Supervision
Supervision and
and Safety
Safety for
for Technical
Technical Processes
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10th IFACPoland,
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Supervision and Safetyon29-31,
for
forFault 2018
Technical Processes
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Technical
Warsaw, Poland,
Warsaw, Poland, August
August 29-31, 2018 Processes
29-31, 2018
Warsaw, Poland,
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IFAC PapersOnLine 51-24 (2018) 1292–1297
Parity
Parity Space-Based
Space-Based Fault Fault Detection
Detection by by
Parity
Minimum Space-Based
Error Fault
Minimax Detection
Probability by
Parity
Minimum Space-Based
Error MinimaxFault Detection
Probability by
Minimum Error Minimax
Machine ⋆
⋆ Probability
Minimum Error Minimax
Machine
Machine ⋆ Probability
Machine ⋆
Maiying Zhong ∗∗∗ , Yang Song ∗∗ ∗∗∗
∗∗ , Ting Xue ∗∗∗
∗∗
Zhong ∗∗ ,, Yang
∗
∗∗∗ , Rui Yang ∗
∗,
Maiying Song ∗∗ ,, ∗∗∗∗
Ting Xue ∗∗∗ , Rui Yang ,
Maiying
Maiying Zhong
Maiying Zhong ,, Yang
Zhong Yang
Yang
Song
Song ∗∗
Wenbo
Song
Wenbo Li
Li
Ting
Ting Xue
,, ∗∗∗∗
Ting
∗∗∗∗
Xue ∗∗∗ ,,, Rui
Xue Rui Yang
Rui Yang ∗∗ ,,,
Yang
Maiying Zhong , Yang ∗ Wenbo
Song Li
Wenbo Li
∗∗ ∗∗∗∗
Li, ∗∗∗∗ ∗∗∗
Ting Xue , Rui Yang , ∗
Wenbo ∗∗∗∗
∗
∗ College of Electrical Wenbo
Engineering Li and Automation, Shandong
∗ College of
∗ College
∗ of Electrical
Electrical Engineering
Engineering and
and Automation,
Automation, Shandong
Shandong
College
University
College
University of
of
of
of Electrical
Science
Electrical
Science Engineering
and Technology,
Engineering
and Technology, and
and Automation,
Qingdao
Automation,
Qingdao 266590,
266590, Shandong
Shandong China.
China.
∗∗ University
∗
College
University of
of
of Science
Electrical
Science and Technology,
Engineering
and Technology, and Qingdao
Automation,
Qingdao 266590,
266590, Shandong China.
China.
∗∗ School
Universityof Instrumentation
of Science and Science
Technology, and
∗∗ School of Instrumentation Science and Opto-electronic Engineering, Opto-electronic
Qingdao 266590, Engineering,
China.
∗∗ School
Universityof Instrumentation
Instrumentation
of Science and Science
Technology, and Opto-electronic
Qingdao 266590, Engineering,
China.
∗∗ School
School of
of Beihang
Instrumentation
Beihang University,
University, Science
Science and
Beijing
and
Beijing Opto-electronic
100191, China.
Opto-electronic
100191, China. Engineering,
Engineering,
∗∗
∗∗∗School
Instituteof Beihang
Instrumentation
Beihang
for Automatic University,
University, Science
Control Beijing
and
Beijing
and 100191,
100191,
Complex China.
Opto-electronic
China.
Systems, Engineering,
University
∗∗∗ Institute Beihang
∗∗∗
for Automatic University,Control Beijing
and 100191, Systems,
Complex China. University
∗∗∗ Institute
∗∗∗
Instituteof for
for Automatic
Beihang
Automatic
Duisburg-Essen, University,Control
Control and
and Complex
Beijing
Duisburg Systems,
China. University
100191,Germany.
Complex
47057, Systems, University
Institute offor Automatic
Duisburg-Essen, Control
Duisburgand Complex
47057, Systems,
Germany. University
∗∗∗∗∗∗∗
Institute of
of Duisburg-Essen,
for Automatic
Duisburg-Essen, Duisburg
Control
Duisburgand 47057,
Complex
47057, Germany.
Systems,
Germany. University
∗∗∗∗ The Beijing Institute of Control Engineering, Beijing 100190,
∗∗∗∗ The Beijing
of Institute
Duisburg-Essen, of Control
Duisburg Engineering,
47057, Beijing
Germany.
∗∗∗∗ The Beijing
∗∗∗∗ The Beijing Institute of
of Duisburg-Essen,
Institute of Control
Control
Duisburg
China. Engineering,
47057,
Engineering, Beijing 100190,
Germany.
Beijing 100190,
100190,
The Beijing Institute of Control
China. Engineering, Beijing 100190,
∗∗∗∗
The Beijing Institute of Control China.
China. Engineering, Beijing 100190,
China.
Abstract: This paper deals with the problemChina. of parity space-based fault detection (FD) for
Abstract:
Abstract: This
This paper
paper deals
deals with
with the
the problem
problem of
of parity
parity space-based
space-based fault
fault detection
detection (FD)
(FD) for
for
linear
Abstract:
Abstract:
linear discrete
discrete This
This time
timepaper
paper deals
systems
deals
systems inwith
the
with
in the the
the
the framework problem
framework
problem
framework of ofof
of parity
minimum
parity
of minimum
minimum error space-based
error
space-based minimax
error minimax fault
fault
minimax probability detection
probability
detection
probability machine(FD)
machine
(FD)
machinefor
for
linear
linear
Abstract:
(MEMPM). discrete
discrete This time
timepaper
Traditional systems
deals
systemsparityin
inwith
the the
space-based problem
framework FD ofof
is parity
minimum
usually space-based
error
difficult minimax
to fault
achieve detection
probability
acceptable (FD)
machinefor
trade-
linear
(MEMPM). discrete time
Traditional systems in the
parity space-based framework
space-based FD FD isof minimum
is usually error
usually difficult minimax
difficult to achieve probability
acceptable machine
trade-
(MEMPM).
linear
(MEMPM).
off discrete
between Traditional
missedtime
Traditional systems
alarm parity
parity
ratein the
space-based
(MAR) framework
and FD
false ofis minimum
alarm usually rate error
difficult
(FAR) to
minimax
to achieve
achieve
without the acceptable
probability
acceptable
exact trade-
machine
trade-
stochastic
(MEMPM).
off between missed Traditional alarm parity
rate space-based
(MAR) and FD is
false alarm usually rate difficult
(FAR) to achieve
without the acceptable
exact trade-
stochastic
off
off between
(MEMPM).
betweenof
properties missed
Traditional
missed
unknown alarm
alarm
input.rate
parity
rateTo (MAR)
space-based
(MAR)
solve and false
FD is
andproblem,
this false alarm
alarm usually
this rate
rate
paper(FAR)
difficult
(FAR)
proposeswithout
to achieve
withoutaa novel the exact
exact stochastic
theacceptable
method trade-
stochastic
of parity
off between
properties of missed
unknown alarm
input.rate To (MAR)
solve and
this false
problem, alarm this rate
paper(FAR)
proposeswithout the
novel exact
method stochastic
of parity
properties
off between
properties
space-based of
of unknown
missed
unknown
FD by input.
alarm
input.
MEMPM. rate To
To solve
(MAR)
solve
Firstly, this
and
this
the problem,
false
problem, alarm
integrated this
this paper
rate
paper
design proposes
(FAR)
proposes
of without
parity aaspace
novel
the
novel method
exact
method
vector, of parity
stochastic
of parity
threshold,
properties
space-based of unknown
FD by input.
MEMPM. To solve
Firstly, this
the problem,
integrated this paper
design proposes
of parity a novel method
space vector, of parity
threshold,
space-based
properties of FD
unknownby MEMPM.
input. To Firstly,
solve the
this integrated design
paper of parityi.e.,aspace vector,
methodthreshold,
space-based
MAR and
space-based
MAR and FAR
FAR FD
FD by
is
is MEMPM.
byformulated
MEMPM.
formulated as
asFirstly,
aaa problem
Firstly, problemtheproblem,
the integrated
of binary
binary
integrated
of thisclassification,
design proposes
of
classification,
design of parity
parityi.e., novel
space
the
space
the vector,
fault-free
vector,
fault-free of parity
threshold,
case and
threshold,
case and
MAR
MAR and
space-based
and FAR
FAR FD is
by
is formulated
MEMPM.
formulated as
asFirstly,
a problem
problemthe of binary
integrated
of binary classification,
design of
classification,parityi.e.,
i.e., the
space
the fault-free
vector,
fault-free case and
threshold,
case
faulty
MAR and
faulty case.
case. By
FAR
By using
using the
is formulated
the method
method of
as aofproblem MEMPM,
MEMPM, a
of binarybank
aa bank of parity
classification,
of parity space
space vectors
i.e.,
vectors corresponding
the fault-free
corresponding case and to
and
to
faulty
MAR
faulty
different case.
and
case. By
FAR
By
faulty using
is
using
scenarios the
formulated
the method
method
and aas aof
of
threshold MEMPM,
problem
MEMPM, are ofthena bank
binary
bank of
of
obtained, parity
classification,
parity
while space
space
an vectors
i.e.,
vectors
optimal the corresponding
fault-free
corresponding
trade-off case to
and
between to
faulty
different case. By
faulty using
scenarios the method
and a of
threshold MEMPM, are thena bank of
obtained, parity
while space
an vectors
optimal corresponding
trade-off between to
different
faulty
different
MAR and faulty
case. By
faulty
FAR scenarios
using
scenarios
is the
achieved and
method
and a
a
in threshold
of
threshold
the MEMPM, are
are
worst-case then
thena bankobtained,
of
obtained,
setting. To while
parity
while
show an
space
an
the optimal
vectors
optimal
effectiveness trade-off
corresponding
trade-off of between
between
proposed to
different
MAR and faulty
FAR scenarios
is achieved and a
in threshold
the are
worst-case then obtained,
setting. To while
show an
the optimal
effectiveness trade-off of between
proposed
MAR
different
MAR
method, and
and a FAR
faulty
FAR
satellite is
is achieved
scenarios
achieved
attitudeand in
a
in the
threshold
the
control worst-case
are
worst-case
system thensetting.
obtained,
setting.
subject to To
To
roll show
while
show
momentumthe
an
the effectiveness
optimal
effectiveness
wheel trade-off
faultof
of proposed
between
proposed
and pitch
MAR anda FAR
method, satellite is achieved
attitude in the worst-case
control system setting.
subject to Torollshow
momentumthe effectivenesswheel faultof and
proposed
pitch
method,
MAR anda satellite
FAR attitude
isconsidered.
achieved control system subject to roll momentum wheel faultof and pitch
method,
gyroscope
method,
gyroscope a satellite
a fault
satellite
fault is
is attitude in
attitude
considered. the worst-case
control
control system
system subject setting.
subject to To
to rollshow
roll momentum
momentumthe effectivenesswheel
wheel faultfault andproposed
and pitch
pitch
gyroscope
gyroscopea fault
method, satellite
fault is
is considered.
attitude control system subject to roll momentum wheel fault and pitch
considered.
gyroscope fault is considered.
© 2018, IFAC
gyroscope fault (International
is space,
considered. Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.
Keywords:
Keywords: Parity
Parity space, fault
fault detection,
detection, minimum minimum error error minimax
minimax probability
probability machine, machine, missed
missed
Keywords:
Keywords:
alarm rate, Parity
Parity
false space,
space,
alarm fault
fault
rate. detection,
detection, minimum
minimum error
error minimax
minimax probability
probability machine, missed
machine, missed
Keywords:
alarm rate, Parity
false space,
alarm fault
rate. detection, minimum error minimax probability machine, missed
alarm
Keywords: rate, false alarm rate.
alarm rate,Parity
alarm rate, false
false alarm space,rate.
alarm fault detection, minimum error minimax probability machine, missed
rate.
alarm 1. rate, false alarm rate.
INTRODUCTION variety of objective functions in different forms for parity
1.
1. INTRODUCTION
INTRODUCTION variety
variety of
of objective
objective functions
functions in
in different
different forms
forms for
for parity
parity
1.
1. INTRODUCTION
INTRODUCTION variety
space-based of objective
variety of objective
space-based residual
residual functions
generation
functions
generation in different
have
in different
have forms
been
forms
been for
for parity
proposed
proposed to
parity
to
During the past 1. INTRODUCTION
four decades, model-based fault detection space-based
variety
space-based
achieve of
the residual
objective
residual
trade-off generation
functions
generation
between in
the have
different
have been
forms
been
sensitivity proposed
for
proposed
to faults to
parity
to
and
During the past four decades, model-based fault detection space-based
achieve the residual
trade-off generation
between the have been
sensitivity proposed
to faults to
and
During
During
(FD) the
the
has past
past
received four
four decades,
decades,
remarkable model-based
model-based
attention andfault
fault richdetection
detection
results achieve
space-based
achieve
the the
the
robustness trade-off
residual
trade-off
against between
generation
betweenunknown the
the sensitivity
have been
sensitivity
inputs. In to
to
order faults
proposed
faults
to and
to
and
reduce
During the past four decades, model-based fault detection achieve the trade-off between the sensitivity to faults and
(FD)
(FD)
During
(FD)
have
has
has
the
has
been
received
received
past
received
achieved,four
remarkable
remarkable
decades,
remarkable
see e.g.
attention
attention
model-based
Dingattention
(2013);
and
and
andfault
Gertler
rich
rich
rich results the
results
detection
results
(1998); the
achieve
the
robustness
robustness
the
robustness
false alarm
against
against
trade-off
against
rate between
unknown
unknown
unknown
(FAR), the
a
inputs.
inputs.
inputs.
higher
In
In
sensitivity
In
order
order
to
order
threshold
to
to
faults
to
reduce
reduce
and
reduce
can be
(FD) been
have has received
achieved, remarkable
see e.g. attention and rich (1998);
results the robustness
false alarm against
rate unknown
(FAR), aa inputs.
higher In order to can
threshold reducebe
have been achieved, see e.g. Ding
Ding (2013);
(2013); Gertler
Gertler rich (1998); et the the false alarm
robustness rate
against (FAR),
unknown higher threshold
order to can be
(FD)
have
Gao
have et
Gao hasal.
been
been
et al.received
achieved,
(2015);
achieved,
(2015); remarkable
see
see e.g.
e.g. Ding
Basseville
Basseville attention
and
Ding
and Zhangand
(2013);
(2013);
Zhang Gertler
(2015);
Gertler
(2015); results
(1998);
Yin
(1998);
Yin et chosen
the
chosen false
by
false
by alarm
using
alarm
using rateabove
the
rate
the above (FAR),
(FAR), aa inputs.
mentioned
mentioned higherFD
higher FDIn
threshold
approaches,
threshold
approaches, reduce
can
can be
but
be
but
Gao
have
Gao
al. et
been
et al.
al.
(2017); (2015);
achieved,
(2015);
Silvestre Basseville
see e.g.
Basseville
et al. and
Ding
and
(2017); Zhang
(2013);
Zhang
Goupil (2015);
Gertler
(2015);
et al. Yin
(1998);
Yin
(2016) et
et chosen
the
chosen
at a by
false
by
price using
alarm
using
of poorerthe
rate
the above
above
missed (FAR), mentioned
alarm a
mentioned higher
rate FD
FD approaches,
threshold
approaches,
(MAR). To can
the but
be
but
best
Gao et al. (2015); Basseville and Zhang (2015); Yin et chosen
at aa priceby using
of poorerthe above
missed mentioned
alarm rate FD approaches, but
al.
al.
Gao
(2017);
(2017);
et al.
Silvestre
Silvestre
(2015);
et
et al.
al.
Basseville
(2017);
(2017);
and
Goupil
Goupil
Zhang
et
et
(2015);
al.
al. (2016)
(2016)
Yin et at
chosen
at
of a price
by
price
authors’ of poorer
using
of poorerthe
knowledge, missed
above
missed thealarm
mentioned
alarm
integratedrate (MAR).
rate (MAR).
FD
To
To
approaches,
(MAR).
design To
the
the best
the
problem best
but
best
al.
and
al.
and (2017);
the
(2017);
the Silvestre
references
Silvestre
references et
therein.
et
therein. al.
al. In
In (2017);
Ding
(2017);
Ding Goupil
(2013);
Goupil
(2013); et
Gertler
et
Gertler al.
al. (2016)
(1998),
(2016)
(1998), at a price
of authors’ of poorer
authors’ knowledge, missed
knowledge, the alarm
the integrated rate
integrated design(MAR). problem of
To
design problemthe best
of
and
al.
and the
and(2017);
the references
Silvestre
the references
model-based
model-based FD
references
FD
therein.
et al.In
therein.
techniques
therein.
techniques
In Ding
In(2017);
Ding
are
Ding
are
(2013);
(2013);
divided
(2013);
divided
Gertler
GoupilGertler et al.
Gertler
into
into (2016) of
(1998),
(1998),
observer-
(1998),
observer-
at
of aauthors’
of
parity
parity price
authors’ of knowledge,
poorer FD
space-based
knowledge,
space-based missed
FD thealarm
the
and
and integrated
the
integrated
the rateperformance,
FD
FD (MAR).
design To
design
performance, the
problem
i.e.
problem
i.e.
of
best
of
the
of
the
model-based
and the
model-based
based FD
references
methods, FD techniques
therein.
techniques
parity In
space-basedare
Ding
are divided
(2013);
divided
FD into
Gertler
into
approaches observer-
(1998),
observer-
and parity
of
parity
trade-off space-based
authors’ knowledge,
space-based
between MARFD
FD and
the
and
and the
FAR, FD
integrated
the FD performance,
remainsdesign
performance, i.e.
problem
i.e.
challenging. the
of
the
model-based
based methods, FD parity
techniquesspace-basedare dividedFD into observer-
approaches and parity
trade-off space-based
between MARFD and
and the
FAR, FD performance,
remains i.e.
challenging. the
based methods,
model-based
based
parameter methods, FD
estimationparity
techniques
parity space-based
space-based
schemes. are FD
divided
Among FD approaches
into
approaches
them, the and
observer-
and
residual trade-off
parity
trade-off between
between MAR
space-based MARFD and and FAR,
and the
FAR, FDremains
remains challenging.
performance, i.e. the
challenging.
based
parameter methods,
estimationparity space-based
schemes. Among FD approaches
them, the and
residual trade-off
Moreover, between
minimax MAR and
probability FAR, remains challenging.
parameter
based
parameter
generation
parameter
estimation
methods,
estimation
of the
estimationparity
parityschemes.
space-based
schemes.
space
schemes.
Among
Among FDthem,
approaches
Among approaches
them,
them, is the
the residual
the residual
achieved and
residualby Moreover,
trade-off
Moreover, minimax
between
minimax MAR and FAR,machine
probability
probability machine
machine
(MPM)
(MPM)
remains challenging.
(MPM)
is
is
is
an
an
an
generation
generation of
of the
the parity
parity space
space approaches
approaches is
is achieved
achieved by
by Moreover,
optimal
Moreover, minimax
linear
minimax probability
classifier that
probability can machine
achieve
machine (MPM)
the
(MPM) maximum is
is an
an
parameter
generation
combining
generation the estimation
of
the the
input
of the parityschemes.
and
parity space
output Among
approaches
data
space approaches overthem,
a is the
certain
iscertain residual
achieved
achieved by
length
by optimaloptimal linear
linear classifier
classifier that
that can
can achieve
achieve the
the maximum
maximum
combining
combining the input
input and
and output
output data
data over
over a
a certain length
length Moreover,
optimal
overall
optimal minimax
linear
linear probability
classifier
classification accuracy
classifier that
that in can
can machine
theachieve
worst
achieve (MPM)
the
case,
the maximum
which
maximum is an
has
generation
combining
of time
combining
of time of the
the
window
the
window input
inputparity
with
with and
the
and
the space
output
property
output
property approaches
data
data over
that the
overthe
that aa iscertain
achieved
residuals
certain
residuals by overall
length
can
length
can overall classification
classification accuracy
accuracy in
in the
the worst
worst case,
case, which
which has
has
of time window with the property that the residuals can optimal
overall
been
overall
been linear
applied in classifier
classification
various
classification
applied in various accuracy
accuracy that in
in can
classification
classification the
theachieve
worst
problems
worst
problems the
case,
case, maximum
which
for
which
for has
different
has
different
combining
of
of time
be
be decoupled
time thefrom
window
window
decoupled input
from with
the
with
theand
the
the output
property
initial
property
initial data
states.
states. over
that
In
that
In the
the a certain
Gertler
Gertler residuals
(1998),
residuals
(1998), length
can
the
can
the been applied in various classification problems for different
be decoupled from the initial states. In Gertler (1998), the overall
been
classes
been
classes classification
applied
with
applied
with in
in various
arbitrarily
various
arbitrarily accuracy in the worst
classification
distributed
classification
distributed problems
data
problems
data case,
in
in forwhich
for has
different
multifarious
different
multifarious
of
be
be time
parity window
decoupled
decoupled
parity from
space-based
from
space-based with
the
FD
the
FD the property
initial
logic
initial
logic has
hasstates.
been
states.
been that
In
In the
Gertler
constructed
Gertler
constructed residuals
(1998),
based
(1998),
based can
the
on
the
on classes with arbitrarily distributed data in multifarious
parity space-based FD logic has been constructed based on been
classes
fields,
classes applied
with
see
withfor in various
arbitrarily
instance
arbitrarily classification
distributed
Kumar
distributedet al. problems
data
(2016);
data in
in for different
multifarious
Lanckriet
multifarious et
on fields, see for instance Kumar et al. (2016); Lanckriet et
be2 decoupled from the logic
initialhas states. In Gertler (1998),
parity
χ
χ 2 test
parity
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61733009),
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This
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(61333005,
(61333005,
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61733009),
61733009), erally, the
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⋆ This
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in part
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by
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the (61333005,
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(61333005, Project
61733009), of
Sci-
61733009), classification
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as
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MEMPM
and the Research Fund for the Taishan Scholar Project of classification
case, thus it problem, i.e. the faulty case and the fault-free
and
and
ence
the
Shandong
the Research
Province
Research
Foundation
Fund
of China.
Fund
of Fund
China
for
for
under
the Taishan
Corresponding
the Scholar
Taishan(61333005,
Grants author:
Scholar Project
Maiying
Project
61733009),
of
of case, thus
classification
case, thus it is
it is reasonable
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problem,
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toFD
i.e. the
take
take
faulty
advantage
advantage
case and the
of
of MEMPM
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fault-free
and the
Shandong
Shandong
Research
Province
Province
Zhong(myzhong@buaa.edu.cn).
of
of
for
China.
China.
the Taishan
Corresponding
Corresponding
Scholar
author:
author:
Project
Maiying
Maiying
of for
case,
for FD
FD to
thus
to it is
achieve
is
achieve reasonable
desirable
reasonable
desirable to
toFD take
take advantage
performance.
advantage
performance. of
of MEMPM
MEMPM
Shandong
and the
Shandong Province
Research of
Fund China.
for Corresponding
the Taishan
Province of China. Corresponding author: Maiying
Zhong(myzhong@buaa.edu.cn). author:
Scholar Maiying
Project of for
case,
for FD
FD to
thus
to achieve
it is
achieve desirable
reasonable
desirable toFD
FD take performance.
advantage
performance. of MEMPM
Zhong(myzhong@buaa.edu.cn).
Zhong(myzhong@buaa.edu.cn).
Shandong Province of China. Corresponding author: Maiying for FD to achieve desirable FD performance.
Zhong(myzhong@buaa.edu.cn). for FD to achieve desirable FD performance.
Zhong(myzhong@buaa.edu.cn).
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IFAC SAFEPROCESS 2018
Warsaw, Poland, August 29-31, 2018 Maiying Zhong et al. / IFAC PapersOnLine 51-24 (2018) 1292–1297 1293

In this paper, we focus our study on parity space-based FD

�
J(r) > Jth , fault alarm
for linear discrete time system subject to unknown input (5)
J(r) ≤ Jth , no fault alarm
without exact stochastic properties. To achieve an optimal
trade-off between MAR and FAR, an integration of resid- However, the stochastic properties of d(k) may not be
ual generation and residual evaluation will be proposed in exactly known in practice. In this case, one widely used
the framework of MEMPM. Efficient algorithms will be way is to choose an evaluation function and threshold as
given to optimize the MAR and FAR objective function,
as well as solve the parity space vector and threshold. J(r) = r2 (k), Jth = sup J(r)
f (k)=0
Notation. Rn denotes the n dimensional Euclidean space
and Rn×m is the set of all n × m real matrices. ∆s (k) Obviously, the FAR is zero and such a FD strategy will
stands for the column vector of ∆(k − s)), ∆(k − s + lead to a worst-case MAR when a fault occurs. A satisfied
1), · · · , ∆(k). diag{· · · } denotes a block-diagonal matrix. MAR is usually achieved at the expense of poorer FAR. In
P r{·} is the probability of {·}. particular, an optimal trade-off between MAR and FAR
can be hardly guaranteed by applying the existing parity
2. PROBLEM FORMULATION space-based FD approach without known the probability
distribution of the unknown input d(k).
2.1 Parity space-based FD
The main objective of this paper is to present a new
Consider the following linear discrete time system integrated design of parity space vector and threshold for
� achieving an optimal trade-off between MAR and FAR,
x(k + 1) = Ax(k) + Bu(k) + Bd d(k) + Bf f (k) under the assumption of d(k) with unknown probability
(1)
y(k) = Cx(k) + Du(k) + Dd d(k) + Df f (k) distribution. We propose to formulate the parity space-
where x ∈ Rn , y ∈ Rq , u ∈ Rp , d ∈ Rl , f ∈ Rm are the based FD as the following optimization problem
state, the measurement output, the control input, the
unknown input, the fault vectors, respectively, A, B, min θǫ + (1 − θ)ρ (6)
v�=0,ǫ,ρ,Jth
Bd , Bf , C, D, Dd and Df are known matrices with
 sup P r{J(r) > Jth } ≤ ǫ

approximate dimensions.
f (k)=0
s.t. (7)
The first step of FD is residual generation. For this pur-  sup P r{J(r) < Jth } ≤ ρ
pose, the following parity space-based residual generator f (k)�=0
is considered where ǫ, ρ, θ ∈ (0, 1), θ is a weighting coefficient, ǫ repre-
sents the FAR, ρ in (7) is the MAR corresponding to the
ỹs (k) = ys (k) − Hus us (k) (2) prescribed fault f (k) = f¯, which is the so-called reference
fault in the paper. The FD system satisfying (6)–(7) means
r(k) = v ỹs (k)
that the worst-case FAR is ǫ for the distribution-free d(k)
= v(Hos x(k − s) + Hf s fs (k) + Hds ds (k)) (3) with zero mean and known covariance matrix, while the
where s > 0 is the parity space order, v ∈ R 1×(s+1)q
is the worst-case MAR is ρ when fault f (k) = f¯ happens.
parity space vector satisfying vHos = 0, and 2.2 Basic idea of this study
D 0 0 ··· 0
 
 CB D 0 ··· 0  It is noted that
 CAB CB D · · · 0 
Hus =   1
 .. .. .. . . ..  sup P r{J(r) > Jth } ≤ ǫ ⇔ sup P r{r > Jth
2
}≤ǫ
 . . . . . 
f (k)=0 f (k)=0
CAs−1 B · · · CAB CB D 1
�T ⇔ inf P r{r ≤ Jth
2
}≥1−ǫ
Hos = C (CA)T · · · (CAs )T
� T
f (k)=0
1
Hds and Hf s are constructed by replacing (B, D) with sup P r{J(r) < Jth } ≤ ρ ⇔ sup P r{r < Jth
2
}≤ρ
(Bd , Dd ) and (Bf , Df ) in Hus , respectively. f (k)�=0 f (k)�=0
1
In this case, we further have ⇔ inf P r{r ≥ Jth
2
}≥1−ρ
f (k)�=0
r(k) = v(Hf s fs (k) + Hds ds (k)) (4) for r(k) > 0, and

After generating the residual, the next step is residual sup P r{J(r) > Jth } ≤ ǫ ⇔
evaluation. Under the assumption of d(k) having known f (k)=0
probability distribution, one can detect the occurrence of 1

a fault by applying hypothesis test. Take the white noise inf P r{r ≥ −Jth
2
}≥1−ǫ
f (k)=0
of d(k) as an example, such as ds ∈ N (0, Λds ), where Λds
is the covariance matrix of ds . Without loss of generality, sup P r{J(r) < Jth } ≤ ρ ⇔
f (k)�=0
we can define a residual evaluation function as J(r) = 1
T T −1 2
(vHds Λds Hds v ) r (k). With a prescribed given FAR ǫ, inf P r{r ≤ −Jth
2
}≥1−ρ
a corresponding threshold can be set as Jth = χ2ǫ . Thus f (k)�=0
the detection of a fault can be carried out by the following for r(k) < 0. Therefore, the optimization problem (6)–(7)
χ2 test can be transformed to

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max θα + (1 − θ)β (8) the MEMPM in a worst-case setting, i.e., the fault-free
v�=0,α,β,b
case and faulty case. The α and β stand for the worst-case
inf P r{v ỹs ≤ b} ≥ α

classification accuracies of future fault-free scenario and
 f (k)=0

faulty scenario. The higher α and β are, the less are the

inf P r{v ỹs ≥ b} ≥ β

s.t. f (k)�=0 (9) FAR and MAR. While, the objective function θα+(1−θ)β


 vH os = 0, vH f s f s (k) > 0 indicates a trade-off minimization of FAR and MAR.
α > 0, β > 0, b > 0


which implies that the larger α and β are, the less are the 3.2 Optimal solution of v and Jth
FAR ǫ and MAR ρ.
It should be pointed out that many methods can be used
It is seen that (8)–(9) is in fact a distribution-free Bayes to solve the above optimization problem, such as the
optimal binary classifier in a worst-case setting. Thus, Quadratic interpolation method in Huang et al. (2004), or
the parity space-based FD with optimal trade-off between the Lagrangian multiplier method in Song et al. (2017).
FAR and MAR can be solved by the MEMPM in Huang In the following of this paper, we apply the method
et al. (2004) and Song et al. (2017), which is also the basic in Song et al. (2017) for finding an optimal solution
idea of this study. Under the assumption of d(k) being zero {w∗ , α∗ , β ∗ }. Firstly, the optimization problem (11)–(12)
mean, the detection of a fault can be implemented by (5) can be transformed to
with Jth = b2 .
Remark 1. It should be pointed out that the assumption of max θα + (1 − θ)β (13)
d(k) with zero mean and known covariance matrix is not w�=0,α,β
loss of generality. If its covariance matrix is not exactly s.t.
known, we can replace it with an empirical one. Moreover,
�� �
ηα wT Σ0 w + ηβ wT Σf w ≤ wT (z̄f − z̄0 )
if the mean of d(k) is d¯ �= 0, the residual can be given (14)
by r(k) = v(ys (k) − Hus us (k) − Hds d¯s (k)). Thus the wT (z̄f − z̄0 ) > 0
parity space-based FD is still formulated into optimization α β
where ηα = 1−α , ηβ = 1−β .
problem (6)–(7).
Moreover,
3. PARITY SPACE-BASED FD BY MEMPM
θ 1−θ
3.1 A scheme of FD by MEMPM θα + (1 − θ)β = 1 − −
1 + ηα 1 + ηβ
For any given constants tα > 0, tβ > 0, we have
Denote by P the parity space of order s. Nos ∈ Rγ×(s+1)q
is the basis matrix satisfying Nos Hos = 0. Then the parity � 1
space vector v can be represented as 2 ηα wT Σ0 w ≤ tα ηα + wT Σ0 w
tα
v = wT Nos (10)
1
�
where w ∈ R γ×1
. 2 ηβ wT Σf w ≤ tβ ηβ + wT Σf w
tβ
Let z(k) = Nos ỹs (k). We then have
It is assumed that ds (k) is probability distribution-free and
z0 (k) = z(k)|f =0 = H̄ds ds (k) with zero mean and covariance matrix Λds , the reference
fault is f¯. It holds
zf (k) = z(k)|f �=0 = H̄ds ds (k) + H̄f s fs (k)
where T
z̄0 = 0, Σ0 = H̄ds Λds H̄ds (15)

H̄ds = Nos Hds , H̄f s = Nos Hf s z̄f = H̄f s f¯s , Σf = Σ0 (16)

Denote where f¯s is obtained by replacing f (k) in fs (k) with f¯.
Thus the optimization problem (13)–(14) can be further
z̄0 = E[z0 (k)], Σ0 = V ar[z0 (k)] converted into
z̄f = E[zf (k)], Σf = V ar[zf (k)] θ 1−θ
Let Ω0 and Ωf be the two classes of data with means and min ( + ) (17)
w�=0,ηα ,ηβ 1 + ηα 1 + ηβ
covariance matrices {z̄0 , Σ0 } and {z̄f , Σf }, respectively.
s.t.
Now a so-called MEMPM scheme of parity space-based
η > 0, ηβ > 0

FD is proposed as  α

1 1
tα ηα + tβ ηβ + ( + )wT Σ0 w ≤ 2µwT z̄f (18)
t α t β
max θα + (1 − θ)β (11) 
µwT z̄f > 0, µ ∈ {1, −1}

w�=0,α,β,b>0

P r{wT z ≤ b} ≥ α

inf
Applying the results in Song et al. (2017), an algorithm

z0 (k)∈Ω0
s.t. (12)
 inf P r{wT z ≥ b} ≥ β for solving (17)–(18) is summarized as follows.
zf (k)∈Ωf
Algorithm 1:
It is interesting to find that optimization problem (11)–
(12) is a distribution-free Bayes optimal classifier called Step 1. Set weighting coefficient 0 < θ < 1, k = 0;

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Step 2. Initialize {w0 , ηα0 , ηβ0 , t0α , t0β };
Step 3. Compute and fix the proper µ;
Step 4. Set µ = 1. Update {wk , ηαk , ηβk } by solving op-
timization problem (17)–(18) with Lagrangian multiplier
method;
Step 5. Update {tkα , tkβ } by
 
wT Σ0 w wT Σf w
tα = , tβ =
ηα ηβ
Step 6. Let k = k + 1. Go to Step 4 until a setting
termination condition is reached.
Step 7. Return {w∗ , ηα∗ , ηβ∗ } := {wk , ηαk , ηβk }.
Similar to the case of DR-MEMPM in Song et al. (2017),
the above algorithm converges to a local optimal solution.
Therefore, to get a feasible solution of {w, ηα , ηβ }, it
is necessary to run Algorithm 1 multiple times with
different initial values of {w0 , ηα0 , ηβ0 , t0α , t0β }. The one with
the smallest local optimal value of objective function will
be taken as the {w∗ , ηα∗ , ηβ∗ }.
After getting an optimal solution {w∗ , ηα∗ , ηβ∗ }, the optimal
solution {α∗ , β ∗ , b∗ } will thus be obtained by
ηα∗ ηβ∗
α∗ = , β ∗
= delivered if any of the faulty scenario happens. Moreover,
1 + ηα∗ 1 + ηβ∗

b∗ = w∗T z̄0 + ηα∗ w∗T Σ0 w∗
= w∗T z̄f − ηβ∗ w∗T Σf w∗
Then the parity space vector v can be given as
v = w∗T Nos
We now turn to implement the parity space-based FD in
the framework of MEMPM. Similar to the typical model-
based FD, the main tasks of FD consist of two steps, i.e.,
residual generation and residual evaluation.
Substituting (19) into (3), the residual generator becomes
r(k) = w∗T Nos (ys (k) − Hus us (k))
Suppose the residual evaluation function and threshold are
chosen as J(r) = r2 (k), Jth = (b∗ )2 . The logic unit (5) is
applied for the detection of a fault. As a summary, the
major procedure is presented in the following algorithm,
i.e., Algorithm 2:
Step 1. At each time steps, we first generate residuals r(k)
by using (20);
Step 2. Then the evaluation function can be computed as
J(r) = r2 (k);
Step 3. Set a threshold as Jth = (b ) ; ∗ 2
Step 4. As a result, the occurrence of a fault can be
detected by applying (5).
When a fault satisfying |f (k)| > |f¯| happens, we have
1295
|vHf s fs (k)| > |vHf s f¯s |
|E[r(k)]| > |E[r(k)]|f¯
Var[r(k)] = Var[r(k)]|f¯
Recall that
inf P r{wT z ≥ b} ≥ β forf (k) = f¯
zf (k)∈Ωf
Therefore,
P r{J(r) ≥ Jth } ≥ β for|f (k)| > |f¯|
which implies that its MAR is less than 1 − β when such
a fault f (k) occurs.
Remark 2. Based on the above analysis we can conclude
that a fault may occur and the FAR is less than 1 − α
when a fault alarm is given, while the probability of fault
alarm will be not less than β when a fault greater than f¯
happens. In other words, an optimal trade-off of FAR and
MAR is achieved in the sense of (6)–(7), while the worst-
case FAR and MAR are not greater than 1 − α and 1 − β,
respectively.
Remark 3. It should be pointed out that, when a reference
fault f¯ is taken into account, the FD system designed
by using Algorithm 1 and Algorithm 2 is an optimal
one satisfying (6)–(7). For a practical system, different
faulty scenarios are usually considered. Therefore, several
subsystems for FD are necessary and fault alarms will be
for the sake of simplicity, a union threshold is usually
chosen for the subsystems.
4. SIMULATION RESULTS
To show the effectiveness of the proposed method, a
(19) satellite attitude control system is considered. Set ϕ, ϑ, ψ
as the roll, pitch and yaw angles, ωx , ωy , ωz as the roll,
pitch and yaw angle rates, Tx , Ty , Tz as the roll, pitch and
yaw control moments, respectively. The orbit angle rate
is w0 = 0.001rad/s. d1 ∈ R6 and d2 ∈ R6 are the process
noises and the measurement noises, respectively. Define
T
x(k) = [ ϕ ϑ ψ ωx ωy ωz ] ,
T
y(k) = [ ϕ ϑ ψ ωx ωy ωz ] ,
(20) T
T
u(k) = [ Tx Ty Tz ] , d(k) = dT1 dT2
,
where ϕ, ϑ, ψ are measured by the star sensors, ωx , ωy , ωz
are measured by the gyroscopes, and Tx , Ty , Tz are con-
trolled by the momentum wheels.
Take the roll momentum wheel fault f1 and the pitch gy-
roscope fault f2 as examples, and the simulations proceed
with a sample period T = 0.01s at the operating point
T
xe = 10−4 × [ 9.00 7.00 6.00 −0.37 0.19 0.43 ] .
The parameters of the satellite attitude control system are
set according to the values used in Li (2014); Zhu et al.
(2017); Chen and Liu (2017); Xiao et al. (2015); Wang et
al. (2015). We have

x(k + 1) = Ax(k) + Bu(k) + d1 (k) + Bf 1 f1 (k)
y(k) = x(k) + d2 (k) + Df 2 f2 (k)
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where {rf 11 , Jf 11 } and {rf 20 , Jf 20 } respectively. The simulation

results are depicted in Fig. 1.
 
� � 1 0 1 × 10−5
A1 0.001I
A= , A1 =  0 1 0 ,
0 A2
−1 × 10−5 0 1 10
r (k)

Residual and fault

f11
5 f (k)
−7.568 × 10−8 −3.344 × 10−8
  1
1 0

A2 =  1.067 × 10−7 1 −9.183 × 10−8  , −5

−8 −8
−1.434 × 10 −2.793 × 10 1 −10
0 1000 2000 3000 4000 5000 6000 7000
8 0 0 time step k
� �

Evaluation function and threshold

� �
8.70 × 10−5 I 100
B= , B1 = 10−4 × 0 7.299 0 , J (k)
B1 80 f11

0 0 6.289 60
J
th

T
Bf 1 = 10−4 × [ 0.87 0 0 8 0 0 ] , 40

20
T
Df 2 = [ 0 1 0 ] . 0
0 1000 2000 3000 4000 5000 6000 7000
time step k

Set the order of parity space as s = 6, the weighting (a) The first scenario rf 11 , f1 , Jf 11 and Jth .
coefficient as θ = 0.2. d1 (k) and d2 (k) are distribution-free
signals with zero means and covariance matrices 2.25 × 4

10−10 I, and diag{4 × 10−7 I, 7 × 10−8 I}. We consider the rf20(k)

Residual and fault

f1(k)
bias faults f¯1 = 0.5 and f¯2 = 0.1 as the reference faults,
2

respectively. Choose the initial values of the vectors w1 0

and w2 for the FD of f1 and f2 as 106 (z̄f 1 − z̄0 ) and −2

105 (z̄f 2 − z̄0 ), where z̄f 1 = H̄f s f¯1s , z̄f 2 = H̄f s f¯2s , and the 0 1000 2000 3000 4000
time step k
5000 6000 7000

Evaluation function and threshold

initial values of ηα , ηβ , tα , tβ are chosen as 10, 10, 1000, 6
Jf20(k)
1000, respectively. By applying Algorithm 1, the optimal 4
Jth

solutions can be get, which are shown in Table 1 and the

2
corresponding indexes are depicted in Table 2.
0
Table 1. The optimal solutions 0 1000 2000 3000 4000
time step k
5000 6000 7000

Faults ηα
∗ ηβ∗ w∗ (b) The first scenario rf 20 , f1 , Jf 20 and Jth .
f¯1 9.0580 24.9039 [−3.94 · · · 9.32 × 10−6 ]T
f¯2 9.9552 27.1553 [8.07 × 10−6 · · · − 0.0011]T Fig. 1. The FD results of first faulty scenario.

Table 2. The indexes of the subsystems for FD It can be seen that, the MAR is zero if parity space vector
v1 is applied and |f1 (k)| = 0.5, 0.8 , but the MAR is
Faults ǫ ρ θǫ + (1 − θ)ρ b∗ poorer when parity space vector v2 is used.
f¯1 0.0994 0.0386 0.0508 1.6856
f¯2 0.0913 0.0335 0.0476 1.0556 Secondly, we consider the case of pitch gyroscope fault.
The f2 is simulated as
Set the simulation time as 70s. Each components of d1 (k)
0.07, 1000 ≤ k ≤ 2000

are simulated as evenly distributed noises over [−2.598 × 
0.2, 3000 ≤ k ≤ 4000

10−5 , 2.598 × 10−5 ], and d2 (k) are simulated as white f2 (k) =
noises, i.e., d2 ∼ N (0, Λd2 ) with Λd2 = diag{4×10−7 I, 7×  −0.1, 5000 ≤ k ≤ 6000
0, otherwise

10−8 I}. Two faulty scenarios are considered as follows.
Similar to the first faulty scenario, we can compute the
Firstly, the roll momentum wheel fault is taken into
residuals and evaluation functions by applying Algo-
account. The f1 is simulated as
rithm 2. Let rf 21 , Jf 21 be the residual and evaluation
function with parity space vector v2 , while rf 10 and Jf 10 be
0.3, 1000 ≤ k ≤ 2000

 the ones with v1 . The evolutions of rf 10 , Jf 10 , rf 21 , Jf 21
0.8, 3000 ≤ k ≤ 4000

f1 (k) = and threshold Jth are shown in Fig. 2.
 −0.5,
 5000 ≤ k ≤ 6000
0, otherwise It is shown from the simulation results that the MAR of
fault f2 (k) is very poor when the parity space vector v1
is used, while both the MAR and FAR are guaranteed by
For w1∗ , the parity space vector v1 can be calculated by
using v2 .
(19). The threshold is chosen as Jth = b∗2 1 = 2.8412. For
the sake of simplicity, the parity space vector correspond-
b∗ 5. CONCLUSION
ing to w2∗ is chosen as v2 = b∗1 w2∗T Nos , while the threshold
2
remains Jth = 2.8412. In this note, a novel integrated design of parity space-
based FD is proposed with the aid of MEMPM for linear
We now turn to the on-line implementation of fault detec-
discrete time systems. Instead of using the conventional
tion by applying Algorithm 2.
ratio criterion of robustness from residual to disturbance
The generated residuals and evaluation functions corre- over sensitivity to fault, the design of parity space vector
sponding to parity space vectors v1 and v2 are denoted as for residual generation, threshold for evaluation, MAR and

1296
IFAC SAFEPROCESS 2018
Warsaw, Poland, August 29-31, 2018
4
Residual and fault
2 2
0
−2
0 1000
Evaluation function and threshold
6
4
2 gineering and Optimization Conference (PEOCO2012),
0
0 1000
(a) The second scenario rf 10 , f2 , Jf 10 and Jth .
20
Residual and fault
10
0
−10
0 1000
Evaluation function and threshold
150
100
50
0
0 1000
(b) The second scenario rf 21 , f2 , Jf 21 and Jth .
Fig. 2. The FD results of second faulty scenario.
FAR is firstly formulated as a binary classification problem
in the framework of MEMPM. By solving the MEMPM
optimization problem, a bank of residuals for different
faulty occasions and a uniform threshold are obtained.
Meanwhile, an optimal trade-off between MAR and FAR
is delivered in the worst-case setting without stochastic
distribution assumption to the unknown input, which is an
appealing feature in practical applications compared with
the traditional parity space-based scheme. The simulation
results of a satellite attitude control system for two faulty
scenarios demonstrated the effectiveness of the proposed
approach.
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