Copyright © IFAC Fault Detection, Supervision and Safety

for Technical Processes, Badcn- Badcn, Gcrmany, 1991

A REVIEW OF PARITY SPACE

APPROACHES TO FAULT DIAGNOSIS

R.J. Patton and J. Chen

Department of Electronics. University of York, York, YO I 500, UK

Abstract: This paper reviews the state of the art in fault detection and isolation for dynamic systems,
based on the parity space concept. Some important definitions are provided and tutorial examples are
given to illustrate the theory. The main aim has been to draw together the important links between
parity space approaches; in particular the important links between open-loop and closed-loop
strategies. The parity space is used as a new re-statement to unify residual generation methods. The
robustness and isolation problems in fault diagnosis is mainly addressed in the paper. Moreover. an
important definition for robustness is made and the recent works on robust fault diagnosis methods
are described. Some new design methods are given to illustrate the potential of robust residual
generation using closed-loop parity space ideas.

Keywords: Failure (fault) detection. diagnosis, isolability. robustness. observers. analytical

redundancy, parity space

1. INTRODUCTION The focus of attention in recent years has been on

Modern control systems are often large and complex and
sometime if faults occur, consequences can be extremely
serious in terms of human mortality, environmental impact
and economic loss. Consequently, there is a growing
demand for on-line fault diagnosis to increase the
reliability of such complex systems. As a general definition.
a fault is an unexpected change in a system. such as a
component malfunction. Unexpected vanatJons in
operating conditions that tend to degrade overall system
performance can also be classed as faults. We use the term
"fault" rather than "failure" to denote a malfunction rather
than a catastrophe. The term failure suggests complete
breakdown of a system component or function, whilst the
term ''faUlt'' may be used to indicate that a malfunction is
present which may be serious or tolerable. Fault diagnosis
includes: fault detection, fault isolation, fault identification
and fault accommodation. We focus our attention on the
area of fault detection and isolation (FDI) methods which
make use of analytical redundancy. based on the parity
space concept. Analytical redundancy is the use of
redundant functional (or analytical) relationships which
are known to exist between measured variables of the
monitored process (eg inputs/outputs; outputs/outputs;
inputs/inputs).
FDI using analytical redundancy (model-based) methods is
currently the subject of extensive research. and is being
used in the design of highly reliable control systems (see
survey papers: Willsky, 1976; Mironovski, 1980; Walker,
1983; Isermann, 1984; Himmelblau, 1986; Basseville. 1988;
Gertler, 1988; Frank, 1990; Patton, 1991; and Patton,
Frank & Clark, 1989). However. research is still under way
into the development of more reliable diagnosis systems,
using robust methods.
robustness methods for fault diagnosis. following a growing
awareness of the need for more reliable systems. Robust
methods are able to detect incipient (soft or small) faults in
system components, before they are manifested as
problems requiring either human operator or automatic
system intervention (accommodation or control re-
configuration). Incidents such as, for example the Three
Mile Island accident and the Chemobyl disaster (to name
two of the most severe cases), have demonstrated both the
need for meaningful and reliable proactive diagnosis and
the need to provide the human operator with this
information speedily and in a suitable format. When
understood correctly and designed properly, model-based
parity space methods can provide the required levels of
robustness for such high integrity systems.
The model-based FDI process consists of two stages:
residual generation and decision making based on these
residuals (Weiss et al (1985), Massoumnia & Vander Velde
(1988». The general configuration of an FDI system is
shown in Fig.1.
In the first stage, outputs and inputs of the system are
processed by an appropriate algorithm (a processor) to
generate residual signals which are nominally near zero
and which deviate from zero in characteristic ways when
particular faults occur. The techniques used to generate
residuals differ markedly from method to method.
In the second (decision making) stage, the residuals are
examined for the likelihood of faults. Decision functions or
statistics are calculated using the residuals, and a decision
rule is then applied to determine if any fault has occurred.
A decision process may consist of a simple threshold test
on the instantaneous values or moving averages of the

65
residuals, or it may be used directly on methods of
statistical decision theory, e.g., sequential probability ratio
testing.
Outputs
Fig.1 Two stage structure of an FDI processes
This paper is concerned mainly with the residual
generation stage of FOI, and also addresses the isolation
and robustness problems. Residual signals are obtained by
exploiting the dynamic relationships among the sensor
outputs and actuator inputs. Parity space approaches to
residual generation are applicable to sensor and actuator
fault diagnosis and does not require knowledge of the
behaviour of faulty components. The general approach can
be further sub-divided into two separate strategies, each
involving the design of a linear processor with a particular
(restricted) structure. These are summarized as follows:
(1) Open-loop strategy: This is what usually known as
the parity space approach to FDI, and it has been widely
used in hardware redundancy problems (Oaly et aI, 1979;
Oesai & Ray, 1984; Ray & Luck, 1991). Chow & Willsky
(1984) considered parity space generalizations for discrete-
time dynamic systems using temporal redundancy. This
strategy has been extended by Lou et aI (1986),
Massoumnia et al (1988), Gertler et al (Gertler, 1986;
Gertler & Luo, 1989; Gertler & Fang et ai, 1990; Gertler &
Luo, 1989; Gertler & Luo et aI, 1990, Gertler & Singer,
1990), Wiinnenberg & Frank (1988, 1990a, 1990b) and
Wiinnenberg (1990). For this open-loop case, the residual
(or the parity) vector is generated from linear
combinations of sensor outputs and applied inputs, taken
over a finite time window. The combinations (parity
equations or parity relations) are chosen to yield parity
vectors (residuals) that are zero when the components are
functioning perfectly, but that have a subset deviating from
zero when a particular system component malfunctions.
With this strategy, the residual (parity vector) has a finite
impulse response (FIR) and corresponds to the structure of
a non-recursive filter.
(2) Closed-loop strategy, i.e., observer-based methods
(Beard, 1971; Jones, 1973; Clark et aI, 1975, 1978a, 1978b;
Frank, 1987; Patton et aI, 1987, 1988, 1989): In this strategy
the linear processor is an observer. The basic idea is to
reconstruct the outputs of the system from measurements
(or subsets of the measurements) using an observer. The
observer feedback gain enters the calculation of the
residual generator and the gain design problem provides
freedom for achieving required performances.
66
Residual generation plays an important role in FOr. In
order to be useful indicators of faults, the residuals should
be small in the absence of faults, and one or more of them
should become large in the presence of a fault. Moreover,
the set of residuals that becomes large should indicate
which component (sensor or actuator) has become faulty.
The first requirement to be met by constructing the
residuals is that they should be independent of the system
state under nominal plant operating conditions. In the
absence of faults, the residuals are only due to unmodelled
noise and disturbances. When a fault occurs, this
relationship is violated, and one or more of the residuals
becomes larger. It is particularly important that each
residual should be insensitive to modelling errors and
unmeasured disturbances, (i.e., robust), whilst sensitive to
faults.
The second requirement implies that the fault of each
control system component (sensor or actuator) should
cause a distinguishably different combination of residuals
to grow large. This is the fault isolation problem.
The main aim of this paper is to review of parity space
approaches however, this also includes a new unifying re-
statement of the FOI techniques. It must be said that,
although there have been a number of surveys in the FOI
subject, these have been limited in their scope and there
has been a growing need for a unifying re-statement of the
connections between the various methods developed. It has
become clear that publications on this topic have often
discussed the same issues repeatedly using different
notation and alternative definitions of the same concepts.
There has also been little apparent recourse to defining
goals and links with other publications. To typify this
problem the words "parity vector", "residual vector" etc.
have been used rather loosely and standard definitions
have been lacking in the literature.
The parity space is a general framework for FOI, which
can include closed-loop (observer) and open-loop
strategies. As a narrow definition, the parity space
approach has been used as a label for some open-loop
strategies (as defined above) based on the work of Chow &
Willsky (1984). Here, we would like to provide a
generalization to unify all FOI methods which have parity
space structures.
DEFINITION: The parity space is a space in which all
elements are residuals (or parity vectors). Residuals and
parity vectors are synonymous in this context. The parity
space can also be called a residual space. The relation (or
equation) which generates the residual (parity vector) is
called a parity relation (or equation). The task of FOI is
then to construct a parity space and analyse its elements.
This is what we mean by the parity space approach to FOr.
The term "parity" was first used in connection with digital
logic systems and computer software reliability to enable
"parity checks" to be performed for error checking. In the
FDI field, it has similar meaning in the context of
providing an indicator for the presence of a fault (or error)
in system components.
2. BASIC CONCEPTS OF THE PARI'IY SPACE
 In the early development of fault diagnosis methods for
dynamic systems, the parity space approach was applied to
hardware redundancy schemes (Potter & Sunman, 1977;
Gai et ai, 1978; Daly et ai, 1979; Desai & Ray, 1984). Ray
& Luck(1991) have given a survey of these schemes.
For such system configurations, the number of
measurements is greater than the number of variables to
be sensed. Inconsistency in the measurement data is then a
metric that can be used initially for detecting faults and,
subsequently for fault diagnosis. This technique has been
used successfully in fault diagnosis schemes for inertial
navigation (Potter & Sunman, 1977; Gai et al, 1978; Dalyet
ai, 1979) where relationships between gyroscope readings
and/or accelerometer assemblies provide analytical forms
of redundancy.
The residuals can be obtained directly from the redundant
measurements if hardware redundancy is available. As an
introductory tutorial to the subject consider the general
problem of measuring an n-dimensional vector using m
sensors. The measurement (algebraic) equation is:
y(k) = Q(k) + f(k) + f.(k)
where y(k) is an mx 1 measurement vector, ~(k) is the nx 1
state variable vector, and f(k) is the vector of sensor faults.
f.(k) is a noise vector, C is an mxn measurement matrix.
States { -: c --- Outputs
•
- The fault isolation decision function is then:
X(k) ~(k)
Fig. 2 Hardware (direct) redundancy
With hardware (direct) redundancy there are more than
the minimum number of sensors (eg., two or more for
scalar state variables, and four or more for three-
dimensional state variables) (see Fig.2). And thus, in this
case, the state vector can be determined directly using the
redundancy measurements. The dimension of y(k) is larger
than the dimension of ~(k).
i.e. m > n and rank (C) =n
For FDI purposes, the vector y can be combined into a set
of linearly independent parity equations to generate the
parity vector (residual):
r(k) = Vy(k)
where r(k) is the (m-n)x 1 residual vector which is also
known as the parity vector.
Ideally, it is required that the residual vector be zero
valued in the absence of faults. i.e.
r(k) = Vy(k) = 0 for the no-fault case
This is referred to as a parity equation or parity relation. It is
interesting to note that this is equivalent to the "output
zeroing problem" of Karcanias & Kouvaritakis (1979) (see
also Patton et ai, 1987, 1989). The (m-n)xm projection
matrix V must be chosen to make the residual r
independent of the system state ~ so that:
VC =0 (5)
This is a necessalY condition for the re si duals to be nulled
in the absence of faults and uncertanity. When this
condition holds true, the residual is:
where Yj is the i-tb column of V, fi is the i-tb element of f(k)
and (j is the i-tb element of f.(k).
Eq.(6) reveals that the parity vector only contains
information due to faults and noise (uncertainties), and is
independent of the unmeasured state ~(k) . Eq.(6) also
shows that the parity space (or residual space) is spanned
by the columns of V, i.e. the columns of V form a basis for
this space. Moreover, the following attractive property can
also be exploited: a flllil1 in the i-th sensor implies a growth
of the residual r in the direction Yi. This ensures that a fault
in the i-tb measurement, implies a magnification of the
(1) norm of r in the direction Yj.
Using the notation of Daly et al (1979). a fault detection
decision function is defined as:
DFD(k) = r(k)Tr(k) (7)
If a fault occurs in the sensors, DFD(k) will be greater than
a predetermined threshold.
i=1.2, ___ , m (8)
For a given r(k). a malfunctioning sensor is identified by
computing the m values of DFIj(k). If DFIj(k) is the largest
one of these values, the sensor corresponding to DFIjCk) is
the one which is most likely to have become faulty.
y7r(k) = Y?Y1(f1 + El) + '" .. .
+ YiTYj(fj + Ej) + ...... + YiTYm(fm + Em) (9)
(2) Thus, optimal fault isolation performance will be achieved
when Yj (i =1, 2•.. " m) satisfies:
v·Tv· minimum for i i j (lOa)
-. -J
Y?Yj maximum for all i (lOb)
(3)
In the parity space point of view, the columns of V define
m distinct fault signature directions (Yi. i = 1, 2, ...• m). After
a fault has been declared, it can be isolated by comparing
the orientation of the parity vector to each these signature
directions. Indeed. the fault isolation function DFIj(k) is il
measure of the correliltion of the residual vector with fault
signilture directions. In order to isolate faults reliably. the
(4) generalized angles between fault signature directions
should be "as large as possible", i.e., to make YiTYj (i .; j)
"as small as possible".
The traditional solution (Frank, 1990; Ray & Luck, 1991)
of the matrix V is to make:
67

(11)
A further consequence of conditions (5) and (11) is that:
(12)
Example 1 (Ray & Luck, 1991): Consider the problem of
comparing the reading from three similar sensors to
estimate a signal variable, i.e., m =3, n =1, The
measurement matrix is: C = [1 1 1 ]T.
To make the generalized angles between the columns of
the matrix V (fault signature directions) as ~arge as
possible, the matrix V is chosen as:
3. CWSED·WOP RESIDUAL GENERATION
STRATEGIES
3.1 Basic concepts
Many authors have approached the FDI problem by
employing single or banks of Luenberger observers or
Kalman filters, see, e.g., C1ark et at (1975, 1978a, 1978b),
WiIlsky(1976), Mehra & Pershon (1971), Frank (1987) and
Patton et al (1987). This strategy uses a feedback structure.
The residuals are generated using a weighted comparison
between estimated and measured outputs as illustrated in
Fig.4.

1 -1/2 -1/2 ] Outputs

v = [
o ./3/2 -./3/2
,--- --------------------------------------------------------------\
The residual (parity vector) is then (dropping the subscript ,
(k»: +
~= Vy = [ 1 ] Y1 + [-1/2] Y2 + [ -1/2 ] Y3
o ./3/2 -./3/2

If a fault occurs on sensor 1, the parity vector will grow in

the direction [1 OlT. This property is illustrated in Fig.3.
Observer

Fig.4 General structure of observer-based residual generation

Observer-based residual-generation can be termed "non

r(k)
temporal analytical redundancy", the redundancy relation
Yl being generated by combining outputs and estimated
output (see Fig.5).
: } Outputs

{: /
Fig. 3 Fault signature directions in the parity space

From the above analysis, one can see that the first step of
residual generation is to obtain an indication of the
available "redundancy". Hardware redundancy can also be
States

.
x(k) " ~(k)

• } Estimated
•
i(k)
Fig.S Non temporal analytical redundancy
Outputs

defined as "direct redundancy", also known as "parallel

redundanQl" (Kitamura, 1989); this signifies the In this method, the "pseudo" redundancy relation is:
relationship among instantaneous redundant sensor
outputs (algebraic relations). With analytical redundancy,
(13)
additional information is obtained from an analytical
model formulated on the basis of physical relationships
among other direct and analytical measurements. Thus
The residual vector is then given as:
analytical measurements may supplement sensor
redundancy for plant variables of interest. Normally, the
analytical redundancy is constructed by either the I = W[ I -I] [ : ] = W()' - i) (14)
estimation of measurements (non temporal analytical )'
redundancy) or the collection of the data over a time
window (temporal analytical redundancy). In the practical Here, the "pseudo" redundant measurement is [ )' T QT JT
situation, a combination of hardware and analytical and V = W[ I -I].
redundancy can provide high reliability. For example,
Deckert et al (1977) designed an FDI system of the NASA Chen & Zhang (1990) directly extended the hardware
F-8 digital fly-by-wire aircraft, in which dual hardware redundancy parity space method to encompass stochastic
redundancy is used, and another redundant "measurement" systems. In their method, the redundant measurement
is generated using an analytical relationship. relations are derived using a prediction of the state and the

68
output of the system. The parity vector is a projection of
redundant measurements; in the absence of faults, it is only
a function of the noise, but in the presence of faults, it
deviates from the normal value. The generalized likelihood
ratio test (Willsky et aI, 1976; Daly et al, 1979) is then used
to detect the character of the parity vector and to declare
the component faulty.
3.2 Fault (failure) detection filter
It is well known that a fault in any sensor or actuator will,
in general, affect all elements of the output estimation
vector 2. Hence, for the observer-based method the fault
isolation problem is not as simple as the method of Section
2. One solution is to design a bank of observers to isolate
faults (eg. Frank, 1987; Patton et aI, 1987; Frank &
Wunnenberg, 1989); this has been termed the Generalized
Observer Scheme (Patton, Frank & Clark, 1989). Another
way is to use the Beard-Jones fault (failure) detection filter
(Beard, 1971; Jones, 1973; White & Speyer, 1988) in which
the gain matrix is suitably designed such that the
direction(s) of the residual(s) (due to faults) have very
attractive unidirectional properties. This property can be
used to isolate faults.
Consider a linear, discrete, time invariant system model:
l[(k+ 1) = Al[(k) + By(k) (15)
X(k) = Q(k) (16)
where l[ is an nxl state vector, J.l is an rxl input vector, X is
mxl sensor output vector, and A, Band C are real matrices
of compatible dimensions. It should be noted that the term
D!! is absent from Eq.(16). In fact, most investigators make
this assumption, as for D l' 0 the isolation problem
becomes very complex.
The fault detection filter is given in the form of the full-
order Luenberger observer.
i(k+ 1) = (A - KC) i(k) + B!!(k) + KX(k) (17a)
~(k) = C i(k) (17b)
~y(k) = y- (k) - 2(k) (17c)
~(k+ 1) = (A - KC)~(k) - k/s(k) (21a)
~(k) = C~(k) + Ils(k) (21b)
where Kj is the j-lh column of the gain matrix K
The gain matrix K is designed such that
(a) When a fault occurs in the i-lh actuator (or the j-lh
sensor), C~(k) maintains a fixed direction in the
output space, i.e.
rank [Ch;, C(A-KC)Q;, C(A-KC)O-lh;l = 1
or
rank[Ckj' C(A-KC)kj, C(A-KC)°-lkjl =1
(b) All eigenvalues of (A-KC) can be arbitrarily
specified
When (a) holds true, the fault on the i-th actuator will force
the residual to grow in the direction Ch;, and the fault on
the j-th sensor will force the residual to belong to the
subspace spanned by {Ckj' lj}. Hence, a fault is isolated
when the residual projections along the known fault
signature direction or in the known fault signature
subspace are sufficiently large. It is a most appealing
feature of the residual direction for a fault that it is not
affected by the fault mode (i.e., the magnitude or time
history).
4. OPEN-WOP STRATEGIES FOR RESIDUAL
GENERATION
4.1 Problem formulation
The parity vector concept was generalized by Chow &
WiIlsky (1984) and Lou et al (1986) for the case of using
the temporal redundancy relations of the dynamic system.
Suppose the system is given by the linear discrete state
Eqs. (15) & (16). The redundancy is constructed by
collecting sensor outputs over a time interval (data
window). The temporal redundancy is also known as "serial
redundancy" (IUtamura, 1989) which is illustrated in Fig.6.

The occurrence of an actuator fault can be modelled by a Outputs

single term added to (15) to produce:
States { : _ . • •
(18) • •••
X(k.2) ):(k·2) ):(k-l) ):(k)
where h; is the i-lh column of Band fa(k) is a time-varying
scalar which denotes the fault magnitude. In this case, the
state estimation error (~(k) = l[(k) - i (k» and the output Fig. 6 Temporal analytical redundancy
estimation error (~y) are:
The redundancy relations are now specified
~(k + 1) = (A - KC)~(k) + h/a(k) (19a) mathematically as foUows_ Combining together Eqs_ (15) &
~y(k) = C~(k) (19b) (16) from time k-s to time k yields the following scheme
(for no fault case):
The occurrence of a sensor fault can be modelled with a
single term added to the output equation as follows: y-(k-s) ] y(k-s) ]
y-(k-s+ 1)
y-(k) = Q(k) + ~fS<k) (20)
[
[ &]l[(k-S) + H [
Y(k:-S+ 1)

y-(k) CAS y(k)

where Ij is an mxl unit vector corresponding to a fault in (22)
the j-th sensor. In this case Y(k) Q U(k)

69
where property can be easily used to isolate the fault. However, in
the temporal analytical redundancy case, it is generally not
a possible to find a V matrix to confine the effect of each
CB a
CAB CB a component (sensor or actuator) to a fixed direction in
H parity space. Hence, new methods for fault isolation have
had to be determined. The simplest and probably most
CA s- I B CB a
reliable coding strategy for isolating sensor faults, is to
have just one element of the parity vector associated with
To generate the parity signal r(k), a special relation for each component - so that the fault of any component
available inputs and outputs is given as follows: affects just one element of the parity vector. In this way,
the element of the parity vector that is affected can be

~~~~~~ 1) 1
J.!(k-s)
J.!(k-s+l)
1 associated with just one component. The isolation of
sensor faults is then relatively simple. If we use ~} (the i-th
r(k) = V[ [ . H [ . )
row of C) and Yi (the i-th component of:t) instead of C and
:t(k) J.!(k) :t in Eqs. (22)-(24); the parity equation will only contain the
(23) i-th sensor's output together with all inputs. This form of
parity equation has been called a single-sensor parity
where the matrix V (called the residual generator) is chosen relation (SSPR) (Massoumnia & Vander Velde (1988».
such that the residual r(k) is independent of the system
operating state ~(k-s), thus Example 2 (Massoumnia & Vander Velde, 1988):
Consider the discrete-time system in Eqs. (15) & (16) with

V [~l = VQ = 0 (24)
A = [~
o
2
~] B = G ~] c = Co 1

CAS o 1

Note that, for an appropriately large s, it follows from the
Cayley-Hamilton theorem that such a matrix V always
exists. An appropriate value for s can be found by the
designer by a systematic increase of s. Of particular interest
are those parity relations for which the length (s+ 1) of the
data window is minimal. If (C, A) is observable, the
minimal s is n, otherwise the minimal s is the order of the
observable part of the pair (C, A) (Massoumnia & Vander
Velde, 1988). Now, using the definition of V, it is clear that
r(k) is zero when the system is functioning correctly, but in
the presence of a fault in the system this residual may
become non-zero.
Eq.(23) is termed an s-th order parity equation (or parity
relation). It is evident from (23) that a parity relation is
simply an input-output relation for a part of the dynamics
of the system (see Fig. 7).
Parity vector
I(z)
(Residual)
r(z) = [ z" z·2 z·l]T
Fig. 7 General structure of open~oop strategies
4.2 Fault isolation
An important issue in fault diagnosis is the isolability of
faults. Isolability is the ability of a procedure to distinguish
(isolate) certain specific faults. In the case of direct
redundancy, the residual has a fixed direction in the parity
space corresponding to a particular sensor fault. This
After working through the details of the procedure
outlined Section 4.1, it can be shown that for the first
sensor
s = 2, V =[a 2 -1) (i.e. a 2nd order parity relation)
Hence, the residual is:
rl(k) = -2UI(k-2) + uI(k-l) + u2(k-l) - YI(k) + 2YI(k-])
(25)
Repeating the procedure for the second sensor:
s = 1, V = [1 -1) (i.e. a first order parity relation)
Assuming the actuators are functioning correctly according
to the model, the first element r1(k) of the residual is then
only affected by the fault of the first sensor, and the second
element of the residual is only affected by the fault of the
second sensor. Hence, these two residuals can be used to
isolate any sensor fault. Note that the terms 'isolate' and
'identify' are used interchangeably by some authors (see,
e.g. Massoumnia & Vander Velde, ]988). In this case, the
parity vector is [rl(k) r2(k»)T; the fault in sensor] will
force the parity vector to grow in the direction [1 alTo
Actuator faults can also be isolated by using the single-
actuator parity relation (SAPR) (Massoumnia & Vander
Velde, 1988). The object of the SAPR is to generate a
parity vector such that when no fault is present all elements
of the parity vector are zero or close to zero, and in the
presence of the i-th fault only the element of the parity
vector corresponding to the i-th actuator becomes
distinguishably non-zero. However, contrary to the SSPR,
the SAPR is not always achievable. Massoumnia & Vander
Velde (1988) proposed a method to generate the SAPR in
terms of z-transformed transfer function of the system
model.

70
If we consider the system in Eqs (IS) & (16) and assume - O.Sz(z - 2) O.Sz(z - 1)
that the effect of actuator faults can be modelled by Gu·1(z) = [ O.Sz(z - 2) - O.Sz(z - 1)(z - 2)
]
rewriting the dynamics as:
Let </l(z) = diag{z·2. z·2} (see above discussion). Then:
K(k+ 1) = AK(k) + Bl!(k) + U-a(k) (27a)
)'(k) = Q(k) (27b) - O.S + z·l O.S - O.Sz·l
Hlz) = [ O.S - z-l - O.S + l.Sz· 1 - z·2
]
where fa is the actuator fault vector. then each of the q
elements of fa corresponds to an actuator that is to be
monitored for faults. Each column of L is also a column of Also Hu(z) = - </l(z) . On transforming this result back to
B corresponding to a monitored actuator. If all actuators the time domain. the two elements of the residual vector
are to be monitored. then L=B. are:

Eqs (27a) & (27b) can be re-written as: rl(k) = - ul(k-2) - O.SYl(k) + Yl(k-1) + 0.SY2(k) - 0.SY2(k-l)

)'(z) = Gu(z)l!(z) + Gr(z)fa(z) (28) r2(k) = - u2(k-2) + 0.SY1(k) - Yl(k-l) - 0.SY2(k) + l.SY2(k-l)
- Y2(k-2)

If it is further assumed that the sensors are fault-free. then

The residual generation can then be considered as having rl(k) is only affected by the fault of the first actuator and
been passed through two causal linear time-invariant r2(k) is only affected by the fault of the second actuator.
systems characterized by the transfer matrix Hlz) and Hence. these two residuals can be used to isolate either
Hu(z). i.e. actuator as being faulty.

(29) Gertler et al (Gertler. 1986; Gertler & Luo. 1989; Gertler

& Fang et al. 1990; Gertler & Luo. 1989; Gertler & Luo et
On substituting (28) into (29) al. 1990. Gertler & Singer. 1990) have given alternative
methods for the construction of the parity equation, based
on input-output representations of systems other than the
(30) state-space description. They describe what they call the
orthogonal parity equations. They focus attention on fault
isolability; parity equations are chosen to be orthogonal to
The residual vector must be independent of the system selected faults and are arranged into special structures to
operating input l!(z). Hence. achieve this. The orthogonality condition places structural
constraints on the parity equations. A transformation
(31) algorithm provides a multitude of models that yield
sufficient isolability. A search procedure. utilizing this
Furthermore. if Hlz) satisfies the condition: model redundancy. integrates model error robustness
considerations at the design stage.
Hy(z)Gr(z) = </l(z) = diag{</ll(z) • •. </lq(z)}
(32) 4.3 Implementation aspects of the parity relation

then the i-th element of fa(z) will only affect the i-tb
element of r(z). i.e .• each element of r(k) is an SAPR. The
poles of the </l;(z) (i = 1.2•.. .•q) have magnitudes less than
one. such that the residual process is stable; here we chose
</l;(z) = z·s. which corresponds to the open-loop strateg:t
(not recursive). The sufficient condition for a solution of
Eq.(32) to exist is that Gr(z) is left invertible (Massoumnia
& Vander Velde. 1988). In this case.
Hlz) = </l(z)G(l(z) (33)
Hu(z) = - </l(z)G{l(z)Gu(z) (34)
Exam ple 3 : Consider the problem of monitoring the
condition of both actuators of Example 2 for possible
faults. Then L= Band Gr(z) = Gu(z). A simple
computation shows that. for this example:
l/z 1 I (z - 2)
= [
I/(z-l) I/(z-l)
] be added in Eq.(3Sa). This also enables robustness (with
The inverse of Gu(z) is simply
The parity relation can be implemented in different forms.
In Example 2. the SSPR of the first sensor can be
implemented directly using Eq.(2S). In the absence of
faults. rl(k) = O. this relation can be used to estimate Yl(k).
i.e.
Yl(k) = -2ul(k-2) + ul(k-l) + u2(k-l) + 2Yl(k-l) (3Sa)
rl(k) = Yl(k) - Yl(k) (3Sb)
The behaviour of the residual in (3S) is decidedly different
from that of Eq.(2S). In particular. when there is noise in
the system, the statistical property of residuals
corresponding to different implementation forms are
different. The effect of faul ts on residuals is also different.
A problem can arise with this second form as the output
estimation can be unstable. In the example. (3Sa) is
unstable (due to the pole at z=-2). In order to stabilize it
and provide good residual properties. a feedback term can
respect to uncertainty) to be tuned. i.e.

71
which provides insight into the correspondence between
open-loop and closed-loop strategies. Section 5 gives more
of the details of this correspondence. It should now be
clear that the closed-loop strategies offer greatly improved
potential in terms of robustness, over the open-loop
methods.
5. RELATIONSHIP BE1WEEN CLOSED-LOOP AND
OPEN-LOOP STRATEGIES
Open-loop and closed-loop residual generation strategies
are (separately) well understood. However, very little work
has been done to show the powerful correspondence which
exists between these two strategies. Massoumnia (1986)
first pointed out this correspondence, and this was later
demonstrated by Wiinnenberg & Frank (Wiinnenberg &
Frank, 1990a, 1990b; Wiinnenberg, 1990). Patton & Chen
(1991a, 1991b) have also studied this problem and have
shown that a simple parity relation can be derived by
suitable assignment of the eigenstructure of observers. The
unknown input observer can also be designed in this way,
however by using the design freedom to achieve this
structure, less freedom becomes available for residual
design (e.g. to achieve suitable isolability etc).
To introduce the observer methods, consider the system
described by Eqs. (15) & (16). A generalized Luenberger
observer can be used to generate the residual.
~(k+ 1) = F~(k) + K~(k) + JlJ.(k)
r(k) = LI~(k) + ~(k)
where ~ is an sx1 state vector of the observer. F, K, J, Lt
and ~ are matrices with appropriate dimensions.
Assuming that, in the fault-free case, ~ results from a
linear transformation on 1[, Le.:
~ = T1[
The estimation error and residual equations then become:
~(k+ 1) = F~(k) + K~(k) + JlJ.(k) - TAK(k) - TBlJ.(k)
= F[~(k)-T1[(k)) + [FT-TA+KC)1[(k) + [J-TB)lJ.(k)
(39)
r(k) = (LIT + ~C)1[(k) (40)
These lead to well known conditions which the matrices
must satisfy:
TA - FT = KC
J = TB
LIT + ~C = 0
F has eigenvalues in the unit circle
These equations provide the solution for the closed-loop
residual generator design problem. From Eqs. (36) & (37),
the z-transform of r(k) is
When the observer has a dead-beat structure, Le., all
eigenvalues of F are zero, then:
(zI - Ft l = z·sP(z) = z·s(po + P1z + ... + Ps.1r· l )
= POZ·s + Plz·s+ 1 + ... + ps.1z-1 (43)
r(z)=[LtPoKz-s+LIPIKz·S+1 + ... + LIPs.IKz·I+~Mz)
+ [L1POJz"s + LtP1Jz"s+ 1+ ... + L 1Ps. 1Jz"I)lJ.(z)
(44)
So that
~~k-S)
~ k-s+ 1)
r(k) = [L1PoK LtP1K ... LtPs·1K ~)
[ ~(k) 1
lJ.~k-S)
+ [Lt Po1 Lt PIJ ... L1Ps.1J 0)
[ lJ. k-s+1)
lJ.(k) 1
(45)
On comparing Eqs. (45) and (23), it can be seen that (44)
is an s-th order parity relation with
and
Wiinnenberg & Frank (Wiinnenberg & Frank, 1990a,
1990b; Wiinnenberg, 1990) give a solution of all matrices
in the design of a residual generator and the associated
matrix V.
It is interesting that the open-loop strategy is a special case
of the closed-loop strategy. The residual in the open-loop
(36)
strategy has a finite impulse response. However, if the
observer is not a dead-beat observer, then
(37)
(46)
where ot>(z) is a stable s-order polynomial in z. For this case
(38)
(47)
where rl(z) is generated by an open-loop strategy. This
means that the closed·loop residual can be generated by
filtering the open-loop residual through a filter {ZS /ot>(z)};
this has also been reported by Frank & Wiinnenberg
(1989). This property is illustrated in Fig.8.
i.....·..···..·.......·····...........-...···.......············1
(41a)
: open - loop r l(k) i r(k)
(41b) residual !:
generator
(41c)
(41d) :_______________________________________________________________i
Oosed -loop residual generator
Fig.8 Relationship between closed·loop and open-loop strategies
We now give a general definition of the residual (or parity
vector) as a linear function of inputs and outputs of the
monitored system which is also independent of the normal
operating state of the system. In the fault-free case, the
residual is near to zero (very small in some sense). When a
fault occurs in the system, the residual will grow
significantly. The residual generator is a linear processor
whose inputs are both inputs and outputs of the monitored
72
system. This processor can be either non recursive (open-
loop) or recursive (closed-loop). Note that, when the
monitored system is a non-linear system, the residual
generator may be non-linear. However, we only consider
linear residual generator. The z-transformation of the
residual is:
Here, H (z) and Hu(z) are two z-transformed transfer
function ~atrices which must have poles within the unit
circle. To ensure that [(z) is independent of the system
operating inputs 1!(z), HyCz) and Hu(z) must satisfy:
G(z) is the z-transfer function matrix of the monitored
system. Fig.9 shows the general structure of residual
generator.
U (z)
System ~ (z)
G(z)
------------- -- -- ---- -- ---- ------
Residual
Res iduator I (z)
Residual
Fig. 9 The general structure of residual generation
The design of the residual generator results simply in the
choice of the z-transformed transfer function matrices
Hy(z) and Hu(z) which must satisfy Eq.(49). One can
obtain different residual generators by using different
structures for Hy(z) and Hu(z). The choice of HyCz) and
Hu(z) can ensure that the residual generator has the
desired performance (e.g., robustness, isolability). This
definition can be extended directly to the continuous-time
system case. Based on this definition of the residual, a
number of residual generation methods can be derived.
For example, Viswanadham et al (1987) and Oing & Frank
(1990) have proposed a residual construction method
based on stable factorization of transfer functions.
6. ROBUST PROBLEMS IN FAULT DIAGNOS IS
The main problem obstructing the progress and
improvement in reliability of FOI schemes is the robustness
problem with respect to uncertainty which arises, for
example, due to process noise, turbulence, parameter
variations and modelling errors. All residual generation
methods employ a model of a dynamic system and hence, if
there are no uncertainties in systems (i.e., the model is
accurate and the characteristics of all disturbances are
measurable), FDI is very straightforward and for such
cases there is no robustness problem. In most systems,
however, uncertainties are present almost inevitably and
may interfere seriously with the FOI procedure. Hence, an
important design issue of FOI that is necessarily examined
in practice is robustness. This attempts to minimise the
sensitivity of detection performance to model errors and
uncertainties, over all considered operating conditions of
the plant.
The term robustness can be associated with the combined
procedures of FOI. As a general definition, the robustness
of such a scheme is the degree to which its performance is
(48) unaffected by (or remains insensitive to) operating
conditions of the plant or the process under control. The
actual operating conditions of a real process plant are
usually different from what they are assumed to be in the
design of the FDI scheme. Hence robustness must
therefore be measured with respect to variables associated
with typical operating conditions. Hence, deviations in
(49) performance measures (or residuals) which are not caused
by a fault but which are induced by improper knowledge
(uncertainty) about the process must remain undetected.
Robustness is a g!Qill!!. property, however sensitivitY is a
property which ensures a good separation (i.e. detection)
between, on the one hand, the signatures connected with
the normal and faulty operations of the plant, and on the
other hand between those connected with the different
faulty elements (i.e. relating to fault isolation). Hence,
sensitivity is clearly a local feature of fault detection and
,
the low sensitivity a residual may have to uncertainties can
! be considered valid for small perturbations about a specific
plant operation and for specified fault signatures.
l
~
Clearly, for reliable FDI the concepts of sensitivity and
robustness are intricately related. However, if the FDI
scheme can be shown to meet certain robustness
requirements, then to a large extent the local sensitivity
properties should be demonstrable.
The robustness of the fault diagnosis process consequently
depends, to a great degree on the robustness of the
redundancy relations which, in turn are affected by the
inevitable presence of model uncertainties.
Uncertainties force the deviation of the residual from zero,
even if no faults occur in the system (Leininger 1981). In
this case, the residual is strongly dependent on the system
inputs and states, as first reported by Clark (1978a, 1978b).
The robustness of the detection can be improved by using
adaptive thresholds which are varied according to the
control command (Clark, 1978a, 1978b, 1989). The difficult
question is how to determine the threshold adaptive law.
Clark (1978a, 1978b, 1989) used a empirical adaptive law.
Lately, Emami-Naeini et al (1988) proposed the threshold
selector method. In this method, the adaptive threshold
can be obtained in a systematic and mathematical way.
The use of adaptive thresholds is a passive method to
achieve robust FDI, i.e. it is not strictly a robust method in
the sense of robust design of residual generation. Such
passive methods consider robustness at the decision-
making stage of FDI.
Active methods, on the other hand, make use of the effect
of uncertainties on residual minimization; this is certainly a
robust approach to model-based fault diagnosis.
Frank & Keller (1980) proposed a sensitivity optimization
method to select the observer gain matrix K such that the
73
differences of residuals corresponding to observers derived noise distribution matrices. The term Y-u is Il.Q1
from different measurements become insensitive to considered here as it can be nulled by a transformation of
modelling uncertainties and sensitivity to faults. This can the outputs.
be achieved in two steps: (1) Determination of the critical
parameters of the process, i.e., of the parameters with
A + 6A
dominant influence on the residual, and (2)
Determination of the gain matrix K so that minimal ~(k+l)
sensitivity of the residual with respect to variations of the
critical parameters is achieved.

Patton and Will cox (1985) have shown that the above FDI

~~B
method does not lead to a simple solution for minimum Go
sensitivity and following this, robustness is difficult to
+ [: (y(k) + l.(k» + [ -- J!(k)
achieve.
Gu
7. ROBUST CLOSED-LOOP STRATEGIES FOR FDI
(50)
7.1 Disturbance de-couoling concepts y'(k) = C 1!;o(k) + Co ~u(k) + f,;(k) (51)

Disturbance de-coupling methods offer very great potential
in achieving robustness for FDI. In these methods, all
uncertainties are summarized as disturbance terms acting
on the dynamic model. The disturbance is unknown, but its
distribution matrix is assumed known, this is an example of
structured uncertainty. By suitable feedback design of an
observer, the disturbance can be totally de-coupled from
the residual. That is to say, the residual is made
independent of all disturbances and thus robust FDI is
achievable. In the more general problem, in which the
uncertainty structure is not known (Le. unstructured
uncertainty), the robustness problems are more difficult to
solve but can be tackled by considering estimated
uncertainty structures, for example in the time domain
(Patton & Chen, 1991c, 1991d).
De-coupling designs can be achieved by using the unknown
input observer (Watanabe & Himmelblau, 1982, 1983;
Wiinnenberg & Frank, 1987; Frank & Wiinnenberg, 1989;
Wiinnenberg, 1990) or eigenstructure assignment (Patton et
ai, 1987, 1988, 1989, 1990, 1991a, 1991b, 1991c, 1991d).
Eigenstructure assignment is a direct way to design
disturbance de-coupled residual generators. By suitable
assignment of the eigenstructure of the observer, the
residual can be designed to be de-coupled from each
disturbance input. As far as the design of robust residuals
is concerned, these methods are formally equivalent and
use different mathematical tools to achieve the same goal
in robustness. Gertler( 1991) has shown that the two
methods yield the same design result when applied to a
single example.
A typical application of this (partitioned) state-space
structure arises when comparing a reduced order model
with the full-scale system, for example, in an observer used
for fault diagnosis. For this case, the nominal model
defined by (A, B, C) is the reduced order model and the
remaining parameters define the coupling with unrnodelled
system dynamics. It is assumed that the n state variables of
the reduced order model correspond to n of the n1 state
variables of the full-scale system.
When the linear observer described by Eqs.(17a) & (17b)
is applied to the actual plant, the state estimation error
i
(~(k) = 1!;o(k) - (k) dynamics are as follows (Patton,
1988):
~(k+ 1) = (A - KCk(k) + Bfa(k) - Kfs(k)
+ [6A I 6B I A cO - KC u I Dcl[~oT lyT l~uT 1J!l)T
E
(52)
The estimation error equation has an additional input term
EQ which will have the effect of driving the response of the
error (and hence observer residual) away from its zero
steady-state during disturbances and plant parameter
variations. The performance of the observer close to a
given operating point may now be described by the
following estimation error equation:
~(k+ 1) = (A-KC)~(k) + Bfa(k) - Kfs(k) + EQ(k) (53)
r(k) = W.e.y(k) = WC~(k) + Wfs(k) (54)

In the theoretical analysis, the prior assumption made is
that the system can be represented by a linear low order
model - a poor assumption for most real applications. Let
the complete dynamic description of an uncertain system
be represented by (Patton 1988) Eqs. (50) & (51). Where ~
is the nIxl state vector (the real order of the plant
dynamics), 1!;0 is an nx 1 partial state vector corresponding to
dominant part of the system, y is an rxl input vector, y. is
an mx l output vector, J! is a noise vector, f,;(k) is an mxl
sensor fault vector, fa(k) is rx1 an actuator fault vector. The
A, B and C matrices form the Iinearised plant to be
modelled in the observer, Aco, Au!> 6 A, Au2> Co, 6 Band
Bu represent the parameter vanatlOns and plant
uncertainty, whist Go and G u are the system (process)
where Q(k) is an qxl unknown input vector with a known
distribution matrix E. The transfer function matrix between
the unknown input and the residual is:
(55)
The disturbance de-coupling goal is to null the entries in
this transfer function matrix, Le.
(56)
Once again, this is a special case of the output-zeroing
problem which is well known in multivariable control
theory (Karcanias & Kouvaritakis 1979). The remaining

74
problem is to choose the matrices K and W to satisfy this
equation. This can be achieved using a number of
multivariable design methods ego using eigenstructure
assignment (Patton et ai, 1987, 1988, 1989, 1990, 1991a,
1991b, 1991c, 1991d).
7.2 Disturbance de-couplin2 desi2'l based
ei2enstructure assi2'lment
First, we quote two Lemmas to show the relationship
between the eigenvectors and eigenvalues (the
eigenstructure) of a system.
Lemma 1:
+ .... +
where Yi is the right eigenvector of Ac corresponding to the
eigenvalue f3i, and l? is the left eigenvector of Ac
corresponding to the eigenvalue f3i'
Lemma 2: A given left eigenvector l?
(corresponding to
eigenvalue f3i ) of Ac is always orthogonal to the right
eigenvectors Yj corresponding to the remaining (n-1)
eigenvalues f3j of Ao where f3i"* f3j.
Proof: see Patton & Kangethe (1989).
Theorem 1: If WCE = 0 and all rows of the matrix WI =
WC are left eigenvectors of Ao (56) holds true.
Proof: Let all rows of the matrix W I = WC be left
eigenvectors of Ac ,
Then, for i = p+ 1, ... " n
and
+ .... +
z - f31
But
i.e. for all i = 1, 2, .. " p
Hence, the residual is completely de-coupled from the
disturbance. The first step for the design of a disturbance
de-coupled residual generator is to compute the weighting
matrix W which must satisfy Eq.(59). The necessary and
sufficient condition for a solution of (59) to exist is that:
rank(CE) < m. The second step is to assign the left
eigenvectors of the observer as the rows of W I
(co rresponding to suitable eigenvalues). This can be
handled by means of a transformation of the dual control
problem. On assignment, these right eigenvectors become
the left eigenvectors of the observer. The assignment of the
controller right eigenvectors is a well developed technique
(Moore, 1976; Patton & Kangethe, 1989). The assignability
condition is that for each f3i , the corresponding
eigenvector li must belong to the subspace spanned by
{(f3iI - Al)·lcr} .
If the left eigenvector assignability condition is not
satisfied, we can consider an alternative method, that is to
assign the right eigenvectors of the observer as columns of
on E.
Theorem 2: If WCE = 0 and all columns of the matrix E
are right eigenvectors of Ao (56) holds true.
Proof: Similar to Theorem 1.
The assignment of right eigenvectors of the observer is the
dual of an equivalent problem in controller design. Here
(57) we present the outline of a new assignment method.
This method is based on the assumption that all the
columns of the matrix E are right eigenvectors of Ac
corresponding to an eigenvalue f3i' Then:
[f3iI - (A - KC)]E =0 (60)
or (61)
where
Now, the right eigenvector assignment problem is to solve
Eq.(61), whilst ensuring that the observer is stable.
Lemma 3: The necessary and sufficient condition for a
solution of Eq.( 61) to exist is that:
rank(Af3iE) = rank(CE)
Subject to this condition, the general form of the solution
to (56) is:
K = Af3iE(CE)" + KI[Im - CE(CE)'] (62)
where KI is an nxm arbitrary design matrix and (CE)' is
the pseudo-inverse of CE. When rank(CE) = q (the
number of columns of E), (CE)' is given by:
(59)
The dynamic matrix of the observer is thus:
A - KC
where A - Af3iE(CE)'C
and [Im - CE(CE)")C
The necessary and sufficient condition for the observer to
be stable is that {Cl' AI} is the dual of a stabilizable pair.
When this condition is satisfied, the right eigenvector
assignment problem is to choose KI such that the observer
is stable. This problem can be handled using traditional
pole assignment methods. As f3i is an eigenvalue of
A KC = Al - KIC V only the maximum (n-1)
eigenvalues of Al - KCI can be moved by varying KI ·
7.3 Dead-beat desi2'l
75
Consider a dead-beat design, which gives a simple disturbance directions (columns of E) are used in the de-
structure for de-coupling. coupling design.

W1(zI - Ad-lE = Z-lWl(I + ~-l + Ac2z-2 + .... ) E Two tutorial examples are now given to illustrate the basic
(63) concepts of the disturbance de-coupling.

From this equation, the de-coupling conditions can easily Example 4: Consider the discrete-time system given
be given: by, A diag{0.25, 0.5, 0.375}, B = [0, 1, I]T,
E = [1 1 orr, and the measurement matrix
(64a)
1 1 o
and (64b) C = [ o 1 1
]
If each row of W1 is the left eigenvector corresponding to a The weighting matrix is W = [-1, 2] so that WCE = 0
zero-valued eigenvalue of Ac, then (64b) holds true. the desired left eigenvector is W1 = WC = [ -1, 1, 2 j
(corresponding to eigenvalue 0) which is assignable (WIT
Or (65a) belongs to subspace span{-ATCI"}. The remaining two
and (65b) e~genvalues are chosen as {O, O. I}. Using the
elgenstructure assignment technique (Moore 1976, Patton
If each column of E is a right eigenvector corresponding to & Kangethe 1989), the gain matrix is derived as:
a zero-valued eigenvalue of Ao (65b) holds true.
0.0165 -0.3330 ]
K = [ 0.4670 0.6661
Because of the assignment of zero-valued eigenvalues, the
-0_3502 -0.1246
residuals have dead-beat (minimum-time) transient
performance and this feature can be exploited to good use Clearly, as Wl(A - KC) = 0 and WCE = 0, i.e., the de-
in the aim to provide a high sensitivity to soft (incipient) coupling conditions (64a) & (64b) are satisfied. Accord ing
faults. to Eqs.(53) & (54), the z-transform of the residual r is

7.4 Relationship between eil:enstructure assil:Jlment r(z) = ([-I + 0.349z- l -0.0249z- 2 2-0.949z- l + 0.749z-2]fs(z)
desil:Jl and open-loop parity space stratel:ies 2 z-l - 0.75 z-2
+ [-1 2] [ 1 2 ]d(Z)}/(1-0.1z- I)
From observer Eqs.(I7a)-(17c) & (54), it can be derived z- 0.375 z-
that the z-transforrns of K(k) and r(k) are: - fa(z)

K(Z) = (zI - ActlK~(z) + (zI - Ac)"lBJ!(z) (66) = [- 1 2]fs(z) - [- 0.249 D.749]z- If s(z) - fa(z)

feZ) = [W - Wl(zI - Ac)-lKMz) - W1(zI - Ac)"lBu(z) Clearly, the disturbance term is not present and ~
(67) residual is onl~ a function of faults. This means that a
(potentially) robust design has been achieved. According to
If the perfect de-coupling conditions (64b) (not (65b)) hold Eq.(69), the residual is:
true, then Wl(zI - Ac)"l = Z-lW l , thus the residual vector
feZ) can be re-written as r(k) = [-1 2 Mk) - [- 0.249 0.749]~(k-l) - u(k)

feZ) = (W - z-l W l K) ~(z) - z-l W 1 B y(z) (68) This is a 1st order parity relation according to the structure
of Eq.(69).
I.e.
~(k-I ) Example 5: Now consider changing the matrix A to A =
(69) diag {D.3, D.6, D.9}. In this case, the required left
~(k)
eigenvector of the observer W 1 is not assignable (W IT does
Comparing Eqs.(69) and (23), it is evident that this is a 1st not belong to subspace span{-AT0}. We must use the
order parity relation ( as s = 1). Moreover, it is robust with alternative method of assigning right eigenvectors, as
respect to disturbances, i.e. we can design a robust residual discussed in Section 7.2. The eigenvalues are chosen as {D ,
generator using eigenstructure assignment, and also 0, D.I} _ We then assign the right eigenvector of the
implement it in the form of the parity space. Note that in observer as a single column of E (corresponding to a zero-
the right eigenvector assignment case (condition (65b)), valued eigenvalue), in this case, the resulting gain matrix
the link with the open-loop parity space structure cannot computed using right eigenvector assignment is:
be derived (Patton & Chen, 1991a, 199Ib). 0.098304 0.103392 ]
K = [ 0.589304 -0.596608
This method has been successfully applied to an example -0.8 1.6
of unstructured uncertainty taken from a jet engine system,
in which a structure for the uncertainty is estimated The z-transform of the corresponding residual signal is:
(Patton & Chen 1991c, 1991d), via estimation of an
optimal matrix E (see Eq. 52). As the "best" E matrix is r(z) = {[(-1+
1.2z- 1 - D.27z-2 ) (2 - 2.7z"I + D.81 z-2)]fs(z)
used (although assumed constant), the method can be used + [3 - 1.8z- ]fa(z)} / (1 - O.1z-I )
I
to detect incipient faults in a robust way. The (estimated)

76
Disturbance de-coupling has also been achieved, however
this residual signal although de-coupled from the
disturbance (hence robust) is recursive in structure.
8. ROBUST OPEN·LOOP STRATEGIES
8.1 Stratel1Y 1
One criterion for measuring the robustness of a particular
set of open-loop parity relations was presented by Chow &
Willsky (1984). They proposed an optimization problem to
determine the most robust parity relations. This criterion
specifies robustness with respect to a particular operating
point, thereby allowing the possibility of adaptively
choosing the best parity relations.
However, a drawback of this method is that it leads to an
extremely complex optimization problem. Moreover, if one
is interested in obtaining a list of parity relations ordered
from most to least robust, a separate optimization problem
must be solved for each relation in the list. Lou et al (1986)
address the problem of determining parity relations that
are optimally robust. Their work includes several major
issues of importance in the domain of practical FDI. Their
work also provides a significant amount of intuition
concerning the geometry of robust fault detection.
Lou et al (1986) consider the multiple model assumption of
the system, i.e. that the system model is taken from a finite
set of possibilities, say {At. B1, Cl}, {A'b B'b ~}, ••. ,
{AN, BN, C N}. In practice, this might involve choosing
representative points out of the actual continuous range of
parameter values, reflecting any desired weighting on the
likelihood or importance of particular sets of parameter
values. It is required that the residual is valid for a wide
range of model parameter variations corresponding to
normal plant operation. When the plant is considered to be
represented by the i-th model {Ai> Bi, q}, Eq.(22) can be
rewritten as
Y(k) = Qi~(k-s) + HiU(k) (70)
here the subscript i denotes the i-th model. The matrices Qi
and Hi are constructed by replacing {A, B, C} by {Aj, Bi,
Ci} in the definitions of Q and H. The residual is:
r(k) V(Y(k) - HU(k»
Y(k)
U(k)
] (71)
where V 1 = [V - VH]
Substituting (70) into (71), we have:
r(k) = V[Qi~(k-s) + HiU(k) - HU(k)] (72)
One can see that r(k) is non-zero even if no faults occur in
the system. Hence, it is further required here that r(k) must
be small in the no-fault case. In terms of V1, (72) can also
be rewritten as:
~(k-s)
r(k) =
U(k)
] and S and Tare orthogonal matrices. Here al:5a2:5
77
~(k-s)
U(k)
] (73)
An ideal solution for VI may be achieved by setting:
for all i = 1,2, .. " N (74)
However, this is not always possible. What would seem to
make sense is to choose a matrix V I that is "as orthogonal
as possible" to all the possible Ri matrices. In the more
general case, the procedure would be first to compute an
average matrix Ro that is as close as possible, in a defined
sense, to all the Ri' Then V I will be orthogonal of Ro. This
idea is illustrated in Fig.l0.
RN
' .
.........
/ ....
/
Fig.l0 Illustrating the choice of V1 in the presence of uncertain
parameters
Eq.(74) can be rewritten as:
(75)
According to Lou et al (1986), the optimization problem is
to compute a matrix Zo that is as close as possible to Z, and
subject to rank(Zo) = NI-p. Where p is the number of
independent rows of VI and NI is the number of rows of
Ri' Then, the optimum choice for Zo is that which
minimizes
(76)
subject to the constraint that rank(Zo) NI - p, which
ensures that the orthogonal matrix V I of Zo has p
independent rows. Here 11. 11 F denotes the Frobenius
norm, defined as the root of the sum of squares of the
entires of the associated matrix. The matrix Zo is thus
chosen so that the sum of the squared distances between
the columns of Z and of Zo is minimized, subject to the
constraint that Zo contains only N1-p linearly independent
columns.
The problem just posed is easy to solve. In particular, let
the Singular value Decomposition of Z be given by
Z = SET (77)
where
(78)
..... :5aNl are the Singular Values of Z, ordered by
magnitude. As shown in Lou et al (1986) (also see Tufts et complex dynamic system. f(k) denotes the fault vector, and
al (1983), the matrix :la which minimizes (76) is given by for this description, the temporal redundancy relation is:

o Y(k) Qx(k-s) + HU(k)

f~k-S)
Zo=S o o T (79) [ lit')
Q.k-s+1) f k-s+ 1)
+ H2 . + H, [
Q.(k) 1 f(k) 1
(83)
where
Moreover, an orthonormal solution for the matrix VI is
~
VI = [~l ~ .... .. ~]T (80) CE l ~
CAE l CE l ~
where ~10" " '" ~p are the first p columns of S. H2

Typically, some components (or combinations of CA S- 1E

components) of [l>T(k-s) UT(k)]T are larger than others.
To take account of this, a non-singular scaling matrix Mj is
be used. In this case, the matrix Rj will be replaced by
RjM j.
Lou et al (1986) also give an alternative interpretation of
this optimization procedure which provides some useful
insight. They point out that robustness is strongly
dependent on the number of independent rows p of the
matrix V l ' They also described a procedure to determine a
complete sequence of parity relations, ordered in terms of
their level of robustness. The procedure also provides the
basis for comparing levels of robustness in redundancy as
determined by different sets of sensors and different data
window lengths.
The above procedures are applied within the context of an
open-loop parity space structure however, for closed-loop
residual generation, the multiple model adaptive filter can
be used to design a robust FDI scheme for an uncertain
system as described above. This has been described for the
deterministic case by Miyazawa & Dowell (1989) and by
Loporo et al (1991) for the stochastic case.
8.2 Strate2.,Y 2
Robust FDI methods are strongly dependent on the
description of the uncertainty of the system being
monitored. Different uncertainty descriptions correspond
to different robust FDI methods. Wiinnenberg and Frank
(Wiinnenberg & Frank, 1988, 19903, 1990b; Wiinnenberg,
1990) reconsider the open-loop parity space structure. In
their study, the uncertainties are summarized as the
unknown inputs (disturbances) acting on the system with
the known distribution matrix. The system model is:
l>(k + 1) = Al>(k) + By(k) + ElQ.(k) + Glf(k)
}:(k) = Q(k) + ~(k) + G:2f(k)
where Q.(k) are unknown inputs, El and ~ are known
distribution matrices. The terms ElQ(k) and ~(k) model
the effect of uncertainties (e.g. modelling errors) acting on
the system model. These uncertainties may either be
unknown parameter variations of the system, unmodelled
non-linear dynamics, or unknown external inputs such as
noise or unmeasurable couplings to other parts of the
l CE l ~
H3 can be obtained by replacing ~ with G 2 and El with
G l in the definition of H 2.
The parity vector (or residual) is also defined as:
r(k) = V[Y(k) - HU(k)] (84)
As described in Section 4, V must be chosen such that:
VQ =0 (85)
The residual must be affected by the fault and hence:
VH3 f. 0 (86)
must hold. The "ideal" case would then be that the residual
would not be affected by any unknown input vector Q(k).
(87)
Therefore, VH2 = 0
would be the "ideal" solution. If the "ideal" solution does
not exist, the best that can be done is to find an "optimal"
solution by minimizing a performance index containing a
measure of the effects of both Q(k) and the faults . As no
assumptions or restrictions are made about the evolution
of the unknown input and the faults, the performance
index can only take into account the distribution of these
signals into the system. An appropriate choice of
performance index can thus be defined as:
J = (88)
with V subject to the constraint condition (85). 11 . 11
(81) denotes the Euclidean vector norm. The optimal choice for
V will minimize J. If Vo is a basis for all possible solutions
(82) to Eq.(85), the problem can be changed to that of finding a
matrix M such that the performance index
(89)
J =
is minimized (Wiinnenberg & Frank, 1988, 19903, 1990b;
Wiinnenberg, 1990). The increase of s may improve the
robustness, but with increased detection delay.

78
 9. BRIEF REVIEW OF RELATED ROBUST FDI
METHODS
Since the mid 1980's, the robust design of FDI schemes has
become an active research subject. In practical
applications, the robustness problems must be considered,
especially for the detection of incipient faults. In all cases
of robust FDI design, at least some of the problems are
considered. However, very few papers claiming to deal
with robustness actually address the real robustness
problems of FDI. As discussed in Section 6, same robust
methods are active, whilst same are passive. The methods
which really tackle the robustness issues directly are active.
A frequency domain method to robust observer design,
which is still in keeping with the parity space structure, has
been pursued by Viswanadham and Minto (1988) using a
stable factorization to minimize an appropriate H"" norm.
They consider an observer to be robust if it generates a
faithful estimate of the plant's state in the face of
modelling uncertainty or plant perturbations. A similar
method has been taken by Ding and Frank (1990).
As a development of the use of adaptive thresholds (i.e.
passive) for robust FDI, subsequent to the work of Clark
(1978a, 1978b, 1989), Horak (1988) proposed the reachable
measurement interval (RMI) method. The basic idea is to
compute the RMI, which is the smallest possible threshold.
The threshold (i.e. the RMI) is computed as a function of
the recent system state and input vectors, the noise
statistics, and the known upper limits of modelling errors
which are estimated during off-line experiments. The RMI
algorithm reconstructs the worst possible effects of the
modelling error and therefore, can detect the smallest
theoretically detectable fault in imperfectly modelled
systems without issuing false alarms. One disadvantage of
this method is that the computation needed is so heavy that
it is difficult use in real time, because the optimization is
based on Pontryagin's Maximum Principle; this is not a
task for on-line use of a small computer. Furthermore, the
method, although passive in approach (see above
discussion) does not strictly deal with the robustness issues.
A contribution which does provide a robust solution for
FDI is that of Emami-Naeini et al. (1988) (although
residual generation is not necessarily robust). These
authors propose a new threshold-selector concept which is a
nonlinear inequality whose solution defines the set of
detectable sensor failure (fault) signals. The threshold
selector presents a new and innovative tool for analysis and
synthesis of FDI algorithms. The optimal threshold is
shown to be a function of the bound on modelling errors,
the noise properties, the speed of the FDI observers, and
the types (classes) of reference and fault signals; this is a
development of the earlier work by Clark (1978a, 1978b,
1989). It is also uses the closed-loop strategy for residual
generation. It is however, also a passive approach to
robustness.
A combination of both active and passive approaches (as
defined above) which makes some attempt to solve the
robust FDI problem has been considered by Ding and
Frank (1991). This work is based on earlier stable
factorization studies (Viswanadham et al. 1987, 1988; Ding
and Frank 1990) and adopts the threshold-selector
technique of Emami-Naeini et al. (1988).
79
10. DISCUSSION
In this paper the quantitative model-based approaches to
FDI have been surveyed, based on the parity space concept
with particular interest in robustness issues. The two
groups of methods have been called open-loop and closed-
~ strategies and further sub-divisions into active and
~ methods have also been discussed. The paper
points out that the open-loop strategy is a special case of
the closed-loop strategy in which the residual has a finite
impulse response. The closed-loop residual can be
generated by filtering the open-loop residual through a
filter. It has been pointed out that the major quality issues
of FDI are isolability of specific faults and robustness with
respect to uncertainties. Isolability is related primarily to
the structure of the residual generating model and can be
achieved by appropriate design of the residual generator.
A number of robust FDI methods have been also reviewed,
as all of these are based on the parity space structure.
So far the majority of studies in robustness for model-
based FDI have focused on Robust Residual-Generation
problems. Very few genuine studies in robustness have
been applied to open-loop strategies. Closed-loop
strategies to residual generation have stimulated a
significant interest in the development of methods related
to the robust control problem; this is possible as the
observer is the dual of the controller design problem.
These active approaches tackle the robustness problem in
a more direct way, by considering the real mechanisms of
uncertainty (structured or unstructured). De-coupling ideas
are used whenever the uncertainty can be considered as
structured and this can be achieved for example, by using
either eigenstructure design or the unknown input
observer.
It is important to stress that most effective robustness
methods work well even when the uncertainty structure (eg
directions of disturbances or unknown inputs) is not
known. However, even for these methods some knowledge
of uncertainty eg in terms of frequency distribution or
likely magnitudes and point of excitation in the system
must be known a priori. For the case of unstructured
uncertainty, some authors have used knowledge of the
bounds of uncertainty to solve the robustness design
problem via frequency domain methods, which are well
known in robust control (e.g. H"" and related methods). In
some cases robustness design methods for structured
uncertainty have been applied to systems with unstructured
uncertainty using the time-domain, for example by
estimating the disturbance model through state estimation
(Patton & Chen, 1991c, 1991d).
The passive approaches to robust FDI design, by their very
nature deal with a problem of bounds on uncertainty;
bounds are expressed in terms of the thresholds for; these
detection required to maintain robustness. Hence, a
combination of active and passive approaches can offer
potential for real robustness, especially when considering
practical applications.
The research into unifying ideas associated with the parity
space concept has provided insight into ways in which the
robustness issues can be developed. The closed-loop
strategies of residual generation have shown the greatest
potential, as a consequence of the use of multivariable
feedback theory. Open-loop strategies have also been
shown to lead to robust FDI solutions. However, for such
cases the solution techniques are complex; this should not
preclude further study in this important area.
11. ACKNOWLEDGEMENTS
The authors acknowledge joint funding support for this
research from the UK Science & Engineering Research
Council and the UK Ministry of Defence. The helpful
comments from Mr. J. H. P. Millar of the UK Atomic
Energy Authority are also acknowledged.
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