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Fault Isolation Based on General Observer Scheme in Stochastic Non-linear State Space Models Using Particle Filters

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F. Alrowaie, K.E. Kwok, R.B. Gopaluni*

Abstract— We utilize the particle filter algorithm to develop The main objective of any FDI method is to monitor the

a fault isolation approach based on general observer scheme system operation and to raise an alarm when any change

(GOS) in nonlinear and non-Gaussian systems. The proposed occurs in the process and to determine the location and

fault isolation scheme is based on a set of parallel particle

filters each sensitive to all faults except one. The performance of time of the change [19]. Essentially, the model-based fault

the proposed approach is compared to an alternative approach detection and isolation schemes are carried out using two

called dedicated observer scheme (DOS) with respect to the steps. The first step is the residual generation which is not

measurement and state noise variances. The proposed scheme easy to design specially when the process has unmeasured

is also illustrated through an implementation on a benchmark state variables [14]. Usually the residuals are generated

polyethylene reactor system.

assuming that the model being used is linear and the noise

I. INTRODUCTION is Gaussian [7]. Furthermore, suboptimal filters such as

extended Kalman filters (EKF), and unscented Kalman filters

FDI is a significant and challenging problem in the

(UKF) are used when the system being model is assumed

modern chemical engineering discipline. As the demand of

to be nonlinear. These filters are not often satisfactory and

high quality chemical products increases, more and larger

usually lead to high missed alarm and false alarm rates. In

chemical processes in order to meet that global energy

this work, an algorithm called a particle filter is proposed

demand. As consequence the control systems associated

in the design of the model-based fault isolation. It is based

with those processes become more and more complicated.

on the sequential monte carlo method (SMC)and does not

While automation can enhance safety, improve reliability,

need any linerization of the process or the Gaussianity of

and increase profitability [15]. At the same time, it increases

noise [15].

vulnerability of the processes to control system failures

which have direct impact to the safety of human beings,

recently, more attention has been paid to FDI problems

economy, and environment pollution.

in nonlinear systems due to the increasing demand for

higher safety and reliability of chemical plants. As well as

If the abnormal process behaviours are well diagnosed

the growth in computational capabilities which has made

and well dealt with, the US petrochemical industry alone

statistical intensive methods such as sequential Monte Carlo

could save annually up to $10 billion [12]. [16] reported that

techniques more practical. For more details of the use of

the same industry looses over $20 billion per year due to

the SMC on FDI problem, one can read ([14], [15], [9],

inappropriate reaction to abnormal process behavior. So, in

[17], [11]). In this paper, we utilize the power of particle

order to meet safety standards and reduce the environmental

filter to compare the robustness of the FDI approach based

impacts, it is important that the faults are diagnosed as soon

on general observer scheme against the dedicated observer

as possible before they lead to disasters [10].

scheme in non-linear/non-Gaussian stochastic systems.

A few incidents that have direct impacts to economy,

This paper is structured as follows. In Section II, the

environment, and human lives are listed below [10].

model-based fault isolation problem is formulated. In Section

• Bhopal disaster, India, 1984 III, the particle filter filter algorithm used to generate the

• Piper Alpha disaster, Scotland, 1988 residuals is discussed. A brief description of general observer

• British Petroleum (BP) disaster, Gulf of Mexico, 2010 scheme used for fault isolation, is given in section IV. In

However, these incidents can not be completely prevented Section IV-A, the performance of the the proposed algorithm

but at least the consequences of faults could be avoided is tested on a poly ethene reactor systems. Lastly, some

using a suitable fault diagnosis system. The FDI system conclusions and future work is presented in Section V.

should have the ability to detect any variation from the

nominal behavior of the process and give enough time II. P ROBLEM S TATEMENT

to take corrective action before the diaster can take place This work is an extension to our previous work [2] where

[19]. As consequence, the FDI community is putting more we assumed that there are N possible known faults that may

attention in developing a reliable fault diagnosis system. occur in the process and there are N + 1 models {Mi }Ni=1 ,

where M0 corresponds to the nominal process model and Mi ,

537

for i = 1, 2, ..., N, represents the ith faulty model. The FDI generalized log-likelihood ration (GLR), or log-likelihood

approach considered in [2] uses a bank of particle filters ratio (LLR).

running in parallel where each model {Mi }Ni=1 is designed

to be sensitive to a known single fault and excited by

all output measurements yi which is known as dedicated III. PARTICLE F ILTER

observer scheme (DOS) [18]. In this work we consider a

The main idea behind the particle approximations is to

different approach know as general observer scheme (GOS)

generate a number of samples of random variables from

where every model is excited by all outputs except one which

an importance density function with the same or larger

is the sensor to be monitored. The standard design procedure

density function. The density function is then approximated

of any FDI approach consists of the following two steps:

using a sum of Dirac delta functions weighted appropriately.

• Fault detection (FD): which takes a decision on the For instance, a target density function p(x) with a random

occupance of any deviation in the nominal model, M0 , variable x can be approximated by sampling x(i) from an

to a corresponding known faulty models {Mi }Ni=1 and important density function q(x) and then approximating the

determine the time of occupance. target density as

• Fault isolation (FI): which determines which {Mi }N i=1 of

the possible known faulty models has happened. N

p(x) = ∑ w(i) δ (x − x(i) ) (6)

The process dynamics and the known possible faults being i=1

monitored on the system can be designed using the following

general discrete stochastic nonlinear state space model: where N is the number of particles generated and w(i)

are appropriate weights. This idea can be easily extended to

find the density function of the hidden states given a series

xki = f i (xk−1

i

, uik−1 , νki , θ i ) (1) of measurements up to the current time instant. outputs,

yk = gi (xki , uik , ωki , θ i ) for i = 0 to N (2) p(xt |y1:t , θ ) is called a filter. Applying Bayes’ rule in a

straightforward manner, one can derive recursive expressions

f i and gi represent the state and measurement dynamic

for the density function of the filter. The following predictor

functions, respectively. k denotes a time instant. xk is the

density function can be derived using Bayes’ rule,

hidden state vector while yk is the measurements vetoer. The Z

hidden state vector is assumed to have a known initial proba-

p(xt |y1:t−1 , θ ) = p(xt , xt−1 |y1:t−1 , θ )dxt−1

bility density function p(x0i ). The state and measurement nice

sequences are defied respectively as νki and ωki with known

Z

= p(xt |xt−1 , θ )p(xt−1 |y1:t−1 , θ )dxt−1 (7)

probability density functions with zero mean. The vector

θ i represents a vector of constant values as well as other Now using the predictor and (7), one can write the following

process measurement which are assumed to be constant. expression for the filter,

The measurement and the state noises are assumed to enter

the process in a linear manner while in the classical FDI p(yt |xt , θ )p(xt |y1:t−1 , θ )

p(xt |y1:t , θ ) = R (8)

approaches are assumed to enter in linear fashion. Therefor p(yt |xt , θ )p(xt |y1:t−1 , θ )dxt

the measurement equation (Eq.2)can be written as,

The filter density can be evaluated recursively by substituting

yk = gi (xki , uik , θ i ) + ωki . (3) (7) in (8). The above integrals needed to estimate the filter

density are often intractable, and need to be approximated.

The fault can be simply detected and isolated by gener- Although numerous approximations are available, in this

ating the residuals which are the differences between the paper a particle filter approach is used. The basic idea behind

process output and the predicted output. The one step-ahead particle filters is to approximate a density function using

predictions from (Eq.3) can be written as, dirac-delta functions. The filter density at t − 1, could be

ŷik = gi (xk|k−1

i

, uik , θ i ) (4) approximated as

i N

where xk|k−1 is the one step-ahead prediction of the state, (i)

p(xt−1 |y1:t−1 , θ ) = ∑ wt−1|t−1 δ (xt−1 − xt−1 )

(i)

(9)

i

ŷk is the one-step ahead prediction of the output. Then the i=1

prediction error or the residual can be simply written as (i)

where wt−1|t−1 are weights proportional to the filter density

r̂ki = yk − ŷik . (5) (i)

at xt−1 and δ (.) is a dirac-delta function. Substituting (9)

In the case that there is no fault the residual will be equal to in (7), an approximation of the predictor can be obtained as

zero or more precisely the measurement noise encountered follows,

in the process ωk0 . The residuals are usually evaluated using N

on of the statistical techniques i.e. cumulative sum test ( j) ( j)

p(xt |y1:t−1 , θ ) = ∑ p(xt |xt−1 , θ )wt−1|t−1 (10)

statistic (CUSUM), sequential probability ratio test (SPRT), j=1

538

Similarly, substituting (10) in (8), one can approximate the A. Dedicated residual scheme

filter density function ([13]) In dedicated residual scheme which was introduced

N

by [5], one measurement is fed into each residual

(i) (i) generator which are designed to be only sensitive to

p(xt |y1:t , θ ) = ∑ wt|t δ (xt − xt ) (11)

i=1 single faults [4] as shown in Fig.1 or to be sensitive

(i)

to all faults except one [18]. It is also well known in

where xt are chosen from an importance sampling function literature as dedicated observer scheme (DOS). There

p(xt |y1:t−1 , θ ), and therefore weights are given by are two restrictions arise in this type of multiple ob-

(i) server/filter state estimation based FDI scheme. First,

(i) p(yt |xt , θ ) since each observer/filter in the scheme is driven by

wt|t = N

(12)

( j) only one output measurement, the states of the process

∑ p(yt |xt , θ ) should be completely observable through each sensor

j=1

or actuator, which is not always the case in practical

Particle Filter Algorithm applications. Second, multiple and simultaneous faults

1. Initialization: Generate N samples of the initial state are difficult to identify specially in large processes [8].

(i) If all possible faults are to be isolated, a dedicated

x1 from an initial distribution, p(x1 ). Set w1|1 = N1 for

i ∈ {1, · · · , N}. Set t = 2. residual set can be designed according to the following

2. Prediction: Sample N values of xt from the distribu- fault sensitive condition:

(i)

tions p(xt |xt−1 , θ ) for each i. ri (t) = G( fi (t)); i ∈ {1, 2, . . . , N} (13)

3. Update: Using (12), find the weights of filter density,

(i) where G(·) stands for a function relation and N is

wt|t .

4. Resampling: Resample N particles from the set the number of fault to be isolated within the process.

(1) (N)

{xt , · · · , xt } with the probability of picking xt

(i) The following threshold logic as in [1] will be used to

(i) (i) decide if there is any fault occur in the system:

being wt|t . Assign wt|t = N1 for all i.

5. Set t = t + 1. Repeat the above steps (2), (3), and (4) ri (t) > ξi =⇒ fi (t) 6= 0 (14)

for t ≤ T .

where ξi (i = 1, 2, . . . , N) are predetermined thresholds

IV. P ROPOSED A LGORITHM for each residual ri (i = 1, 2, . . . , N). The threshold

values selected in a way that the false alarm and missed

In this work, the fault detection algorithm used identify

alarm rates are minimized.

any changes in the model is taken from [2] by monitoring

Furthermore, In [3], the authors have extended the

the vector θ which inclose process parameters and other

work done by Clarks to actuator fault isolation using

process variables that are assumed to be constant.

exactly the same principlke.

B. General residual scheme

Once the fault is successfully detected, then the fault must An alternative approach to dedicated residual scheme

be isolated in order to locate a particular fault from others is the general residual scheme which is also known as

within a monitored system. Basically, fault is detected using general observer scheme (GOS). In this approach every

a single residual set, however, model-based fault isolation residual is designed to be sensitive to all faults except

can be accomplished using a bank of residuals based on one one [1] i.e.

of the following two frameworks:

• Structure residual

r1 (t) = G( f2 (t), . . . , fN (t))

.

• Directional residual ..

In this work we used the structure residual approach in ri (t) = G( f1 (t), . . . , fi−1 (t), fi+1 (t), . . . , fN (t)) (15)

isolating the faults. The main idea behind this approach

.

..

is to use a bank of structured residuals instead of one

rN (t) = G( f1 (t), . . . , fN−1 (t))

residual. Those residuals are designed in such a way that

each sensitive to some faults while insensitive to other faults. The isolation task can be archived using simple thresh-

Basically, two steps are required to design and implement old testing according to the following logic:

this approach. First, is to appoint the relationship between

ri (t) ≤ ξi W

the residuals based on the sensitivity and insensitivity to r (t) > ξ ∈ {1, . . . , i − 1, i + 1, N}

⇒ fi (t) 6= 0; (16)

j j

different faults that may occur in the process. Second, is to

design residual generators based on the relationship specified In this paper, we will utilize the particle filter approxi-

in the first step [1]. The structure residual approach can be mation to examine the robustness of the above two schemes

designed in two different ways: dedicated residual scheme in terms of state and measurement noise variances using a

and general residual scheme. polyethylene Reactor System.

539

d[In] FIn − [M [In]

]+[In] bt

1

=

dt Vg

d[M1 ] FM1 − [M[M]+[In]

1]

bt − RM1

1

=

dt Vg

dY1 RM1 MW1 Y1

= Fc ac − kd1 Y1 −

dt Bw

dY2 RM1 MW1 Y2

= Fc ac − kd2 Y2 − (17)

dt Bw

dT H f + Hg1 − Hg0 − Hr − H pol

=

dt MrCpr + BwCppol

Fig. 1. Model-based FDI based on dedicated observer scheme. dTw1 Fw UA

= (Twi − T w1 ) − (Tw − T g1 )

dt Mw MwCpw 1

dTg1 Fg UA

= (T − T g1 ) − (Tw − T g1 )

dt Mg MgCpg 1

where

p

bt = VpCv ([M1 ] + [In]) · RR · T − Pv

−Ea 1 1

RM1 = [M1 ] · k po · exp ( − ) · (Y1 +Y2 )

R T Tf

[M1 ] [In]

C pg = C pm1 + C pIn

[M1 ] + [In] [M1 ] + [In]

Hf = FM1 C pm1 (T f eed − T f ) + FInC pIn (T f eed − T f )(18)

Hg1 = Fg (Tg1 − T f )C pg

Hg0 = (Fg + bt )(T − T f )C pg

Hr = Hreac MW1 RM1

H pol = C ppol (T − T f )RM1 MW1

Fig. 2. Model-based FDI based on general observer scheme.

TABLE I

P ROCESS PARAMETERS AND S TEADY S TATE VALUES FOR THE

POLYETHYLENE R EACTOR

Vg 500 m3

A. Application to A Polyethylene Reactor System Vp

Pv

0.5

17 atm

Bw 7 × 104 kg

k p0 85 × 10−3 m3

mol.s

Ea (9000)(4.1868) J

mol

C pm1 (11)(4.1868) J

mol.K

Cv 7.5 atm−0.5 mol

s

C pw ,C pIn (103 )(4.1868), (6.9)(4.1868) J

1) Process Description: The example considered in this C ppol (0.85 × 103 )(4.1868)

kg.K

J

kg.K

paper is taken from [6]. Ethylene, comonomer, hydrogen, kd1 0.0001 s−1

kd2 0.0001 s−1

inerts, and catalyst are fed to the reactor at a temperature MW 1 28.05 × 10−3

kg

mol

of T f eed as shown in Fig.3. The unracted gases are cold Mw 3.314 × 104 kg

Mg 6060.5 mol

down using a cold-water heat exchanger which are then fed Mr Cpr (1.4 × 107 )(4.1868) J

K

Hreac (−894 × 103 )(4.1868) J

back to from the top of the reactor. The cooling rates are UA (1.14 × 106 )(4.1868)

kg

J

K.s

adjusted by mixing both the cold and warm water streams. FIn , FM , Fg

1

5, 190, 8500 mol

s

kg

(3.11 × 105 )(18 × 10−3 )

All the definition of all parameters and process variables Fw

5.8

s

kg

Fcs 3600 s

used in equations (17) and (18) are given in [6] and the T f , T fseed , Twi 360, 293, 283.56 K

steady state data of the reactor process is given in Table RR mol.K

J

R 8.314

I. Two manipulated inputs are considered in this study ac 0.548

mol.K

mol

kg

which are the feed temperature T f eed , and the inlet flow rate [In]s 439.68 mol

m3

[M]s 326.72 mol

of ethylene FM1 . A mathematical model that describe the Y1 ,Y 2 3.835, 3.835

m3

mol

dynamic behaviour of the reactor system are derived using Ts , Tw1 , Tg1s 356.21, 290.37, 294.36 K

540

Fig. 4. Residuals generated using particle filter approach for the biased

Fig. 3. Schematic the polyethylene reactor process.

flow rate sensor FIn for the polyethylene reactor process based on DOS

using Qν1 and Qω1 .

In this section, we assume that there are three different

possible faults { f1 , f2 , & f3 } may occur in the process as

shown in Table.II

TABLE II

FAULT SCENARIOS FOR THE POLYETHYLENE REACTOR SYSTEM

F1:FIn , 5 7 mol/s 400 − 600

F2:Fg 8500 9000 mol/s 400 − 600

F3:T f eeds 293 305 K 400 − 600

Fig. 5. Residuals generated using particle filter approach for the biased

The two fault scenarios are simulated using data corrupted flow rate sensor FIn for the polyethylene reactor process based on GOS

with different measurement and state noise variances in order using Qν1 and Qω1 .

to examine the robustness of the GOS against the DOS in

isolating these two faults. In case 1, the measurement and

state noise variances in this simulation are assumed to be to isolate the fault clearly with the above measurement and

state noise variances.

1 0 0 0 0 0 0

0 1 0 0 0 0 0

In case 2, the same fault scenario was used and the simu-

0 0 1 0 0 0 0

lation was carried out using a smaller state and measurement

Qν1 = 10−3

0 0 0 1 0 0 0 noise variances i.e.

0 0 0 0 1 0 0

0 0 0 0 0 1 0 1 0 0 0 0 0 0

0 0 0 0 0 0 1 0 1 0 0 0 0 0

0 0 1 0 0 0 0

and

Qν2 = 10−5

0 0 0 1 0 0 0

1 0 0 0 0 0 0 0 0 0 0 1 0 0

0 1 0 0 0 0 0

0 0 0 0 0 1 0

0 0 1 0 0 0 0 0 0 0 0 0 0 1

−3

Qω1 = 10 × 0 0 0 1 0 0 0 ,

0 0 0 0 1 0 0

and

0 0 0 0 0 1 0 1 0 0 0 0 0 0

0 0 0 0 0 0 1

0 1 0 0 0 0 0

0 0 1 0 0 0 0

respectively and the faulty biased flow rate sensor, FIn , is −5

Qω2 = 10 × 0 0 0 1 0 0 0 ,

reading a value of 7 mol/s instead the true value given

0 0 0 0 1 0 0

in Table I. The polyurethane reactor was simulated for

0 0 0 0 0 1 0

1000 samples, and the fault was introduced at k = 400 and

0 0 0 0 0 0 1

removed at k = 600. By comparing the residuals, the plot in

Fig.4 shows how does the DOS failed to isolate the faults respectively. Fig.6 and Fig.7 show the ability of the both

while the plot in Fig.5 shows how did the GOS was able schemes in isolating the fault correctly with smaller noise

541

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malfunctions in control systems. Aerospace and Electronic Systems,

IEEE Transactions on, AES-11(4):465–473, 1975.

[6] S. A. Dadebo, M. L. Bell, P. J. McLellan, and K. B. McAuley.

Temperature control of industrial gas phase polyethylene reactors.

Journal of Process Control, 7(2):83 – 95, 1997.

[7] P. Frank and X. Ding. Survey of robust residual generation and

evaluation methods in observer-based fault detection systems. Journal

of Process Control, 7(6):403 – 424, 1997.

[8] Pau-Lo Hsu, Ken-Li Lin, and Li-Cheng Shen. Diagnosis of multiple

sensor and actuator failures in automotive engines. Vehicular Tech-

nology, IEEE Transactions on, 44(4):779–789, 1995.

[9] V. Kadirkamanathan and P. Li. Fault detection and isolation in non-

Fig. 6. The plot shows the residuals generated using particle filter approach linear stochastic systemsa combined adaptive monte carlo filtering and

for the biased flow rate sensor FIn for the polyethylene reactor process based likelihood ratio approach. International Journal of Systems Science,

on DOS using Qν2 and Qω2 . 77(12):1101–1114, 2004.

[10] M. Basseville M. Basseville and I. Nikiforov. Detection of Abrupt

Changes: Theory and Application. Prentice-Hall, Englewood Cliffs,

NJ, 1993.

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based fault diagnosis in dynamic systems. Reliability Engineering

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for the biased flow rate sensor FIn for the polyethylene reactor process based toring and fault diagnosis. Control Engineering Practice, 7(7):903 –

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proportional to the number of samples used in the particle

filter. However, increasing the sampling size will increase the

computational load.

V. C ONCLUSIONS

A general model-based fault isolation approach for

stochastic non-linear non-Gaussian systems has been devel-

oped using general observer scheme (GOS). The simulation

results show excellent performance of the proposed approach

against the dedicated observer scheme (DOS) in higly non-

linear system. In future, we intend to extend to develop an

algorithm capable of isolating actuator faults.

R EFERENCES

[1] Robust residual generation for model-based fault diagnosis of dynamic

systems. PhD thesis, University of York, York, UK.

[2] F. Alrowaie, R.B. Gopaluni, and K.E. Kwok. Fault detection and

isolation in stochastic non-linear state-space models using particle

filters. Control Engineering Practice, 20(10):1016 – 1032, 2012.

[3] W. Chen and M. Saif. Observer-based strategies for actuator fault

detection, isolation and estimation for certain class of uncertain

nonlinear systems. Control Theory Applications, IET, 1(6):1672–1680,

2007.

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