Robust multivariate detection and estimation with fault frequency content information

Jingwei Dong, Kaikai Pan*, Sérgio Pequito, Peyman Mohajerin Esfahani

*Corresponding author for this work

Research output: Contribution to journalArticleScientificpeer-review

Abstract

This paper studies the problem of fault detection and estimation (FDE) for linear time-invariant (LTI) systems with a particular focus on frequency content information of faults, possibly as multiple disjoint continuum ranges, and under both disturbances and stochastic noise. To ensure the worst-case fault sensitivity in the considered frequency ranges and mitigate the effects of disturbances and noise, an optimization framework incorporating a mixed H_/H2 performance index is developed to compute the optimal detection filter. Moreover, a thresholding rule is proposed to guarantee both the false alarm rate (FAR) and the fault detection rate (FDR). Next, shifting attention to fault estimation in specific frequency ranges, an exact reformulation of the optimal estimation filter design using the restricted H performance index is derived, which is inherently non-convex. However, focusing on finite frequency samples and fixed poles, a lower bound is established via a highly tractable quadratic programming (QP) problem. This lower bound together with an alternating optimization (AO) approach to the original estimation problem leads to a suboptimality gap for the overall estimation filter design. The effectiveness of the proposed approaches is validated through applications of a non-minimum phase hydraulic turbine system and a multi-area power system.

Original languageEnglish
Article number112049
Number of pages16
JournalAutomatica
Volume173
DOIs
Publication statusPublished - 2025

Bibliographical note

Green Open Access added to TU Delft Institutional Repository 'You share, we take care!' - Taverne project https://www.openaccess.nl/en/you-share-we-take-care
Otherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.

Keywords

  • Fault detection
  • Frequency content
  • Optimization
  • Probabilistic safety assessment
  • Robust estimation

Fingerprint

Dive into the research topics of 'Robust multivariate detection and estimation with fault frequency content information'. Together they form a unique fingerprint.

Cite this