On Fault Detection In Coupled Liquid Three Tank

System Using Subspace Aided Data Driven Design

A. Hussain, A.Q. Khan, M. Abid, M. Tufail
Department of Electrical Engineering
Pakistan Institute of Engineering and Applied Sciences
Islamabad, Pakistan
Abrarlaghari@hotmail.com, aqkhan@pieas.edu.pk, mabid@pieas.edu.pk, fac077@pieas.edu.pk
AbstractThe paper deals with parity based data driven
design of the fault detection (FD) systems. The main idea is to
extract the process model from test data using subspace system
identication (SIM) methods. The identied system model is
thenused to develop parity relation for detecting actuator and
sensor faults. The application of the technique is shown by
simulation study of coupled liquid three tank system.
Index Termsfault detection, system identication, subspace
system identication, parity based residual generation
I. INTRODUCTION
During the recent years, model based fault detection meth-
ods for linear time invariant (LTI) systems have been the main
eld of interest among the researchers of fault diagnosis and
tolerant control society [1], [2], [3], [4], [5]. Based on these
efforts a large number of standard methods have been proposed
for the design of Fault Detection (FD) systems [6], [7], [8],
[9]. In all these methods, either observer based or parity based
residual signal is generated for fault detection which requires
that a precise mathematical model of the process needs to
be known before the design of such FD systems. In large
industries and complex processes modeling by rst principle
method is a challenging task. For large plants it requires a
considerable engineering and time resources to be utilized
to develop a well established mathematical model and in
case of complex engineering process modeling based on rst
principle method becomes totally unrealistic. So trends have
been shifted to system identication tools for identifying the
process model directly from the test data. During the recent
years subspace system identications methods (SIM) have
been developed and have gained remarkable popularity [10],
[11], [12]. SIM provides process state space model directly
from the test data. Also in contrast to classical identication
techniques, there is no need for guessing the model order
before applying the procedure as SIM provides an accurate
model order as an intermediate step of identication method.
In this paper we have applied a well established data driven
based FD technique on coupled liquid three tank system for
detection of actuator and sensor faults. In this technique the
FD system is designed by combining SIM and parity space
based residual generation. As parity space is model based
residual generation method, so in the rst step SIM is used
to get an accurate state space representation of coupled liquid
three tank system. This identied model is used in combination
Fig. 1. FD Block Diagram
with parity space method to extract a residual signal for fault
detection. So overall design of such a FD system consists of 1)
Identifying process model using SIM 2) Residual generation
based on parity space 3) Fault detection as sketched in Fig.1.
The rest of the paper is organized as follows. In Section II,
preliminaries of SIM are introduced. Section III, describes
parity space method for residual generation. Section IV , in-
cludes simulation study of proposed method on coupled liquid
three tank system. Finally Section V , includes conclusion and
future suggestions.
II. SUBSPACE SYSTEM IDENTIFICATION
The theory of SIM has been described in detail by Peter
Van Overschee and Bart De Moor [11], [10]. Linear SIM
methods are applied to systems of the form given by
x
k+1
= Ax
k
+Bu
k
+W
k
y
k
= Cx
k
+Du
k
+V
k
(1)
with
E
__
V
p
W
p
_
_
W
q
T
V
q
T
_
_
=
_
Q S
S
T
R
_

pq
0
Where A R
nn
,B R
nm
,C R
ln
and D R
lm
are
the system, input , output and direct feed forward matrices
of the system given by (1). The vector x
k
is the state vector
of the process at the time instant k. The vector u
k
R
m1
is the measurements of of m inputs at the time instant k.
The vector y
k
R
l1
is the measurements of l outputs of
the system at the time instant k. The vectors W
k
and V
k
are assumed to be zero mean, white noise sequences which
are uncorrelated from the input vector u
k
. The matrices
Q R
nm
,S R
nl
and R R
ll
are the covariance
matrices of noise sequences W
k
and V
k
. W
k
R
n1
and
V
k
R
l1
are the process and measurement noise vectors
respectively. Given a large number of measurements of input
u
k
and outputs y
k
the SIM method determines the system
matrices A, B, C, D and the system order n.
A. Preliminaries
The following input and output equation [13] plays an
important role in the development of SIM
Y
f
=
i
X
i
+H
i
d
u
f
+H
i
s
M
f
+N
f
(2)
where
i
is extended observability matrix

i
=
_

_
C
CA
CA
2
.
.
.
CA
i1
_

_
H
i
d
is the lower block triangular, Toeplitz deterministic matrix
H
i
d
def
=
_

_
D 0 0 0
CB D 0 0
CAB CB D 0

CA
i2
B CA
i3
B CA
i4
B D
_

_
H
i
s
is the lower block triangular, stochastic Toeplitz matrix
H
i
s
def
=
_

_
0 0 0 0
C 0 0 0
CA C 0 0

CA
i2
CA
i3
CA
i4
0
_

_
The block hankel matrices for input and output are dened as
U
0|i1
def
=
_

_
u
0
u
1
u
j1
u
1
u
2
u
j

u
i1
u
i2
u
i+j2
_

_
Y
0|i1
def
=
_

_
y
0
y
1
y
j1
y
1
y
2
y
j

y
i1
y
i2
y
i+j2
_

_
Where for stochastic reasons we assume that j . For
short hand notation
U
p
def
= U
0|i1
; U
f
def
= U
i|2i1
Y
p
def
= Y
0|i1
; Y
f
def
= Y
i|2i1
Where p and f denotes past and future input and output data
points. The matrix containing inputs U
p
and outputs Y
p
is
called input-output block hankel matrix denoted by W
p
W
p
def
=
_
Y
p
U
p
_
In a similar fashion block hankel matrices for process noise
W
k
and measurement noise V
k
are dened as M
0|i1
and
N
0|i1
.Similarly
M
p
def
= M
0|i1
; M
f
def
= M
i|2i1
N
p
def
= N
0|i1
; N
f
def
= N
i|2i1
State sequence is dened as
X
i
=
_
x
i
x
i+1
x
i+j1

The orthogonal projection of the row space of A on the row

space of B is denoted as A/B and dened as
A/B = AB

B
Where B

denotes Moore psuedoinverse of matrix B.

B. Steps of SIM
There are two main steps of SIM [10]. In rst step state
sequence X
i
and extended observability matrix
i
are de-
termined. In second step, the matrices A,B,C and D are
identied.
1) First Step: The basic idea in rst step is to extract the
term
i
X
i
of the equation (1). For this purpose project the
orthogonal projection U

f
of the row space of U
f
on the row
space of Y
f
. so from (1)
Y
f
/U

f
=
i
X
i
/U

f
+H
i
s
M
f
/U

f
+N
f
/U

f
Since noise is uncorrelated with the input so
Y
f
/U

f
=
i
X
i
/U

f
+H
i
s
M
f
+N
f
Weighting the above projection matrix to the left and right by
some weighting matrices W1 and W2.
W
1
.(Y
f
/U

f
).W
2
= W
1
.(
i
X
i
/U

f
).W
2
+W
1
(H
i
s
M
f
+N
f
).W
2
The weighting matrices W1, W2 and input U
f
should satisfy
the following conditions
1) rank W
1

i
=rank
i
2) rank X
i
/U

f
.W
2
=rank X
i
3) W
1
(H
i
s
M
f
+N
f
).W
2
= 0
satisfying these conditions we have
O
i
=
_
U
1
U
2

_
S
1
0
0 0
_ _
V
T
1
V
T
2
_
So
rankO
i
= n
W
1
.
i
= U
1
.S
1/2
1
X
i
/U

f
.W
2
= S
1/2
1
.V
T
2
So the singular value decomposition of the matrix
W
1
.Y
f
/U

f
.W
2
give us the order n of the system.Also
from the left singular vector extended observability matrix
i
is found. The right singular vector contains the information
about state sequence X
i
. By appropriate choice of weighting
matrix W
2
we have

X
i
= X
i
/U
f
.W
2
(3)
is the estimate of state sequence X
i
. Different choices of
weighting matrices are available in literature [10]. By choosing
appropriate weighting matrices all the LTI subspace algorithms
MOESP [14], N4SID [15], CVA [16] etc can be formulated
in above mentioned framework.
2) Second Step: The system matrices can be calculated in
two ways [10]. We present only one which utilizes the esti-
mated states

X
i
found in step one to determine the unknown
system matrices. Besides

X
i
the sequence

X
i+1
is also needed.
This sequence is obtained by projection and new weights

W
1
and

W
2
O
i+1
=

W
1
.(Y
i+1|2i1
/U

i+1|2i1
).

W
2
Now the system matrices can be found [10].using
_

X
i
Y
i|i
_
=
_
A B
C D
_ _

X
i
U
i|i
_
+
_

w

v
_
Where
w
and
v
are the residual matrices. The noise covari-
ance matrices Q,S and R can be obtained from residuals
w
and
v
using
_
Q S
S
T
R
_
=
1
j
__

w

v
_
_

T
w

T
v
_
_
III. PARITY SPACE BASED RESIDUAL GENERATION
Parity based schemes are well established methods in the
frame work of model based residual generation [3] [17]. A
linear discrete time system is described by following State
space model
x(k + 1) = Ax(k) +Bu(k) +E
dd
d(k) +E
ff
f(k)
y(k) = Cx(k) +Du(k) +F
dd
d(k) +F
ff
f(k)
(4)
The pair (CA) is assumed to be observable and rankC = m
For residual construction let us assume that f(k) = 0 and
d(k) = 0.From (4) y(k s) where s 0 can be expressed
in term of x(k s),u(k s) and y(k s + 1) in term of
x(k s),u(k s + 1),u(k s)
y(k s) = Cx(k s) +Du(k s)
y(k s + 1) = Cx(k s + 1) +Du(k s + 1)
y(k s + 1) = CAx(k s) +CBu(k s) +Du(k s + 1)
(5)
we can write y(k) as
y(k) = CA
s
x(k s) +CA
s1
Bu(k s) +. . .
+CBu(k + 1) +Du(k)
(6)
let
y
s
(k) =
_

_
y(k s)
y(k s + 1)
.
.
.
y(k)
_

_
, u
s
(k) =
_

_
u(k s)
u(k s + 1)
.
.
.
u(k)
_

_
and
H
os
=
_

_
C
CA
.
.
.
CA
s
_

_
, H
u,s
=
_

_
D 0 0
CB D 0
.
.
.
.
.
. 0
CA
s1
B CB D
_

_
from equation (5) and (6)
y
s
(k) = H
o,s
x(k s) +H
u,s
u
s
(k) (7)
This is called parity relation and describe on input, output
dependence on past states x(k s).
The parity based residual generation is constructed by [3].
r(k) =
s
(y
s
(k) H
u,s
u
s
(k)) (8)
where
s
is a row vector such that

s
H
o,s
= 0 (9)
The dynamics of equation(8) in the case of f(k) = 0 are
r(k) =
s
(y
s
(k) H
u,s
u
s
(k)) =
s
H
o,s
x(k s) = 0
The vectors satisfying (9) are called parity vectors. Set of these
vectors
P
s
= {
s
|
s
H
o,s
= 0}
is called parity space of oder s.
Let us now remove the assumption that f(k) = 0 and d(K) =
0. Repeating the above procedure, we have
y
s
(k) = H
o,s
x(k s) +H
u,s
u
s
(k) +H
f,s
f
s
(k) +H
d,s
d
s
(k)
Where
f
s
(k) =
_

_
f(k s)
f(k s + 1)
.
.
.
f(k)
_

_
, d
s
(k) =
_

_
d(k s)
d(k s + 1)
.
.
.
d(k)
_

_
H
f,s
=
_

_
F
ff
0 0
CE
ff
F
ff
0
.
.
.
.
.
. 0
CA
s1
E
ff
CE
ff
F
ff
_

_
H
d,s
=
_

_
F
dd
0 0
CE
dd
F
dd
0
.
.
.
.
.
. 0
CA
s1
E
dd
CE
dd
F
dd
_

_
Constructing a residual generator according to (8)results in
r(k) =
s
(H
f,s
f
s
(k) +H
d,s
d
s
(k)),
s
P
s
(10)
So the parity based residual generator is designed by selecting
a parity vector, which determines the performance of residual
generator.
T 3
T 1
T 2
Pump
Sensor 3
Sensor 1
Sensor 2
Fig. 2. Coupled liquid Three Tank System
IV. APPLICATION TO COUPLED LIQUID THREE TANK
SYSTEM(CLTS)
In this section we apply the developed FD system on
Coupled Liquid Three tank System (CLTS) present in ECS
lab DEE PIEAS. Process model is identied using SIM, Parity
space based residual is generated using the identied model
for detection of actuator and sensor faults.
A. Coupled Liquid Tank System
The Fig.2 describes the schematic diagram of CLTS present
in PIEAS DEE ECS lab. In brief the system can be described
as [18], [19]:
1) Process: This nonlinear system consists of three tanks.
One of the tank is placed horizontal to make the system
nonlinear.Water ows from top tank to the lower tanks due
to gravity. A computer controlled pump is used to pump back
water from lowermost tank to the top tank. The water capacity
of each tank is about 5 liter, with water level varying from
0-20 cm. The shape of each water tanks is cylindrical. Top
and lower tanks are vertically placed, so their cross sectional
area remains the same as with the rising water level in these
tanks. Where as middle tank is horizontally placed, so its
cross sectional area increases with the water.
2) Actuator: A 12V DC pump controlled by a computer is
used to pump back water from the lowermost tank to top. At
full speed, a ow rate of 4 lit/min is produced.
3) Sensors: Sensors are available for ow rate and water
level measurement. Flow rate is measured using ow trans-
ducer which is capable of measuring ow rate in the range of
0.25-6.5 lit/min. The servo potentiometers and oats are used
to measure water level in each tank. Each level transducer
consists of servo potentiometer and two plastic oats. Each
level measuring potentiometer is supplied by +5 volts so output
varies between 0-5 volts with water level.
4) Mathematical Model: The linearized model of the sys-
tem is given by:
dh
1
dt
= .00214h
2
.0035u
dh
2
dt
= .0009h
3
.0025h
2
dh
3
dt
= .0035u .0011h
3
(11)
Where h
1
,h
2
and h
3
are the water levels in the tank 1, tank
2 and tank 3 respectively and u is the control input(voltage)
applied to the pump. The discretized model of the plant is
given as:
x(k + 1) = Ax(k) +Bu(k)
y(k) = Cx(k) +Du(k)
(12)
With
A =
_
_
1 .0000214 0
0 .999975 .000009
0 0 .99998
_
_
, B =
_
_
.000035
0
.000035
_
_
C =
_
_
1 0 0
0 1 0
0 0 1
_
_
, D =
_
_
0
0
0
_
_
B. Faults In CLTS
Possible type of faults in CLTS are:
1) Actuator Fault: In this system the only actuator in this
system is the pump. There is a fault in the pump if it is
not providing the desired ow rate. The ow rate in case of
actuator fault may be represented as
FR = FR
controlled
FR
fault
2) Sensor Fault: Rotary potentiometer may be displaced,
Float may be broken, string may not be properly mounted on
the pulley and there may be bias in measured ow rate.
C. Simulation And Results
The test data of the plant is formed using input output data
of the plant under fault free conditions. Using this data the
system model is identied by applying SIM. The identied
system matrices are:
a =
_
_
1 0 0
.0001 1 0
0 .0001 1
_
_
, b =
_
_
.0018
.0004
0
_
_
c =
_
_
.0201 .0032 .0003
.0006 .0026 .0006
.0187 .0035 .0003
_
_
, d =
_
_
0
0
0
_
_
The Fig.3 shows the singular value plot of the original and
identied system. This indicates the close match between the
original and identied system at all frequencies. Using the
identied system model parity space residual was generated
for fault free case, actuator fault case and sensor fault case as
described below:
Fig. 3. Singular value plot of original and identied systems
Fig. 4. residual for fault free case
1) Fault Free case: Using the identied system model
residuals are obtained using parity space residual generator.
The Fig.4 indicates residuals in the case of no fault.
2) Actuator fault case: An actuator fault of magnitude
1 is introduced in the system at the sample time 201 and
residuals are plotted as shown in the Fig.5. Residual plot
clearly indicates the occurance of the fault at the sample time
201.
3) Sensor Fault: Sensor fault was introduced in the water
level sensor of tank 3 at the sample time 101 and residual are
plotted in as shown in Fig.6 which clearly indicates occurance
of fault at the same time instant.
V. CONCLUSION AND FUTURE SUGGESTIONS
In this paper we have presented a data driven approach
for the design of Fault Detection (FD) system. The major
idea is to identify process model using Subspace system
identication (SIM) and to generate parity based residual using
the identied process model. The applications of the developed
FD system have been shown by detecting actuator and sensor
faults of coupled liquid three tank system (CLTS). Future
scope includes designing a proper threshold for decreasing the
false alarm rate and isolation of different types of faults for
designing an advanced fault tolerant control.
Fig. 5. residual for actuator fault
Fig. 6. Residual for Sensor fault
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