Table Of ContentFault Detection and Isolation for Linear Dynamical Systems
Diogo Filipe Guerreiro Piçarra da Cunha Monteiro
Thesis to obtain the Master of Science Degree in
Aerospace Engineering
Supervisors: Prof. Paulo Jorge Coelho Ramalho Oliveira
Prof. Carlos Jorge Ferreira Silvestre
Expert: Doctor Paulo André Nobre Rosa
Examination Committee
Chairperson: Professor João Manuel Lage de Miranda Lemos
Supervisor: Prof. Paulo Jorge Coelho Ramalho Oliveira
Member of the Committee: Professor João Miguel da Costa Sousa
October 2015
Thismaster’sthesis wasdevelopedunderthescope oftheDoubleDegreeMasterProgramme in
Flight Dynamics, Control and Avionics, in a joint cooperation between Instituto Superior Técnico,
PortugalandtheFacultyofAerospaceEngineeringoftheTechnicalUniversityofDelft,Netherlands.
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Tomyparents.
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Acknowledgements
I would like to start by showing my gratitude to my co-supervisor, Prof. Paulo Oliveira, for his guid-
ance and support throughout this thesis. His deep knowledge and experience certainly contributed to
developmyresearchandtoobtainamoreconsolidatedwork. Also,thehighstandardsherequiresfrom
hisstudentsledmetobemoreexigentwithmyworkandconstantlysearchforimprovement. Notleast
important, I would like to address my gratitude to Prof. Carlos Silvestre, that despite supervising me
fromMacau,alwaysmadehisimportantopinionclearthroughProf. PauloOliveira.
My next gratitude words go to my thesis advisor Dr. Paulo Rosa for his unconditional support in
providingdeterminantrecommendationsandadvicesduringthelastsixmonths. Certainly,hisexpertise
and incredible intuition were fundamental to find the right research path. Through his person, I shall
alsothankDeimosEngenharia, S.A.andeveryonetherethatalwaysreceivedmewithenthusiasmand
providedeverythingIrequiredtodevelopmyworkthere.
I would like to thank the Institute for Systems and Robotics (ISR) and all my colleagues there, that
through countless conversations and lunches together helped me to solve several problems during my
research. Also,theirsupport,encouragement,andenthusiasmwereparamountduringthisstageofmy
academicpath.
I can not finish without a very special gratitude word to two incredible student groups in Técnico.
TotheAutonomousSectionofAppliedAeronautics(S3A)forenablingmetodevelopdeeplyinteresting
hands-on projects during my course and to collaborate with an enthusiastic group of colleagues, that
share the same passion for aviation. The second group is the Técnico’s Football team in which I took
part during the last 4 years. There, I came across the most incredible human beings that today I call
friends. Fortheirencouragementandgreatadviceduringeverymomentweshared,andforeverything
Ilearnedbyparticipatinginthisteam,Iaddressmydeepestthankfulness.
I’m also thankful to my closest friends. They were unconditionally present every time I needed and
with them I shared some of the most important moments during my years at the University. A special
thankstoJoãoforthepatienceofrevisingthisthesis.
Finally, my utmost gratitude words go to all my family but particularly to my parents, Ana Paula and
Filipe, my sisters, Rafaela and Ana Filipe, and my grandparents for their endless support and advice
duringtheseyears,andtoAna,forherloveandunconditionalfriendship.
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Resumo
A Segurança e fiabilidade de sistemas dinâmicos é um problema que tem acompanhado o desen-
volvimentodatecnologiatantonacomunidadecientífica,comotambémnaindústria. Aimportânciade
monitorizaracondiçãodeumsistemaé,aindamais,relevanteparasistemascríticos,comonaindústria
química e nuclear, medicina, transportes e sistemas de segurança. A ocorrência de eventos atípicos
nestesprocessospodelevaràdeterioraçãodaoperação,ouatémesmoacatástrofesquandoasfalhas
são significativas. A relevância deste tema e também o crescente interesse por técnicas de múltiplos
modelos, com aplicação na área de deteção e isolamento de falhas em tempo-real, motiva o desen-
volvimentodestatese.
Inicialmente,aborda-seatécnicaclássicadeestimaçãoadaptativacommúltiplosmodelos(MMAE),
através de um estudo aprofundado para o desenho de uma arquitetura capaz de determinação do
regime de funcionamento de um sistema. Isto é atingido através da identificação da região em que os
parâmetros da falha estão localizados, tendo em conta o domínio de incerteza associado. Este pro-
cessodecorredeumaestratégiabaseadanaavaliaçãodaperformancedeestimaçãodosestados,que
deveráserindependentedalocalizaçãodosparâmetrosdafalha.
Devido à elevada exigência computacional do sistema MMAE clássico, de seguida propõe-se um
novo desenho para o banco de estimadores através da combinação de filtros de Kalman e filtros H
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robustos. Aestratégiadesenvolvidalevaaumareduçãosubstancialnonúmerodefiltrospresentesno
banco,esimultaneamentemantémoníveldeperformancedeestimaçãopretendido.
Em ambas as propostas as propriedades de convergência assimptótica são avaliadas, de forma a
garantir a robustez dos métodos. Utilizando um modelo dinâmico genérico de um helicóptero, várias
simulaçõescomputacionaissãoexecutadasdeformaaprovaropotencialdosmétodosdesenvolvidos
etambémfornecerumabasedeverificaçãodosresultadosteóricosalcançados.
Palavras-chave: estimaçãoadaptativacommúltiplosmodelos; diagnósticodefalhascombase
emmodelosdinâmicos;filtrosH robustos;estimaçãodeestadosemregimedeincerteza;
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Abstract
Safetyandreliabilityofadynamicalsystemisaconcernthathavealwayspursueddesignersinboth
academiaandindustry. Monitoringthehealthstatusofasystemisevenmorerelevantforsafetycritical
applications,suchaschemicalandnuclearplants,medicine,transportation,andsecuritysystems. The
occurrence of abnormal events on these processes may lead to malfunctions and disasters in ultimate
fault conditions, as witnessed in the past. The paramount importance of the topic and the increasing
interestinmultiple-modelapproachesunderthescopeofon-linefaultdetectionandisolationmotivates
thisthesis.
Initially, focus is given to classical multiple-model adaptive estimation (MMAE) in which an in-depth
studyisundertakenforthedesignofaschemecapableofdeterminingtheworkingregimeofasystem.
This is done by identifying the region where the fault parameters lie under the associated uncertainty
domain. The design procedure is built on a performance-based strategy, which ensures a well-defined
levelofstateestimationperformancedespitethefaultlocation.
Due to the high computational complexity of the classical MMAE approach, in what follows we pro-
poseanovelbankdesignbasedonthecombinationofKalmanandrobustH filters. Thisstrategyleads
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to a substantial reduction on the number of estimators in the bank, while preserving the desired state
estimationperformance.
In both approaches a prominent study on convergence properties is performed, so that robustness
of the methods is guaranteed. Computational simulations based on a generic helicopter model are
also executed to prove the potential of the strategies developed and provide a verification basis for the
theoreticalresultsachieved.
Keywords: Multiple-model adaptive estimation; model-based fault diagnosis; robust H filters;
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stateestimationinuncertainsystems;
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Description:Paulo Jorge Coelho Ramalho Oliveira. Prof. Carlos Jorge Ferreira Silvestre . under the scope of on-line fault detection and isolation motivates.