Fault detection with evolution strategies based particle filter and backward sequential probability ratio test

  • Authors:

  • Katsuji Uosaki;Toshiharu Hatanaka

  • Affiliations:

  • Department of Management and Information Sciences, Fukui University of Technology, Fukui, Japan;Department of Information and Physical Sciences, Graduate School of Information Science and Technology, Osaka University, Suita, Osaka, Japan

  • Venue:
  • KES'07/WIRN'07 Proceedings of the 11th international conference, KES 2007 and XVII Italian workshop on neural networks conference on Knowledge-based intelligent information and engineering systems: Part I
  • Year:
  • 2007

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Abstract

Fault detection in dynamic systems has attracted considerable attention in designing systems with safety and reliability. Though a large number of methods have been proposed for solving the fault detection problem, it is hardly apply to nonlinear stochastic state space models. A novel filter called the Evolution Strategies based particle filter (ESP) proposed by recognizing the similarities and the difference of the processes between the particle filters and Evolution Strategies is applied here to fault detection of nonlinear stochastic state space models. Numerical simulation studies have been conducted to exemplify the applicability of this approach.