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Fault detection for linear parameter varying systems under changes in the process noise covariance
(2020)
Detecting changes in the eigenstructure of linear systems is a comprehensively investigated subject. In particular, change detection methods based on hypothesis testing using Gaussian residuals have been developed previously. In such residuals, a reference model is confronted to data from the current system. In this paper, linear output-only systems depending on a varying external physical parameter are considered. These systems are driven by process noise, whose covariance may also vary between measurements. To deal with the varying parameter, an interpolation approach is pursued, where a limited number of reference models -- each estimated from data measured in a reference state -- are interpolated to approximate an adequate reference model for the current parameter. The problem becomes more complex when the different points of interpolation correspond to different noise conditions. Then conflicts may arise between the detection of changes in the eigenstructure due to a fault and the detection of changes due to different noise conditions. For this case, a new change detection approach is developed based on the interpolation of the eigenstructure at the reference points. The resulting approach is capable of change detection when both the external physical parameter and the process noise conditions are varying. This approach is validated on a numerical simulation of a mechanical system.
Fault detection for linear parameter varying systems under changes in the process noise covariance
(2020)
Detecting changes in the eigenstructure of linear systems is a comprehensively investigated subject. In particular, change detection methods based on hypothesis testing using Gaussian residuals have been developed previously. In such residuals, a reference model is confronted to data from the current system. In this paper, linear output-only systems depending on a varying external physical parameter are considered. These systems are driven by process noise, whose covariance may also vary between measurements. To deal with the varying parameter, an interpolation approach is pursued, where a limited number of reference models – each estimated from data measured in a reference state – are interpolated to approximate an adequate reference model for the current parameter. The problem becomes more complex when the different points of interpolation correspond to different noise conditions. Then conflicts may arise between the detection of changes in the eigenstructure due to a fault and the detection of changes due to different noise conditions. For this case, a new change detection approach is developed based on the interpolation of the eigenstructure at the reference points. The resulting approach is capable of change detection when both the external physical parameter and the process noise conditions are varying. This approach is validated on a numerical simulation of a mechanical system.
This paper deals with vibration-based damage localization and quantification from output-only measurements. We describe an approach which operates on a data-driven residual vector that is statistically evaluated using information from a finite element model, without updating the parameters of the model. First, the damaged elements are detected in statistical tests, and second, the damage is quantified only for the damaged elements. We propose a new residual vector in this context that is based on the transfer matrix difference between reference and damaged states, and compare it with a previously introduced subspace-based residual. We show localization and quantification on both residuals in simulations.
This paper deals with uncertainty considerations in damage diagnosis using the stochastic subspace-based damage detection technique. With this method, a model is estimated from data in a (healthy) reference state and confronted to measurement data from the possibly damaged state in a hypothesis test. Previously, only the uncertainty related to the measurement data was considered in this test, whereas the uncertainty in the estimation of the reference model has not been considered. We derive a new test framework, which takes into account both the uncertainties in the estimation of the reference model as well as the uncertainties related to the measurement data. Perturbation theory is applied to obtain the relevant covariances. In a numerical study the effect of the new computation is shown, when the reference model is estimated with different accuracies, and the performance of the hypothesis tests is evaluated for small damages. Using the derived covariance scheme increases the probability of detection when the reference model estimate is subject to high uncertainty, leading to a more reliable test.
The local asymptotic approach is promising for vibration-based fault diagnosis when associated to a subspace-based residual function and efficient hypothesis testing tools. It has the ability of detecting small changes in some chosen system parameters. In the residual function, the left null space of the observability matrix associated to a reference model is confronted to the Hankel matrix of output covariances estimated from test data. When this left null space is not perfectly known from a model, it should be replaced by an estimate from data to avoid model errors in the residual computation. In this paper, the asymptotic distribution of the resulting data-driven residual is analyzed and its covariance is estimated, which includes also the covariance related to the reference null space estimate. The importance of including the covariance of the reference null space estimate is shown in a numerical study.
The local asymptotic approach is promising for vibration-based fault diagnosis when associated to a subspace-based residual function and efficient hypothesis testing tools. It has the ability of detecting small changes in some chosen system parameters. In the residual function,the left null space of the observability matrix associated to a reference model is confronted to the Hankel matrix of output covariances estimated from test data. When this left null space is not perfectly known from a model, it should be replaced by an estimate from data to avoid model errors in the residual computation. In this paper, the asymptotic distribution of the resulting data-driven residual is analyzed and its covariance is estimated, which includes also the covariance related to the reference null space estimate. The advantages of the data-driven residual are demonstrated in a numerical study, and the importance of including the covariance of the reference null space estimate is shown, which increases the detection Performance.