A comparative analysis of fault detection schemes for stochastic continuous-time dynamical systems

This paper addresses a comparative analysis of the existing schemes for fault detection in continuous-time stochastic dynamical systems. Such schemes prove to be efficient when dealing with specific types of fault functions; on the other hand, they show very different performance sensitivity when dealing with new fault profiles and system noise. The study suggests the use of a combined scheme, supervised by a high level decision rule set

A New Approach To Estimate The Collision Probability For Automotive Applications

We revisit the computation of probability of collision in the context of automotive collision avoidance (the estimation of a potential collision is also referred to as conflict detection in other contexts). After reviewing existing approaches to the definition and computation of a collision probability we argue that the question "What is the probability of collision within the next three seconds?" can be answered on the basis of a collision probability rate. Using results on level crossings for vector stochastic processes we derive a general expression for the upper bound of the distribution of the collision probability rate. This expression is valid for arbitrary prediction models including process noise. We demonstrate in several examples that distributions obtained by large-scale Monte-Carlo simulations obey this bound and in many cases approximately saturate the bound. We derive an approximation for the distribution of the collision probability rate that can be computed on an embedded platform. In order to efficiently sample this probability rate distribution for determination of its characteristic shape an adaptive method to obtain the sampling points is proposed. An upper bound of the probability of collision is then obtained by one-dimensional numerical integration over the time period of interest. A straightforward application of this method applies to the collision of an extended object with a second point-like object. Using an abstraction of the second object by salient points of its boundary we propose an application of this method to two extended objects with arbitrary orientation. Finally, the distribution of the collision probability rate is identified as the distribution of the time-to-collision.Comment: Revised and restructured version, discussion of extended vehicles expanded, section on TTC expanded, references added, other minor changes, 17 pages, 18 figure

Levy stable noise induced transitions: stochastic resonance, resonant activation and dynamic hysteresis

A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian character of the noise term describing interaction of the analyzed system with its complex surroundings. An additional assumption about the existence of timescale separation between the dynamics of the measured observable and the typical timescale of the noise allows external fluctuations to be modeled as temporally uncorrelated and therefore white. However, in many natural phenomena the assumptions concerning the abovementioned properties of "Gaussianity" and "whiteness" of the noise can be violated. In this context, in contrast to the spatiotemporal coupling characterizing general forms of non-Markovian or semi-Markovian L\'evy walks, so called L\'evy flights correspond to the class of Markov processes which still can be interpreted as white, but distributed according to a more general, infinitely divisible, stable and non-Gaussian law. L\'evy noise-driven non-equilibrium systems are known to manifest interesting physical properties and have been addressed in various scenarios of physical transport exhibiting a superdiffusive behavior. Here we present a brief overview of our recent investigations aimed to understand features of stochastic dynamics under the influence of L\'evy white noise perturbations. We find that the archetypal phenomena of noise-induced ordering are robust and can be detected also in systems driven by non-Gaussian, heavy-tailed fluctuations with infinite variance.Comment: 7 pages, 8 figure