Feature Extraction for Change-Point Detection using Stationary Subspace Analysis

Detecting changes in high-dimensional time series is difficult because it involves the comparison of probability densities that need to be estimated from finite samples. In this paper, we present the first feature extraction method tailored to change point detection, which is based on an extended version of Stationary Subspace Analysis. We reduce the dimensionality of the data to the most non-stationary directions, which are most informative for detecting state changes in the time series. In extensive simulations on synthetic data we show that the accuracy of three change point detection algorithms is significantly increased by a prior feature extraction step. These findings are confirmed in an application to industrial fault monitoring.Comment: 24 pages, 20 figures, journal preprin

Subspace-Based Damage Detection under Changes in the Ambient Excitation Statistics

International audienceIn the last ten years, monitoring the integrity of the civil infrastructure has been an active research topic, including in connected areas as automatic control. It is common practice to perform damage detection by detecting changes in the modal parameters between a reference state and the current (possibly damaged) state from measured vibration data. Subspace methods enjoy some popularity in structural engineering, where large model orders have to be considered. In the context of detecting changes in the structural properties and the modal parameters linked to them, a subspace-based fault detection residual has been recently proposed and applied successfully, where the estimation of the modal parameters in the possibly damaged state is avoided. However, most works assume that the unmeasured ambient excitation properties during measurements of the structure in the reference and possibly damaged condition stay constant, which is hardly satisfied by any application. This paper addresses the problem of robustness of such fault detection methods. It is explained why current algorithms from literature fail when the excitation covariance changes and how they can be modified. Then, an efficient and fast subspace-based damage detection test is derived that is robust to changes in the excitation covariance but also to numerical instabilities that can arise easily in the computations. Three numerical applications show the efficiency of the new approach to better detect and separate different levels of damage even using a relatively low sample length

Asymptotic analysis of subspace-based data-driven residual for fault detection with uncertain reference

SAFEPROCESS 2018, 10th IFAC Symposium on Fault Detection, Diagnosis and Safety of Technical Processes, Varsovie, POLOGNE, 29-/08/2018 - 31/08/2018International audienceThe 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

Stochastic subspace-based damage detection of a temperature affected beam structure

International audienceStructural health monitoring (SHM) of civil structures often is limited due to changing environmental conditions, as those changes affect the structural dynamical properties in a similar way like damages can do. In this article, an approach for damage detection under changing temperatures is presented and applied to a beam structure. The used stochastic subspace-based algorithm relies on a reference null space estimate, which is confronted to data from the testing state in a residual function. For damage detection the residual is evaluated by means of statistical hypothesis tests. Changes of the system due to temperature effects are handled with a model interpolation approach from linear parameter varying system theory. From vibration data measured in the undamaged state at some few reference temperatures, a model of the dynamic system valid for the current testing temperature is interpolated. The reference null space and the covariance matrix for the hypothesis test is computed from this interpolated model. This approach has been developed recently and was validated in an academic test case on simulations of a mass-spring-damper. In this paper, the approach is validated experimentally on a beam structure under varying temperature conditions in a climate chamber. Compared to other approaches, the interpolation approach leads to significantly less false positive alarms in the reference state when the structure is exposed to different temperatures, while faults can still be detected reliably

Comparative review of methods for stability monitoring in electrical power systems and vibrating structures

This study provides a review of methods used for stability monitoring in two different fields, electrical power systems and vibration analysis, with the aim of increasing awareness of and highlighting opportunities for cross-fertilisation. The nature of the problems that require stability monitoring in both fields are discussed here as well as the approaches that have been taken. The review of power systems methods is presented in two parts: methods for ambient or normal operation and methods for transient or post-fault operation. Similarly, the review of methods for vibration analysis is presented in two parts: methods for stationary or linear time-invariant data and methods for non-stationary or non-linear time-variant data. Some observations and comments are made regarding methods that have already been applied in both fields including recommendations for the use of different sets of algorithms that have not been utilised to date. Additionally, methods that have been applied to vibration analysis and have potential for power systems stability monitoring are discussed and recommended. � 2010 The Institution of Engineering and Technology