A review on analysis and synthesis of nonlinear stochastic systems with randomly occurring incomplete information

Copyright q 2012 Hongli Dong et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.In the context of systems and control, incomplete information refers to a dynamical system in which knowledge about the system states is limited due to the difficulties in modeling complexity in a quantitative way. The well-known types of incomplete information include parameter uncertainties and norm-bounded nonlinearities. Recently, in response to the development of network technologies, the phenomenon of randomly occurring incomplete information has become more and more prevalent. Such a phenomenon typically appears in a networked environment. Examples include, but are not limited to, randomly occurring uncertainties, randomly occurring nonlinearities, randomly occurring saturation, randomly missing measurements and randomly occurring quantization. Randomly occurring incomplete information, if not properly handled, would seriously deteriorate the performance of a control system. In this paper, we aim to survey some recent advances on the analysis and synthesis problems for nonlinear stochastic systems with randomly occurring incomplete information. The developments of the filtering, control and fault detection problems are systematically reviewed. Latest results on analysis and synthesis of nonlinear stochastic systems are discussed in great detail. In addition, various distributed filtering technologies over sensor networks are highlighted. Finally, some concluding remarks are given and some possible future research directions are pointed out. © 2012 Hongli Dong et al.This work was supported in part by the National Natural Science Foundation of China under Grants 61273156, 61134009, 61273201, 61021002, and 61004067, the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant GR/S27658/01, the Royal Society of the UK, the National Science Foundation of the USA under Grant No. HRD-1137732, and the Alexander von Humboldt Foundation of German

A distributed networked approach for fault detection of large-scale systems

Networked systems present some key new challenges in the development of fault diagnosis architectures. This paper proposes a novel distributed networked fault detection methodology for large-scale interconnected systems. The proposed formulation incorporates a synchronization methodology with a filtering approach in order to reduce the effect of measurement noise and time delays on the fault detection performance. The proposed approach allows the monitoring of multi-rate systems, where asynchronous and delayed measurements are available. This is achieved through the development of a virtual sensor scheme with a model-based re-synchronization algorithm and a delay compensation strategy for distributed fault diagnostic units. The monitoring architecture exploits an adaptive approximator with learning capabilities for handling uncertainties in the interconnection dynamics. A consensus-based estimator with timevarying weights is introduced, for improving fault detectability in the case of variables shared among more than one subsystem. Furthermore, time-varying threshold functions are designed to prevent false-positive alarms. Analytical fault detectability sufficient conditions are derived and extensive simulation results are presented to illustrate the effectiveness of the distributed fault detection technique

Robust fault detection for networked systems with distributed sensors

Copyright [2011] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.This paper is concerned with the robust fault detection problem for a class of discrete-time networked systems with distributed sensors. Since the bandwidth of the communication channel is limited, packets from different sensors may be dropped with different missing rates during the transmission. Therefore, a diagonal matrix is introduced to describe the multiple packet dropout phenomenon and the parameter uncertainties are supposed to reside in a polytope. The aim is to design a robust fault detection filter such that, for all probabilistic packet dropouts, all unknown inputs and admissible uncertain parameters, the error between the residual (generated by the fault detection filter) and the fault signal is made as small as possible. Two parameter-dependent approaches are proposed to obtain less conservative results. The existence of the desired fault detection filter can be determined from the feasibility of a set of linear matrix inequalities that can be easily solved by the efficient convex optimization method. A simulation example on a networked three-tank system is provided to illustrate the effectiveness and applicability of the proposed techniques.This work was supported by national 973 project under Grants 2009CB320602 and 2010CB731800, and the NSFC under Grants 60721003 and 60736026

A Distributed Networked Approach for Fault Detection of Large-scale Systems

Networked systems present some key new challenges in the development of fault diagnosis architectures. This paper proposes a novel distributed networked fault detection methodology for large-scale interconnected systems. The proposed formulation incorporates a synchronization methodology with a filtering approach in order to reduce the effect of measurement noise and time delays on the fault detection performance. The proposed approach allows the monitoring of multi-rate systems, where asynchronous and delayed measurements are available. This is achieved through the development of a virtual sensor scheme with a model-based re-synchronization algorithm and a delay compensation strategy for distributed fault diagnostic units. The monitoring architecture exploits an adaptive approximator with learning capabilities for handling uncertainties in the interconnection dynamics. A consensus-based estimator with timevarying weights is introduced, for improving fault detectability in the case of variables shared among more than one subsystem. Furthermore, time-varying threshold functions are designed to prevent false-positive alarms. Analytical fault detectability sufficient conditions are derived and extensive simulation results are presented to illustrate the effectiveness of the distributed fault detection technique

Data analytics for stochastic control and prognostics in cyber-physical systems

In this dissertation, several novel cyber fault diagnosis and prognosis and defense methodologies for cyber-physical systems have been proposed. First, a novel routing scheme for wireless mesh network is proposed. An effective capacity estimation for P2P and E2E path is designed to guarantee the vital transmission safety. This scheme can ensure a high quality of service (QoS) under imperfect network condition, even cyber attacks. Then, the imperfection, uncertainties, and dynamics in the cyberspace are considered both in system model and controller design. A PDF identifier is proposed to capture the time-varying delays and its distribution. With the modification of traditional stochastic optimal control using PDF of delays, the assumption of full knowledge of network imperfection in priori is relaxed. This proposed controller is considered a novel resilience control strategy for cyber fault diagnosis and prognosis. After that, we turn to the development of a general framework for cyber fault diagnosis and prognosis schemes for CPSs wherein the cyberspace performance affect the physical system and vice versa. A novel cyber fault diagnosis scheme is proposed. It is capable of detecting cyber fault by monitoring the probability of delays. Also, the isolation of cyber and physical system fault is achieved with cooperating with the traditional observer based physical system fault detection. Next, a novel cyber fault prognosis scheme, which can detect and estimate cyber fault and its negative effects on system performance ahead of time, is proposed. Moreover, soft and hard cyber faults are isolated depending on whether potential threats on system stability is predicted. Finally, one-class SVM is employed to classify healthy and erroneous delays. Then, another cyber fault prognosis based on OCSVM is proposed --Abstract, page iv

Observer-based fault detection of technical systems over networks

The introduction of networks into technical systems for facilitating remote data transmission, low complexity in wiring and easy diagnosis and maintenance, raises new challenges in fault detection (FD), such as how to handle network-induced time-varying transmission delays, packet dropouts, quantization errors and bit errors. These factors lead to increasing interest in developing new structures and design schemes for FD of technical systems over networks. In this thesis all network-induced effects are analyzed and modeled systematically at first. By observing the stochastic inheritance of networks, an FD framework of Markov jumping linear systems is presented as a basis for the later developments. Then two observer-based schemes for the purpose of FD over networks with guaranteed false alarm rate (FAR) are proposed: a remote FD system and an FD system of networked control systems (NCSs). The remote FD scheme is for detecting faults in technical systems at a remote site, where system measurements are transmitted via networks. In this scheme, the coding mechanism of communication channels is investigated from the view point of control engineering and new methods are developed for optimal residual generation and evaluation by considering network-induced data loss and corruption. A novel design scheme of FD system is also developed for NCSs, where the technical system is networked, i.e. controllers, actuators and sensors are connected with communication channels. In this scheme, network-induced transmission delays, packet dropouts, quantization errors are taken into account for the design of the optimal FD system. The linear matrix inequalities (LMIs) and convex optimization techniques are applied for assisting the design procedures. The developed schemes are tested with numerical examples and implemented in a three-tank system benchmark, and their superiority to existing solutions is demonstrated. Existing restrictions are overcome and new observer-based FD schemes over networks are introduced having the following characteristics: (1) the residual generators in both schemes are optimal in the sense of achieving the best trade-off between sensitivity to system faults and robustness against system disturbances and network-induced effects; (2) the proposed schemes can provide reliability information of rising fault alarms by analyzing the mean and variance of residual signals. Such information is very useful for practical applications in industries; (3) the design of residual generators and computation of thresholds can be efficiently solved by means of existing LMI-solvers