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Fault Isolation based on General Observer Scheme in Stochastic

Non-linear State-Space Models Using Particle Filters

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 ,

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
, 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
= 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
, 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 )
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

Similarly, substituting (10) in (8), one can approximate the A. Dedicated residual scheme
filter density function ([13]) In dedicated residual scheme which was introduced
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
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
( j) only one output measurement, the states of the process
∑ p(yt |xt , θ ) should be completely observable through each sensor
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:
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.

d[In] FIn − [M [In]
]+[In] bt
dt Vg
d[M1 ] FM1 − [M[M]+[In]
bt − RM1
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
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.

Parameter Value Unit

Vg 500 m3
A. Application to A Polyethylene Reactor System Vp
17 atm
Bw 7 × 104 kg
k p0 85 × 10−3 m3
Ea (9000)(4.1868) J
C pm1 (11)(4.1868) J
Cv 7.5 atm−0.5 mol
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)
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
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
Hreac (−894 × 103 )(4.1868) J
back to from the top of the reactor. The cooling rates are UA (1.14 × 106 )(4.1868)
adjusted by mixing both the cold and warm water streams. FIn , FM , Fg
5, 190, 8500 mol
(3.11 × 105 )(18 × 10−3 )
All the definition of all parameters and process variables Fw
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

8.20575 × 10−5 m3 .atm

steady state data of the reactor process is given in Table RR mol.K
R 8.314
I. Two manipulated inputs are considered in this study ac 0.548
which are the feed temperature T f eed , and the inlet flow rate [In]s 439.68 mol
[M]s 326.72 mol
of ethylene FM1 . A mathematical model that describe the Y1 ,Y 2 3.835, 3.835
dynamic behaviour of the reactor system are derived using Ts , Tw1 , Tg1s 356.21, 290.37, 294.36 K

mass and energy balances can take the following form:

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 .

B. Simulation Results and Discussion

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

Fault Steady-State Faulty-State Time Interval

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 
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

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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.

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